CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 27-Jul-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2006 |
27-Jul-2006 |
Change |
Change % |
Previous Week |
Open |
1.2930 |
1.2923 |
-0.0007 |
-0.1% |
1.2767 |
High |
1.2930 |
1.2980 |
0.0050 |
0.4% |
1.2928 |
Low |
1.2930 |
1.2980 |
0.0050 |
0.4% |
1.2723 |
Close |
1.2930 |
1.2923 |
-0.0007 |
-0.1% |
1.2926 |
Range |
|
|
|
|
|
ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2961 |
1.2942 |
1.2923 |
|
R3 |
1.2961 |
1.2942 |
1.2923 |
|
R2 |
1.2961 |
1.2961 |
1.2923 |
|
R1 |
1.2942 |
1.2942 |
1.2923 |
1.2923 |
PP |
1.2961 |
1.2961 |
1.2961 |
1.2952 |
S1 |
1.2942 |
1.2942 |
1.2923 |
1.2923 |
S2 |
1.2961 |
1.2961 |
1.2923 |
|
S3 |
1.2961 |
1.2942 |
1.2923 |
|
S4 |
1.2961 |
1.2942 |
1.2923 |
|
|
Weekly Pivots for week ending 21-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3474 |
1.3405 |
1.3039 |
|
R3 |
1.3269 |
1.3200 |
1.2982 |
|
R2 |
1.3064 |
1.3064 |
1.2964 |
|
R1 |
1.2995 |
1.2995 |
1.2945 |
1.3030 |
PP |
1.2859 |
1.2859 |
1.2859 |
1.2876 |
S1 |
1.2790 |
1.2790 |
1.2907 |
1.2825 |
S2 |
1.2654 |
1.2654 |
1.2888 |
|
S3 |
1.2449 |
1.2585 |
1.2870 |
|
S4 |
1.2244 |
1.2380 |
1.2813 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2980 |
1.2817 |
0.0163 |
1.3% |
0.0000 |
0.0% |
65% |
True |
False |
|
10 |
1.2980 |
1.2723 |
0.0257 |
2.0% |
0.0012 |
0.1% |
78% |
True |
False |
|
20 |
1.3075 |
1.2723 |
0.0352 |
2.7% |
0.0006 |
0.0% |
57% |
False |
False |
|
40 |
1.3193 |
1.2723 |
0.0470 |
3.6% |
0.0003 |
0.0% |
43% |
False |
False |
|
60 |
1.3193 |
1.2723 |
0.0470 |
3.6% |
0.0002 |
0.0% |
43% |
False |
False |
|
80 |
1.3193 |
1.2393 |
0.0800 |
6.2% |
0.0002 |
0.0% |
66% |
False |
False |
|
100 |
1.3193 |
1.2201 |
0.0992 |
7.7% |
0.0001 |
0.0% |
73% |
False |
False |
|
120 |
1.3193 |
1.2174 |
0.1019 |
7.9% |
0.0001 |
0.0% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2980 |
2.618 |
1.2980 |
1.618 |
1.2980 |
1.000 |
1.2980 |
0.618 |
1.2980 |
HIGH |
1.2980 |
0.618 |
1.2980 |
0.500 |
1.2980 |
0.382 |
1.2980 |
LOW |
1.2980 |
0.618 |
1.2980 |
1.000 |
1.2980 |
1.618 |
1.2980 |
2.618 |
1.2980 |
4.250 |
1.2980 |
|
|
Fisher Pivots for day following 27-Jul-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2980 |
1.2915 |
PP |
1.2961 |
1.2907 |
S1 |
1.2942 |
1.2899 |
|