CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 11-Sep-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2006 |
11-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
1.2845 |
1.2872 |
0.0027 |
0.2% |
1.2998 |
High |
1.2845 |
1.2872 |
0.0027 |
0.2% |
1.2998 |
Low |
1.2845 |
1.2872 |
0.0027 |
0.2% |
1.2845 |
Close |
1.2845 |
1.2872 |
0.0027 |
0.2% |
1.2845 |
Range |
|
|
|
|
|
ATR |
0.0037 |
0.0037 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
3 |
0 |
-3 |
-100.0% |
14 |
|
Daily Pivots for day following 11-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2872 |
1.2872 |
1.2872 |
|
R3 |
1.2872 |
1.2872 |
1.2872 |
|
R2 |
1.2872 |
1.2872 |
1.2872 |
|
R1 |
1.2872 |
1.2872 |
1.2872 |
1.2872 |
PP |
1.2872 |
1.2872 |
1.2872 |
1.2872 |
S1 |
1.2872 |
1.2872 |
1.2872 |
1.2872 |
S2 |
1.2872 |
1.2872 |
1.2872 |
|
S3 |
1.2872 |
1.2872 |
1.2872 |
|
S4 |
1.2872 |
1.2872 |
1.2872 |
|
|
Weekly Pivots for week ending 08-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3355 |
1.3253 |
1.2929 |
|
R3 |
1.3202 |
1.3100 |
1.2887 |
|
R2 |
1.3049 |
1.3049 |
1.2873 |
|
R1 |
1.2947 |
1.2947 |
1.2859 |
1.2922 |
PP |
1.2896 |
1.2896 |
1.2896 |
1.2883 |
S1 |
1.2794 |
1.2794 |
1.2831 |
1.2769 |
S2 |
1.2743 |
1.2743 |
1.2817 |
|
S3 |
1.2590 |
1.2641 |
1.2803 |
|
S4 |
1.2437 |
1.2488 |
1.2761 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2998 |
1.2845 |
0.0153 |
1.2% |
0.0000 |
0.0% |
18% |
False |
False |
2 |
10 |
1.3023 |
1.2845 |
0.0178 |
1.4% |
0.0000 |
0.0% |
15% |
False |
False |
2 |
20 |
1.3087 |
1.2845 |
0.0242 |
1.9% |
0.0001 |
0.0% |
11% |
False |
False |
2 |
40 |
1.3091 |
1.2723 |
0.0368 |
2.9% |
0.0004 |
0.0% |
40% |
False |
False |
1 |
60 |
1.3091 |
1.2723 |
0.0368 |
2.9% |
0.0003 |
0.0% |
40% |
False |
False |
1 |
80 |
1.3193 |
1.2723 |
0.0470 |
3.7% |
0.0002 |
0.0% |
32% |
False |
False |
1 |
100 |
1.3193 |
1.2607 |
0.0586 |
4.6% |
0.0002 |
0.0% |
45% |
False |
False |
1 |
120 |
1.3193 |
1.2261 |
0.0932 |
7.2% |
0.0001 |
0.0% |
66% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2872 |
2.618 |
1.2872 |
1.618 |
1.2872 |
1.000 |
1.2872 |
0.618 |
1.2872 |
HIGH |
1.2872 |
0.618 |
1.2872 |
0.500 |
1.2872 |
0.382 |
1.2872 |
LOW |
1.2872 |
0.618 |
1.2872 |
1.000 |
1.2872 |
1.618 |
1.2872 |
2.618 |
1.2872 |
4.250 |
1.2872 |
|
|
Fisher Pivots for day following 11-Sep-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2872 |
1.2889 |
PP |
1.2872 |
1.2883 |
S1 |
1.2872 |
1.2878 |
|