CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 20-Jul-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2006 |
20-Jul-2006 |
Change |
Change % |
Previous Week |
Open |
1.2843 |
1.2878 |
0.0035 |
0.3% |
1.2987 |
High |
1.2845 |
1.2878 |
0.0033 |
0.3% |
1.3026 |
Low |
1.2723 |
1.2878 |
0.0155 |
1.2% |
1.2903 |
Close |
1.2843 |
1.2878 |
0.0035 |
0.3% |
1.2903 |
Range |
0.0122 |
0.0000 |
-0.0122 |
-100.0% |
0.0123 |
ATR |
0.0060 |
0.0058 |
-0.0002 |
-3.0% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2878 |
1.2878 |
1.2878 |
|
R3 |
1.2878 |
1.2878 |
1.2878 |
|
R2 |
1.2878 |
1.2878 |
1.2878 |
|
R1 |
1.2878 |
1.2878 |
1.2878 |
1.2878 |
PP |
1.2878 |
1.2878 |
1.2878 |
1.2878 |
S1 |
1.2878 |
1.2878 |
1.2878 |
1.2878 |
S2 |
1.2878 |
1.2878 |
1.2878 |
|
S3 |
1.2878 |
1.2878 |
1.2878 |
|
S4 |
1.2878 |
1.2878 |
1.2878 |
|
|
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 |
1.2903 |
1.2723 |
0.0180 |
1.4% |
0.0024 |
0.2% |
86% |
False |
False |
|
10 |
1.3075 |
1.2723 |
0.0352 |
2.7% |
0.0012 |
0.1% |
44% |
False |
False |
|
20 |
1.3075 |
1.2723 |
0.0352 |
2.7% |
0.0006 |
0.0% |
44% |
False |
False |
|
40 |
1.3193 |
1.2723 |
0.0470 |
3.6% |
0.0003 |
0.0% |
33% |
False |
False |
|
60 |
1.3193 |
1.2723 |
0.0470 |
3.6% |
0.0002 |
0.0% |
33% |
False |
False |
|
80 |
1.3193 |
1.2298 |
0.0895 |
6.9% |
0.0002 |
0.0% |
65% |
False |
False |
1 |
100 |
1.3193 |
1.2201 |
0.0992 |
7.7% |
0.0001 |
0.0% |
68% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2878 |
2.618 |
1.2878 |
1.618 |
1.2878 |
1.000 |
1.2878 |
0.618 |
1.2878 |
HIGH |
1.2878 |
0.618 |
1.2878 |
0.500 |
1.2878 |
0.382 |
1.2878 |
LOW |
1.2878 |
0.618 |
1.2878 |
1.000 |
1.2878 |
1.618 |
1.2878 |
2.618 |
1.2878 |
4.250 |
1.2878 |
|
|
Fisher Pivots for day following 20-Jul-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2878 |
1.2852 |
PP |
1.2878 |
1.2826 |
S1 |
1.2878 |
1.2801 |
|