CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 06-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2006 |
06-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
1.2837 |
1.2753 |
-0.0084 |
-0.7% |
1.2890 |
High |
1.2837 |
1.2753 |
-0.0084 |
-0.7% |
1.2890 |
Low |
1.2837 |
1.2753 |
-0.0084 |
-0.7% |
1.2753 |
Close |
1.2837 |
1.2753 |
-0.0084 |
-0.7% |
1.2753 |
Range |
|
|
|
|
|
ATR |
0.0032 |
0.0036 |
0.0004 |
11.7% |
0.0000 |
Volume |
3 |
20 |
17 |
566.7% |
38 |
|
Daily Pivots for day following 06-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2753 |
1.2753 |
1.2753 |
|
R3 |
1.2753 |
1.2753 |
1.2753 |
|
R2 |
1.2753 |
1.2753 |
1.2753 |
|
R1 |
1.2753 |
1.2753 |
1.2753 |
1.2753 |
PP |
1.2753 |
1.2753 |
1.2753 |
1.2753 |
S1 |
1.2753 |
1.2753 |
1.2753 |
1.2753 |
S2 |
1.2753 |
1.2753 |
1.2753 |
|
S3 |
1.2753 |
1.2753 |
1.2753 |
|
S4 |
1.2753 |
1.2753 |
1.2753 |
|
|
Weekly Pivots for week ending 06-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3210 |
1.3118 |
1.2828 |
|
R3 |
1.3073 |
1.2981 |
1.2791 |
|
R2 |
1.2936 |
1.2936 |
1.2778 |
|
R1 |
1.2844 |
1.2844 |
1.2766 |
1.2822 |
PP |
1.2799 |
1.2799 |
1.2799 |
1.2787 |
S1 |
1.2707 |
1.2707 |
1.2740 |
1.2685 |
S2 |
1.2662 |
1.2662 |
1.2728 |
|
S3 |
1.2525 |
1.2570 |
1.2715 |
|
S4 |
1.2388 |
1.2433 |
1.2678 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2890 |
1.2753 |
0.0137 |
1.1% |
0.0000 |
0.0% |
0% |
False |
True |
7 |
10 |
1.2920 |
1.2753 |
0.0167 |
1.3% |
0.0000 |
0.0% |
0% |
False |
True |
11 |
20 |
1.2946 |
1.2753 |
0.0193 |
1.5% |
0.0002 |
0.0% |
0% |
False |
True |
7 |
40 |
1.3087 |
1.2753 |
0.0334 |
2.6% |
0.0002 |
0.0% |
0% |
False |
True |
4 |
60 |
1.3091 |
1.2723 |
0.0368 |
2.9% |
0.0003 |
0.0% |
8% |
False |
False |
3 |
80 |
1.3091 |
1.2723 |
0.0368 |
2.9% |
0.0002 |
0.0% |
8% |
False |
False |
2 |
100 |
1.3193 |
1.2723 |
0.0470 |
3.7% |
0.0002 |
0.0% |
6% |
False |
False |
2 |
120 |
1.3193 |
1.2607 |
0.0586 |
4.6% |
0.0002 |
0.0% |
25% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2753 |
2.618 |
1.2753 |
1.618 |
1.2753 |
1.000 |
1.2753 |
0.618 |
1.2753 |
HIGH |
1.2753 |
0.618 |
1.2753 |
0.500 |
1.2753 |
0.382 |
1.2753 |
LOW |
1.2753 |
0.618 |
1.2753 |
1.000 |
1.2753 |
1.618 |
1.2753 |
2.618 |
1.2753 |
4.250 |
1.2753 |
|
|
Fisher Pivots for day following 06-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2753 |
1.2795 |
PP |
1.2753 |
1.2781 |
S1 |
1.2753 |
1.2767 |
|