CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 24-Aug-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2006 |
24-Aug-2006 |
Change |
Change % |
Previous Week |
Open |
1.2989 |
1.2957 |
-0.0032 |
-0.2% |
1.2921 |
High |
1.3008 |
1.2957 |
-0.0051 |
-0.4% |
1.3041 |
Low |
1.2980 |
1.2957 |
-0.0023 |
-0.2% |
1.2921 |
Close |
1.2989 |
1.2957 |
-0.0032 |
-0.2% |
1.3023 |
Range |
0.0028 |
0.0000 |
-0.0028 |
-100.0% |
0.0120 |
ATR |
0.0046 |
0.0045 |
-0.0001 |
-2.2% |
0.0000 |
Volume |
0 |
17 |
17 |
|
5 |
|
Daily Pivots for day following 24-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2957 |
1.2957 |
1.2957 |
|
R3 |
1.2957 |
1.2957 |
1.2957 |
|
R2 |
1.2957 |
1.2957 |
1.2957 |
|
R1 |
1.2957 |
1.2957 |
1.2957 |
1.2957 |
PP |
1.2957 |
1.2957 |
1.2957 |
1.2957 |
S1 |
1.2957 |
1.2957 |
1.2957 |
1.2957 |
S2 |
1.2957 |
1.2957 |
1.2957 |
|
S3 |
1.2957 |
1.2957 |
1.2957 |
|
S4 |
1.2957 |
1.2957 |
1.2957 |
|
|
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 |
1.2957 |
0.0130 |
1.0% |
0.0006 |
0.0% |
0% |
False |
True |
5 |
10 |
1.3087 |
1.2921 |
0.0166 |
1.3% |
0.0003 |
0.0% |
22% |
False |
False |
3 |
20 |
1.3091 |
1.2921 |
0.0170 |
1.3% |
0.0001 |
0.0% |
21% |
False |
False |
1 |
40 |
1.3091 |
1.2723 |
0.0368 |
2.8% |
0.0004 |
0.0% |
64% |
False |
False |
1 |
60 |
1.3193 |
1.2723 |
0.0470 |
3.6% |
0.0003 |
0.0% |
50% |
False |
False |
1 |
80 |
1.3193 |
1.2723 |
0.0470 |
3.6% |
0.0002 |
0.0% |
50% |
False |
False |
1 |
100 |
1.3193 |
1.2393 |
0.0800 |
6.2% |
0.0002 |
0.0% |
71% |
False |
False |
1 |
120 |
1.3193 |
1.2201 |
0.0992 |
7.7% |
0.0001 |
0.0% |
76% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2957 |
2.618 |
1.2957 |
1.618 |
1.2957 |
1.000 |
1.2957 |
0.618 |
1.2957 |
HIGH |
1.2957 |
0.618 |
1.2957 |
0.500 |
1.2957 |
0.382 |
1.2957 |
LOW |
1.2957 |
0.618 |
1.2957 |
1.000 |
1.2957 |
1.618 |
1.2957 |
2.618 |
1.2957 |
4.250 |
1.2957 |
|
|
Fisher Pivots for day following 24-Aug-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2957 |
1.2983 |
PP |
1.2957 |
1.2974 |
S1 |
1.2957 |
1.2966 |
|