CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 21-Aug-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2006 |
21-Aug-2006 |
Change |
Change % |
Previous Week |
Open |
1.3023 |
1.3087 |
0.0064 |
0.5% |
1.2921 |
High |
1.3023 |
1.3087 |
0.0064 |
0.5% |
1.3041 |
Low |
1.3023 |
1.3087 |
0.0064 |
0.5% |
1.2921 |
Close |
1.3023 |
1.3096 |
0.0073 |
0.6% |
1.3023 |
Range |
|
|
|
|
|
ATR |
0.0041 |
0.0043 |
0.0002 |
3.9% |
0.0000 |
Volume |
2 |
0 |
-2 |
-100.0% |
5 |
|
Daily Pivots for day following 21-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3090 |
1.3093 |
1.3096 |
|
R3 |
1.3090 |
1.3093 |
1.3096 |
|
R2 |
1.3090 |
1.3090 |
1.3096 |
|
R1 |
1.3093 |
1.3093 |
1.3096 |
1.3092 |
PP |
1.3090 |
1.3090 |
1.3090 |
1.3089 |
S1 |
1.3093 |
1.3093 |
1.3096 |
1.3092 |
S2 |
1.3090 |
1.3090 |
1.3096 |
|
S3 |
1.3090 |
1.3093 |
1.3096 |
|
S4 |
1.3090 |
1.3093 |
1.3096 |
|
|
Weekly Pivots for week ending 18-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3355 |
1.3309 |
1.3089 |
|
R3 |
1.3235 |
1.3189 |
1.3056 |
|
R2 |
1.3115 |
1.3115 |
1.3045 |
|
R1 |
1.3069 |
1.3069 |
1.3034 |
1.3092 |
PP |
1.2995 |
1.2995 |
1.2995 |
1.3007 |
S1 |
1.2949 |
1.2949 |
1.3012 |
1.2972 |
S2 |
1.2875 |
1.2875 |
1.3001 |
|
S3 |
1.2755 |
1.2829 |
1.2990 |
|
S4 |
1.2635 |
1.2709 |
1.2957 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3087 |
1.2987 |
0.0100 |
0.8% |
0.0000 |
0.0% |
109% |
True |
False |
1 |
10 |
1.3090 |
1.2921 |
0.0169 |
1.3% |
0.0000 |
0.0% |
104% |
False |
False |
1 |
20 |
1.3091 |
1.2817 |
0.0274 |
2.1% |
0.0000 |
0.0% |
102% |
False |
False |
|
40 |
1.3091 |
1.2723 |
0.0368 |
2.8% |
0.0003 |
0.0% |
101% |
False |
False |
|
60 |
1.3193 |
1.2723 |
0.0470 |
3.6% |
0.0002 |
0.0% |
79% |
False |
False |
|
80 |
1.3193 |
1.2723 |
0.0470 |
3.6% |
0.0002 |
0.0% |
79% |
False |
False |
|
100 |
1.3193 |
1.2393 |
0.0800 |
6.1% |
0.0001 |
0.0% |
88% |
False |
False |
|
120 |
1.3193 |
1.2201 |
0.0992 |
7.6% |
0.0001 |
0.0% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3087 |
2.618 |
1.3087 |
1.618 |
1.3087 |
1.000 |
1.3087 |
0.618 |
1.3087 |
HIGH |
1.3087 |
0.618 |
1.3087 |
0.500 |
1.3087 |
0.382 |
1.3087 |
LOW |
1.3087 |
0.618 |
1.3087 |
1.000 |
1.3087 |
1.618 |
1.3087 |
2.618 |
1.3087 |
4.250 |
1.3087 |
|
|
Fisher Pivots for day following 21-Aug-2006 |
Pivot |
1 day |
3 day |
R1 |
1.3093 |
1.3082 |
PP |
1.3090 |
1.3069 |
S1 |
1.3087 |
1.3055 |
|