CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 12-Jul-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2006 |
12-Jul-2006 |
Change |
Change % |
Previous Week |
Open |
1.3026 |
1.2956 |
-0.0070 |
-0.5% |
1.3059 |
High |
1.3026 |
1.2956 |
-0.0070 |
-0.5% |
1.3075 |
Low |
1.3026 |
1.2956 |
-0.0070 |
-0.5% |
1.2998 |
Close |
1.3026 |
1.2956 |
-0.0070 |
-0.5% |
1.3075 |
Range |
|
|
|
|
|
ATR |
0.0055 |
0.0056 |
0.0001 |
1.9% |
0.0000 |
Volume |
2 |
1 |
-1 |
-50.0% |
0 |
|
Daily Pivots for day following 12-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2956 |
1.2956 |
1.2956 |
|
R3 |
1.2956 |
1.2956 |
1.2956 |
|
R2 |
1.2956 |
1.2956 |
1.2956 |
|
R1 |
1.2956 |
1.2956 |
1.2956 |
1.2956 |
PP |
1.2956 |
1.2956 |
1.2956 |
1.2956 |
S1 |
1.2956 |
1.2956 |
1.2956 |
1.2956 |
S2 |
1.2956 |
1.2956 |
1.2956 |
|
S3 |
1.2956 |
1.2956 |
1.2956 |
|
S4 |
1.2956 |
1.2956 |
1.2956 |
|
|
Weekly Pivots for week ending 07-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3280 |
1.3255 |
1.3117 |
|
R3 |
1.3203 |
1.3178 |
1.3096 |
|
R2 |
1.3126 |
1.3126 |
1.3089 |
|
R1 |
1.3101 |
1.3101 |
1.3082 |
1.3114 |
PP |
1.3049 |
1.3049 |
1.3049 |
1.3056 |
S1 |
1.3024 |
1.3024 |
1.3068 |
1.3037 |
S2 |
1.2972 |
1.2972 |
1.3061 |
|
S3 |
1.2895 |
1.2947 |
1.3054 |
|
S4 |
1.2818 |
1.2870 |
1.3033 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3075 |
1.2956 |
0.0119 |
0.9% |
0.0000 |
0.0% |
0% |
False |
True |
|
10 |
1.3075 |
1.2826 |
0.0249 |
1.9% |
0.0000 |
0.0% |
52% |
False |
False |
|
20 |
1.3075 |
1.2791 |
0.0284 |
2.2% |
0.0000 |
0.0% |
58% |
False |
False |
|
40 |
1.3193 |
1.2791 |
0.0402 |
3.1% |
0.0000 |
0.0% |
41% |
False |
False |
|
60 |
1.3193 |
1.2605 |
0.0588 |
4.5% |
0.0000 |
0.0% |
60% |
False |
False |
1 |
80 |
1.3193 |
1.2261 |
0.0932 |
7.2% |
0.0000 |
0.0% |
75% |
False |
False |
1 |
100 |
1.3193 |
1.2174 |
0.1019 |
7.9% |
0.0000 |
0.0% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2956 |
2.618 |
1.2956 |
1.618 |
1.2956 |
1.000 |
1.2956 |
0.618 |
1.2956 |
HIGH |
1.2956 |
0.618 |
1.2956 |
0.500 |
1.2956 |
0.382 |
1.2956 |
LOW |
1.2956 |
0.618 |
1.2956 |
1.000 |
1.2956 |
1.618 |
1.2956 |
2.618 |
1.2956 |
4.250 |
1.2956 |
|
|
Fisher Pivots for day following 12-Jul-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2956 |
1.2991 |
PP |
1.2956 |
1.2979 |
S1 |
1.2956 |
1.2968 |
|