CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 17-Jul-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2006 |
17-Jul-2006 |
Change |
Change % |
Previous Week |
Open |
1.2903 |
1.2767 |
-0.0136 |
-1.1% |
1.2987 |
High |
1.2903 |
1.2767 |
-0.0136 |
-1.1% |
1.3026 |
Low |
1.2903 |
1.2767 |
-0.0136 |
-1.1% |
1.2903 |
Close |
1.2903 |
1.2767 |
-0.0136 |
-1.1% |
1.2903 |
Range |
|
|
|
|
|
ATR |
0.0052 |
0.0058 |
0.0006 |
11.4% |
0.0000 |
Volume |
3 |
0 |
-3 |
-100.0% |
6 |
|
Daily Pivots for day following 17-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2767 |
1.2767 |
1.2767 |
|
R3 |
1.2767 |
1.2767 |
1.2767 |
|
R2 |
1.2767 |
1.2767 |
1.2767 |
|
R1 |
1.2767 |
1.2767 |
1.2767 |
1.2767 |
PP |
1.2767 |
1.2767 |
1.2767 |
1.2767 |
S1 |
1.2767 |
1.2767 |
1.2767 |
1.2767 |
S2 |
1.2767 |
1.2767 |
1.2767 |
|
S3 |
1.2767 |
1.2767 |
1.2767 |
|
S4 |
1.2767 |
1.2767 |
1.2767 |
|
|
Weekly Pivots for week ending 14-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3313 |
1.3231 |
1.2971 |
|
R3 |
1.3190 |
1.3108 |
1.2937 |
|
R2 |
1.3067 |
1.3067 |
1.2926 |
|
R1 |
1.2985 |
1.2985 |
1.2914 |
1.2965 |
PP |
1.2944 |
1.2944 |
1.2944 |
1.2934 |
S1 |
1.2862 |
1.2862 |
1.2892 |
1.2842 |
S2 |
1.2821 |
1.2821 |
1.2880 |
|
S3 |
1.2698 |
1.2739 |
1.2869 |
|
S4 |
1.2575 |
1.2616 |
1.2835 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3026 |
1.2767 |
0.0259 |
2.0% |
0.0000 |
0.0% |
0% |
False |
True |
1 |
10 |
1.3075 |
1.2767 |
0.0308 |
2.4% |
0.0000 |
0.0% |
0% |
False |
True |
|
20 |
1.3075 |
1.2767 |
0.0308 |
2.4% |
0.0000 |
0.0% |
0% |
False |
True |
|
40 |
1.3193 |
1.2767 |
0.0426 |
3.3% |
0.0000 |
0.0% |
0% |
False |
True |
|
60 |
1.3193 |
1.2632 |
0.0561 |
4.4% |
0.0000 |
0.0% |
24% |
False |
False |
1 |
80 |
1.3193 |
1.2261 |
0.0932 |
7.3% |
0.0000 |
0.0% |
54% |
False |
False |
1 |
100 |
1.3193 |
1.2174 |
0.1019 |
8.0% |
0.0000 |
0.0% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2767 |
2.618 |
1.2767 |
1.618 |
1.2767 |
1.000 |
1.2767 |
0.618 |
1.2767 |
HIGH |
1.2767 |
0.618 |
1.2767 |
0.500 |
1.2767 |
0.382 |
1.2767 |
LOW |
1.2767 |
0.618 |
1.2767 |
1.000 |
1.2767 |
1.618 |
1.2767 |
2.618 |
1.2767 |
4.250 |
1.2767 |
|
|
Fisher Pivots for day following 17-Jul-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2767 |
1.2857 |
PP |
1.2767 |
1.2827 |
S1 |
1.2767 |
1.2797 |
|