CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 03-Aug-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2006 |
03-Aug-2006 |
Change |
Change % |
Previous Week |
Open |
1.3029 |
1.3032 |
0.0003 |
0.0% |
1.2864 |
High |
1.3029 |
1.3032 |
0.0003 |
0.0% |
1.3000 |
Low |
1.3029 |
1.3032 |
0.0003 |
0.0% |
1.2817 |
Close |
1.3029 |
1.3032 |
0.0003 |
0.0% |
1.2977 |
Range |
|
|
|
|
|
ATR |
0.0054 |
0.0050 |
-0.0004 |
-6.7% |
0.0000 |
Volume |
2 |
0 |
-2 |
-100.0% |
1 |
|
Daily Pivots for day following 03-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3032 |
1.3032 |
1.3032 |
|
R3 |
1.3032 |
1.3032 |
1.3032 |
|
R2 |
1.3032 |
1.3032 |
1.3032 |
|
R1 |
1.3032 |
1.3032 |
1.3032 |
1.3032 |
PP |
1.3032 |
1.3032 |
1.3032 |
1.3032 |
S1 |
1.3032 |
1.3032 |
1.3032 |
1.3032 |
S2 |
1.3032 |
1.3032 |
1.3032 |
|
S3 |
1.3032 |
1.3032 |
1.3032 |
|
S4 |
1.3032 |
1.3032 |
1.3032 |
|
|
Weekly Pivots for week ending 28-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3480 |
1.3412 |
1.3078 |
|
R3 |
1.3297 |
1.3229 |
1.3027 |
|
R2 |
1.3114 |
1.3114 |
1.3011 |
|
R1 |
1.3046 |
1.3046 |
1.2994 |
1.3080 |
PP |
1.2931 |
1.2931 |
1.2931 |
1.2949 |
S1 |
1.2863 |
1.2863 |
1.2960 |
1.2897 |
S2 |
1.2748 |
1.2748 |
1.2943 |
|
S3 |
1.2565 |
1.2680 |
1.2927 |
|
S4 |
1.2382 |
1.2497 |
1.2876 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3040 |
1.2998 |
0.0042 |
0.3% |
0.0000 |
0.0% |
81% |
False |
False |
|
10 |
1.3040 |
1.2817 |
0.0223 |
1.7% |
0.0000 |
0.0% |
96% |
False |
False |
|
20 |
1.3075 |
1.2723 |
0.0352 |
2.7% |
0.0006 |
0.0% |
88% |
False |
False |
|
40 |
1.3075 |
1.2723 |
0.0352 |
2.7% |
0.0003 |
0.0% |
88% |
False |
False |
|
60 |
1.3193 |
1.2723 |
0.0470 |
3.6% |
0.0002 |
0.0% |
66% |
False |
False |
|
80 |
1.3193 |
1.2395 |
0.0798 |
6.1% |
0.0002 |
0.0% |
80% |
False |
False |
|
100 |
1.3193 |
1.2261 |
0.0932 |
7.2% |
0.0001 |
0.0% |
83% |
False |
False |
|
120 |
1.3193 |
1.2174 |
0.1019 |
7.8% |
0.0001 |
0.0% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3032 |
2.618 |
1.3032 |
1.618 |
1.3032 |
1.000 |
1.3032 |
0.618 |
1.3032 |
HIGH |
1.3032 |
0.618 |
1.3032 |
0.500 |
1.3032 |
0.382 |
1.3032 |
LOW |
1.3032 |
0.618 |
1.3032 |
1.000 |
1.3032 |
1.618 |
1.3032 |
2.618 |
1.3032 |
4.250 |
1.3032 |
|
|
Fisher Pivots for day following 03-Aug-2006 |
Pivot |
1 day |
3 day |
R1 |
1.3032 |
1.3035 |
PP |
1.3032 |
1.3034 |
S1 |
1.3032 |
1.3033 |
|