CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 15-Aug-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2006 |
15-Aug-2006 |
Change |
Change % |
Previous Week |
Open |
1.2921 |
1.2987 |
0.0066 |
0.5% |
1.3053 |
High |
1.2921 |
1.2987 |
0.0066 |
0.5% |
1.3090 |
Low |
1.2921 |
1.2987 |
0.0066 |
0.5% |
1.2928 |
Close |
1.2921 |
1.2987 |
0.0066 |
0.5% |
1.2928 |
Range |
|
|
|
|
|
ATR |
0.0046 |
0.0048 |
0.0001 |
3.1% |
0.0000 |
Volume |
0 |
3 |
3 |
|
5 |
|
Daily Pivots for day following 15-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2987 |
1.2987 |
1.2987 |
|
R3 |
1.2987 |
1.2987 |
1.2987 |
|
R2 |
1.2987 |
1.2987 |
1.2987 |
|
R1 |
1.2987 |
1.2987 |
1.2987 |
1.2987 |
PP |
1.2987 |
1.2987 |
1.2987 |
1.2987 |
S1 |
1.2987 |
1.2987 |
1.2987 |
1.2987 |
S2 |
1.2987 |
1.2987 |
1.2987 |
|
S3 |
1.2987 |
1.2987 |
1.2987 |
|
S4 |
1.2987 |
1.2987 |
1.2987 |
|
|
Weekly Pivots for week ending 11-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3468 |
1.3360 |
1.3017 |
|
R3 |
1.3306 |
1.3198 |
1.2973 |
|
R2 |
1.3144 |
1.3144 |
1.2958 |
|
R1 |
1.3036 |
1.3036 |
1.2943 |
1.3009 |
PP |
1.2982 |
1.2982 |
1.2982 |
1.2969 |
S1 |
1.2874 |
1.2874 |
1.2913 |
1.2847 |
S2 |
1.2820 |
1.2820 |
1.2898 |
|
S3 |
1.2658 |
1.2712 |
1.2883 |
|
S4 |
1.2496 |
1.2550 |
1.2839 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3090 |
1.2921 |
0.0169 |
1.3% |
0.0000 |
0.0% |
39% |
False |
False |
1 |
10 |
1.3091 |
1.2921 |
0.0170 |
1.3% |
0.0000 |
0.0% |
39% |
False |
False |
1 |
20 |
1.3091 |
1.2723 |
0.0368 |
2.8% |
0.0006 |
0.0% |
72% |
False |
False |
|
40 |
1.3091 |
1.2723 |
0.0368 |
2.8% |
0.0003 |
0.0% |
72% |
False |
False |
|
60 |
1.3193 |
1.2723 |
0.0470 |
3.6% |
0.0002 |
0.0% |
56% |
False |
False |
|
80 |
1.3193 |
1.2693 |
0.0500 |
3.9% |
0.0002 |
0.0% |
59% |
False |
False |
|
100 |
1.3193 |
1.2298 |
0.0895 |
6.9% |
0.0001 |
0.0% |
77% |
False |
False |
|
120 |
1.3193 |
1.2174 |
0.1019 |
7.8% |
0.0001 |
0.0% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2987 |
2.618 |
1.2987 |
1.618 |
1.2987 |
1.000 |
1.2987 |
0.618 |
1.2987 |
HIGH |
1.2987 |
0.618 |
1.2987 |
0.500 |
1.2987 |
0.382 |
1.2987 |
LOW |
1.2987 |
0.618 |
1.2987 |
1.000 |
1.2987 |
1.618 |
1.2987 |
2.618 |
1.2987 |
4.250 |
1.2987 |
|
|
Fisher Pivots for day following 15-Aug-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2987 |
1.2976 |
PP |
1.2987 |
1.2965 |
S1 |
1.2987 |
1.2954 |
|