CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 12-Jun-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2006 |
12-Jun-2006 |
Change |
Change % |
Previous Week |
Open |
1.2917 |
1.2881 |
-0.0036 |
-0.3% |
1.3193 |
High |
1.2917 |
1.2881 |
-0.0036 |
-0.3% |
1.3193 |
Low |
1.2917 |
1.2881 |
-0.0036 |
-0.3% |
1.2906 |
Close |
1.2917 |
1.2881 |
-0.0036 |
-0.3% |
1.2917 |
Range |
|
|
|
|
|
ATR |
0.0063 |
0.0061 |
-0.0002 |
-3.0% |
0.0000 |
Volume |
2 |
1 |
-1 |
-50.0% |
9 |
|
Daily Pivots for day following 12-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2881 |
1.2881 |
1.2881 |
|
R3 |
1.2881 |
1.2881 |
1.2881 |
|
R2 |
1.2881 |
1.2881 |
1.2881 |
|
R1 |
1.2881 |
1.2881 |
1.2881 |
1.2881 |
PP |
1.2881 |
1.2881 |
1.2881 |
1.2881 |
S1 |
1.2881 |
1.2881 |
1.2881 |
1.2881 |
S2 |
1.2881 |
1.2881 |
1.2881 |
|
S3 |
1.2881 |
1.2881 |
1.2881 |
|
S4 |
1.2881 |
1.2881 |
1.2881 |
|
|
Weekly Pivots for week ending 09-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3866 |
1.3679 |
1.3075 |
|
R3 |
1.3579 |
1.3392 |
1.2996 |
|
R2 |
1.3292 |
1.3292 |
1.2970 |
|
R1 |
1.3105 |
1.3105 |
1.2943 |
1.3055 |
PP |
1.3005 |
1.3005 |
1.3005 |
1.2981 |
S1 |
1.2818 |
1.2818 |
1.2891 |
1.2768 |
S2 |
1.2718 |
1.2718 |
1.2864 |
|
S3 |
1.2431 |
1.2531 |
1.2838 |
|
S4 |
1.2144 |
1.2244 |
1.2759 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3108 |
1.2881 |
0.0227 |
1.8% |
0.0000 |
0.0% |
0% |
False |
True |
2 |
10 |
1.3193 |
1.2881 |
0.0312 |
2.4% |
0.0000 |
0.0% |
0% |
False |
True |
1 |
20 |
1.3193 |
1.2881 |
0.0312 |
2.4% |
0.0000 |
0.0% |
0% |
False |
True |
|
40 |
1.3193 |
1.2552 |
0.0641 |
5.0% |
0.0000 |
0.0% |
51% |
False |
False |
1 |
60 |
1.3193 |
1.2261 |
0.0932 |
7.2% |
0.0000 |
0.0% |
67% |
False |
False |
1 |
80 |
1.3193 |
1.2174 |
0.1019 |
7.9% |
0.0000 |
0.0% |
69% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2881 |
2.618 |
1.2881 |
1.618 |
1.2881 |
1.000 |
1.2881 |
0.618 |
1.2881 |
HIGH |
1.2881 |
0.618 |
1.2881 |
0.500 |
1.2881 |
0.382 |
1.2881 |
LOW |
1.2881 |
0.618 |
1.2881 |
1.000 |
1.2881 |
1.618 |
1.2881 |
2.618 |
1.2881 |
4.250 |
1.2881 |
|
|
Fisher Pivots for day following 12-Jun-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2881 |
1.2899 |
PP |
1.2881 |
1.2893 |
S1 |
1.2881 |
1.2887 |
|