CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 26-Sep-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2006 |
26-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
1.2920 |
1.2856 |
-0.0064 |
-0.5% |
1.2865 |
High |
1.2920 |
1.2856 |
-0.0064 |
-0.5% |
1.2946 |
Low |
1.2920 |
1.2856 |
-0.0064 |
-0.5% |
1.2832 |
Close |
1.2920 |
1.2856 |
-0.0064 |
-0.5% |
1.2942 |
Range |
|
|
|
|
|
ATR |
0.0035 |
0.0037 |
0.0002 |
6.1% |
0.0000 |
Volume |
8 |
66 |
58 |
725.0% |
20 |
|
Daily Pivots for day following 26-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2856 |
1.2856 |
1.2856 |
|
R3 |
1.2856 |
1.2856 |
1.2856 |
|
R2 |
1.2856 |
1.2856 |
1.2856 |
|
R1 |
1.2856 |
1.2856 |
1.2856 |
1.2856 |
PP |
1.2856 |
1.2856 |
1.2856 |
1.2856 |
S1 |
1.2856 |
1.2856 |
1.2856 |
1.2856 |
S2 |
1.2856 |
1.2856 |
1.2856 |
|
S3 |
1.2856 |
1.2856 |
1.2856 |
|
S4 |
1.2856 |
1.2856 |
1.2856 |
|
|
Weekly Pivots for week ending 22-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3249 |
1.3209 |
1.3005 |
|
R3 |
1.3135 |
1.3095 |
1.2973 |
|
R2 |
1.3021 |
1.3021 |
1.2963 |
|
R1 |
1.2981 |
1.2981 |
1.2952 |
1.3001 |
PP |
1.2907 |
1.2907 |
1.2907 |
1.2917 |
S1 |
1.2867 |
1.2867 |
1.2932 |
1.2887 |
S2 |
1.2793 |
1.2793 |
1.2921 |
|
S3 |
1.2679 |
1.2753 |
1.2911 |
|
S4 |
1.2565 |
1.2639 |
1.2879 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2946 |
1.2856 |
0.0090 |
0.7% |
0.0000 |
0.0% |
0% |
False |
True |
17 |
10 |
1.2946 |
1.2825 |
0.0121 |
0.9% |
0.0005 |
0.0% |
26% |
False |
False |
9 |
20 |
1.3023 |
1.2825 |
0.0198 |
1.5% |
0.0002 |
0.0% |
16% |
False |
False |
5 |
40 |
1.3091 |
1.2825 |
0.0266 |
2.1% |
0.0002 |
0.0% |
12% |
False |
False |
3 |
60 |
1.3091 |
1.2723 |
0.0368 |
2.9% |
0.0003 |
0.0% |
36% |
False |
False |
2 |
80 |
1.3193 |
1.2723 |
0.0470 |
3.7% |
0.0002 |
0.0% |
28% |
False |
False |
2 |
100 |
1.3193 |
1.2723 |
0.0470 |
3.7% |
0.0002 |
0.0% |
28% |
False |
False |
2 |
120 |
1.3193 |
1.2393 |
0.0800 |
6.2% |
0.0002 |
0.0% |
58% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2856 |
2.618 |
1.2856 |
1.618 |
1.2856 |
1.000 |
1.2856 |
0.618 |
1.2856 |
HIGH |
1.2856 |
0.618 |
1.2856 |
0.500 |
1.2856 |
0.382 |
1.2856 |
LOW |
1.2856 |
0.618 |
1.2856 |
1.000 |
1.2856 |
1.618 |
1.2856 |
2.618 |
1.2856 |
4.250 |
1.2856 |
|
|
Fisher Pivots for day following 26-Sep-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2856 |
1.2899 |
PP |
1.2856 |
1.2885 |
S1 |
1.2856 |
1.2870 |
|