CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 05-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2006 |
05-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
1.2859 |
1.2837 |
-0.0022 |
-0.2% |
1.2920 |
High |
1.2835 |
1.2837 |
0.0002 |
0.0% |
1.2920 |
Low |
1.2835 |
1.2837 |
0.0002 |
0.0% |
1.2838 |
Close |
1.2859 |
1.2837 |
-0.0022 |
-0.2% |
1.2838 |
Range |
|
|
|
|
|
ATR |
0.0033 |
0.0032 |
-0.0001 |
-2.3% |
0.0000 |
Volume |
15 |
3 |
-12 |
-80.0% |
78 |
|
Daily Pivots for day following 05-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2837 |
1.2837 |
1.2837 |
|
R3 |
1.2837 |
1.2837 |
1.2837 |
|
R2 |
1.2837 |
1.2837 |
1.2837 |
|
R1 |
1.2837 |
1.2837 |
1.2837 |
1.2837 |
PP |
1.2837 |
1.2837 |
1.2837 |
1.2837 |
S1 |
1.2837 |
1.2837 |
1.2837 |
1.2837 |
S2 |
1.2837 |
1.2837 |
1.2837 |
|
S3 |
1.2837 |
1.2837 |
1.2837 |
|
S4 |
1.2837 |
1.2837 |
1.2837 |
|
|
Weekly Pivots for week ending 29-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3111 |
1.3057 |
1.2883 |
|
R3 |
1.3029 |
1.2975 |
1.2861 |
|
R2 |
1.2947 |
1.2947 |
1.2853 |
|
R1 |
1.2893 |
1.2893 |
1.2846 |
1.2879 |
PP |
1.2865 |
1.2865 |
1.2865 |
1.2859 |
S1 |
1.2811 |
1.2811 |
1.2830 |
1.2797 |
S2 |
1.2783 |
1.2783 |
1.2823 |
|
S3 |
1.2701 |
1.2729 |
1.2815 |
|
S4 |
1.2619 |
1.2647 |
1.2793 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2890 |
1.2835 |
0.0055 |
0.4% |
0.0000 |
0.0% |
4% |
False |
False |
3 |
10 |
1.2942 |
1.2835 |
0.0107 |
0.8% |
0.0000 |
0.0% |
2% |
False |
False |
10 |
20 |
1.2946 |
1.2825 |
0.0121 |
0.9% |
0.0002 |
0.0% |
10% |
False |
False |
6 |
40 |
1.3087 |
1.2825 |
0.0262 |
2.0% |
0.0002 |
0.0% |
5% |
False |
False |
4 |
60 |
1.3091 |
1.2723 |
0.0368 |
2.9% |
0.0003 |
0.0% |
31% |
False |
False |
3 |
80 |
1.3091 |
1.2723 |
0.0368 |
2.9% |
0.0002 |
0.0% |
31% |
False |
False |
2 |
100 |
1.3193 |
1.2723 |
0.0470 |
3.7% |
0.0002 |
0.0% |
24% |
False |
False |
2 |
120 |
1.3193 |
1.2605 |
0.0588 |
4.6% |
0.0002 |
0.0% |
39% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2837 |
2.618 |
1.2837 |
1.618 |
1.2837 |
1.000 |
1.2837 |
0.618 |
1.2837 |
HIGH |
1.2837 |
0.618 |
1.2837 |
0.500 |
1.2837 |
0.382 |
1.2837 |
LOW |
1.2837 |
0.618 |
1.2837 |
1.000 |
1.2837 |
1.618 |
1.2837 |
2.618 |
1.2837 |
4.250 |
1.2837 |
|
|
Fisher Pivots for day following 05-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2837 |
1.2857 |
PP |
1.2837 |
1.2850 |
S1 |
1.2837 |
1.2844 |
|