CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 05-Sep-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2006 |
05-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
1.3019 |
1.2998 |
-0.0021 |
-0.2% |
1.2978 |
High |
1.3019 |
1.2998 |
-0.0021 |
-0.2% |
1.3023 |
Low |
1.3019 |
1.2998 |
-0.0021 |
-0.2% |
1.2978 |
Close |
1.3019 |
1.2998 |
-0.0021 |
-0.2% |
1.3019 |
Range |
|
|
|
|
|
ATR |
0.0037 |
0.0036 |
-0.0001 |
-3.1% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2998 |
1.2998 |
1.2998 |
|
R3 |
1.2998 |
1.2998 |
1.2998 |
|
R2 |
1.2998 |
1.2998 |
1.2998 |
|
R1 |
1.2998 |
1.2998 |
1.2998 |
1.2998 |
PP |
1.2998 |
1.2998 |
1.2998 |
1.2998 |
S1 |
1.2998 |
1.2998 |
1.2998 |
1.2998 |
S2 |
1.2998 |
1.2998 |
1.2998 |
|
S3 |
1.2998 |
1.2998 |
1.2998 |
|
S4 |
1.2998 |
1.2998 |
1.2998 |
|
|
Weekly Pivots for week ending 01-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3142 |
1.3125 |
1.3044 |
|
R3 |
1.3097 |
1.3080 |
1.3031 |
|
R2 |
1.3052 |
1.3052 |
1.3027 |
|
R1 |
1.3035 |
1.3035 |
1.3023 |
1.3044 |
PP |
1.3007 |
1.3007 |
1.3007 |
1.3011 |
S1 |
1.2990 |
1.2990 |
1.3015 |
1.2999 |
S2 |
1.2962 |
1.2962 |
1.3011 |
|
S3 |
1.2917 |
1.2945 |
1.3007 |
|
S4 |
1.2872 |
1.2900 |
1.2994 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3023 |
1.2995 |
0.0028 |
0.2% |
0.0000 |
0.0% |
11% |
False |
False |
|
10 |
1.3023 |
1.2953 |
0.0070 |
0.5% |
0.0003 |
0.0% |
64% |
False |
False |
3 |
20 |
1.3090 |
1.2921 |
0.0169 |
1.3% |
0.0001 |
0.0% |
46% |
False |
False |
2 |
40 |
1.3091 |
1.2723 |
0.0368 |
2.8% |
0.0004 |
0.0% |
75% |
False |
False |
1 |
60 |
1.3091 |
1.2723 |
0.0368 |
2.8% |
0.0003 |
0.0% |
75% |
False |
False |
|
80 |
1.3193 |
1.2723 |
0.0470 |
3.6% |
0.0002 |
0.0% |
59% |
False |
False |
|
100 |
1.3193 |
1.2395 |
0.0798 |
6.1% |
0.0002 |
0.0% |
76% |
False |
False |
1 |
120 |
1.3193 |
1.2261 |
0.0932 |
7.2% |
0.0001 |
0.0% |
79% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2998 |
2.618 |
1.2998 |
1.618 |
1.2998 |
1.000 |
1.2998 |
0.618 |
1.2998 |
HIGH |
1.2998 |
0.618 |
1.2998 |
0.500 |
1.2998 |
0.382 |
1.2998 |
LOW |
1.2998 |
0.618 |
1.2998 |
1.000 |
1.2998 |
1.618 |
1.2998 |
2.618 |
1.2998 |
4.250 |
1.2998 |
|
|
Fisher Pivots for day following 05-Sep-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2998 |
1.3007 |
PP |
1.2998 |
1.3004 |
S1 |
1.2998 |
1.3001 |
|