CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 28-Jun-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2006 |
28-Jun-2006 |
Change |
Change % |
Previous Week |
Open |
1.2856 |
1.2826 |
-0.0030 |
-0.2% |
1.2856 |
High |
1.2856 |
1.2826 |
-0.0030 |
-0.2% |
1.2936 |
Low |
1.2856 |
1.2826 |
-0.0030 |
-0.2% |
1.2791 |
Close |
1.2856 |
1.2826 |
-0.0030 |
-0.2% |
1.2791 |
Range |
|
|
|
|
|
ATR |
0.0054 |
0.0052 |
-0.0002 |
-3.2% |
0.0000 |
Volume |
0 |
1 |
1 |
|
1 |
|
Daily Pivots for day following 28-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2826 |
1.2826 |
1.2826 |
|
R3 |
1.2826 |
1.2826 |
1.2826 |
|
R2 |
1.2826 |
1.2826 |
1.2826 |
|
R1 |
1.2826 |
1.2826 |
1.2826 |
1.2826 |
PP |
1.2826 |
1.2826 |
1.2826 |
1.2826 |
S1 |
1.2826 |
1.2826 |
1.2826 |
1.2826 |
S2 |
1.2826 |
1.2826 |
1.2826 |
|
S3 |
1.2826 |
1.2826 |
1.2826 |
|
S4 |
1.2826 |
1.2826 |
1.2826 |
|
|
Weekly Pivots for week ending 23-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3274 |
1.3178 |
1.2871 |
|
R3 |
1.3129 |
1.3033 |
1.2831 |
|
R2 |
1.2984 |
1.2984 |
1.2818 |
|
R1 |
1.2888 |
1.2888 |
1.2804 |
1.2864 |
PP |
1.2839 |
1.2839 |
1.2839 |
1.2827 |
S1 |
1.2743 |
1.2743 |
1.2778 |
1.2719 |
S2 |
1.2694 |
1.2694 |
1.2764 |
|
S3 |
1.2549 |
1.2598 |
1.2751 |
|
S4 |
1.2404 |
1.2453 |
1.2711 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2858 |
1.2791 |
0.0067 |
0.5% |
0.0000 |
0.0% |
52% |
False |
False |
|
10 |
1.2936 |
1.2791 |
0.0145 |
1.1% |
0.0000 |
0.0% |
24% |
False |
False |
|
20 |
1.3193 |
1.2791 |
0.0402 |
3.1% |
0.0000 |
0.0% |
9% |
False |
False |
1 |
40 |
1.3193 |
1.2791 |
0.0402 |
3.1% |
0.0000 |
0.0% |
9% |
False |
False |
1 |
60 |
1.3193 |
1.2393 |
0.0800 |
6.2% |
0.0000 |
0.0% |
54% |
False |
False |
1 |
80 |
1.3193 |
1.2201 |
0.0992 |
7.7% |
0.0000 |
0.0% |
63% |
False |
False |
|
100 |
1.3193 |
1.2174 |
0.1019 |
7.9% |
0.0000 |
0.0% |
64% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2826 |
2.618 |
1.2826 |
1.618 |
1.2826 |
1.000 |
1.2826 |
0.618 |
1.2826 |
HIGH |
1.2826 |
0.618 |
1.2826 |
0.500 |
1.2826 |
0.382 |
1.2826 |
LOW |
1.2826 |
0.618 |
1.2826 |
1.000 |
1.2826 |
1.618 |
1.2826 |
2.618 |
1.2826 |
4.250 |
1.2826 |
|
|
Fisher Pivots for day following 28-Jun-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2826 |
1.2841 |
PP |
1.2826 |
1.2836 |
S1 |
1.2826 |
1.2831 |
|