CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 10-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2006 |
10-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
1.2753 |
1.2677 |
-0.0076 |
-0.6% |
1.2890 |
High |
1.2753 |
1.2677 |
-0.0076 |
-0.6% |
1.2890 |
Low |
1.2753 |
1.2677 |
-0.0076 |
-0.6% |
1.2753 |
Close |
1.2753 |
1.2677 |
-0.0076 |
-0.6% |
1.2753 |
Range |
|
|
|
|
|
ATR |
0.0033 |
0.0036 |
0.0003 |
9.3% |
0.0000 |
Volume |
1 |
0 |
-1 |
-100.0% |
38 |
|
Daily Pivots for day following 10-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2677 |
1.2677 |
1.2677 |
|
R3 |
1.2677 |
1.2677 |
1.2677 |
|
R2 |
1.2677 |
1.2677 |
1.2677 |
|
R1 |
1.2677 |
1.2677 |
1.2677 |
1.2677 |
PP |
1.2677 |
1.2677 |
1.2677 |
1.2677 |
S1 |
1.2677 |
1.2677 |
1.2677 |
1.2677 |
S2 |
1.2677 |
1.2677 |
1.2677 |
|
S3 |
1.2677 |
1.2677 |
1.2677 |
|
S4 |
1.2677 |
1.2677 |
1.2677 |
|
|
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 |
1.2837 |
1.2677 |
0.0160 |
1.3% |
0.0000 |
0.0% |
0% |
False |
True |
7 |
10 |
1.2890 |
1.2677 |
0.0213 |
1.7% |
0.0000 |
0.0% |
0% |
False |
True |
4 |
20 |
1.2946 |
1.2677 |
0.0269 |
2.1% |
0.0002 |
0.0% |
0% |
False |
True |
7 |
40 |
1.3087 |
1.2677 |
0.0410 |
3.2% |
0.0002 |
0.0% |
0% |
False |
True |
4 |
60 |
1.3091 |
1.2677 |
0.0414 |
3.3% |
0.0003 |
0.0% |
0% |
False |
True |
3 |
80 |
1.3091 |
1.2677 |
0.0414 |
3.3% |
0.0002 |
0.0% |
0% |
False |
True |
2 |
100 |
1.3193 |
1.2677 |
0.0516 |
4.1% |
0.0002 |
0.0% |
0% |
False |
True |
2 |
120 |
1.3193 |
1.2632 |
0.0561 |
4.4% |
0.0002 |
0.0% |
8% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2677 |
2.618 |
1.2677 |
1.618 |
1.2677 |
1.000 |
1.2677 |
0.618 |
1.2677 |
HIGH |
1.2677 |
0.618 |
1.2677 |
0.500 |
1.2677 |
0.382 |
1.2677 |
LOW |
1.2677 |
0.618 |
1.2677 |
1.000 |
1.2677 |
1.618 |
1.2677 |
2.618 |
1.2677 |
4.250 |
1.2677 |
|
|
Fisher Pivots for day following 10-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2677 |
1.2715 |
PP |
1.2677 |
1.2702 |
S1 |
1.2677 |
1.2690 |
|