CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 22-Jun-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2006 |
22-Jun-2006 |
Change |
Change % |
Previous Week |
Open |
1.2936 |
1.2858 |
-0.0078 |
-0.6% |
1.2881 |
High |
1.2936 |
1.2858 |
-0.0078 |
-0.6% |
1.2925 |
Low |
1.2936 |
1.2858 |
-0.0078 |
-0.6% |
1.2813 |
Close |
1.2936 |
1.2858 |
-0.0078 |
-0.6% |
1.2925 |
Range |
|
|
|
|
|
ATR |
0.0055 |
0.0057 |
0.0002 |
3.0% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2858 |
1.2858 |
1.2858 |
|
R3 |
1.2858 |
1.2858 |
1.2858 |
|
R2 |
1.2858 |
1.2858 |
1.2858 |
|
R1 |
1.2858 |
1.2858 |
1.2858 |
1.2858 |
PP |
1.2858 |
1.2858 |
1.2858 |
1.2858 |
S1 |
1.2858 |
1.2858 |
1.2858 |
1.2858 |
S2 |
1.2858 |
1.2858 |
1.2858 |
|
S3 |
1.2858 |
1.2858 |
1.2858 |
|
S4 |
1.2858 |
1.2858 |
1.2858 |
|
|
Weekly Pivots for week ending 16-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3224 |
1.3186 |
1.2987 |
|
R3 |
1.3112 |
1.3074 |
1.2956 |
|
R2 |
1.3000 |
1.3000 |
1.2946 |
|
R1 |
1.2962 |
1.2962 |
1.2935 |
1.2981 |
PP |
1.2888 |
1.2888 |
1.2888 |
1.2897 |
S1 |
1.2850 |
1.2850 |
1.2915 |
1.2869 |
S2 |
1.2776 |
1.2776 |
1.2904 |
|
S3 |
1.2664 |
1.2738 |
1.2894 |
|
S4 |
1.2552 |
1.2626 |
1.2863 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2936 |
1.2856 |
0.0080 |
0.6% |
0.0000 |
0.0% |
3% |
False |
False |
|
10 |
1.2936 |
1.2813 |
0.0123 |
1.0% |
0.0000 |
0.0% |
37% |
False |
False |
|
20 |
1.3193 |
1.2813 |
0.0380 |
3.0% |
0.0000 |
0.0% |
12% |
False |
False |
1 |
40 |
1.3193 |
1.2813 |
0.0380 |
3.0% |
0.0000 |
0.0% |
12% |
False |
False |
1 |
60 |
1.3193 |
1.2314 |
0.0879 |
6.8% |
0.0000 |
0.0% |
62% |
False |
False |
|
80 |
1.3193 |
1.2201 |
0.0992 |
7.7% |
0.0000 |
0.0% |
66% |
False |
False |
|
100 |
1.3193 |
1.2174 |
0.1019 |
7.9% |
0.0000 |
0.0% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2858 |
2.618 |
1.2858 |
1.618 |
1.2858 |
1.000 |
1.2858 |
0.618 |
1.2858 |
HIGH |
1.2858 |
0.618 |
1.2858 |
0.500 |
1.2858 |
0.382 |
1.2858 |
LOW |
1.2858 |
0.618 |
1.2858 |
1.000 |
1.2858 |
1.618 |
1.2858 |
2.618 |
1.2858 |
4.250 |
1.2858 |
|
|
Fisher Pivots for day following 22-Jun-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2858 |
1.2897 |
PP |
1.2858 |
1.2884 |
S1 |
1.2858 |
1.2871 |
|