CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 17-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2006 |
17-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
1.2664 |
1.2680 |
0.0016 |
0.1% |
1.2753 |
High |
1.2664 |
1.2680 |
0.0016 |
0.1% |
1.2753 |
Low |
1.2664 |
1.2680 |
0.0016 |
0.1% |
1.2642 |
Close |
1.2664 |
1.2680 |
0.0016 |
0.1% |
1.2655 |
Range |
|
|
|
|
|
ATR |
0.0035 |
0.0033 |
-0.0001 |
-3.8% |
0.0000 |
Volume |
6 |
16 |
10 |
166.7% |
9 |
|
Daily Pivots for day following 17-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2680 |
1.2680 |
1.2680 |
|
R3 |
1.2680 |
1.2680 |
1.2680 |
|
R2 |
1.2680 |
1.2680 |
1.2680 |
|
R1 |
1.2680 |
1.2680 |
1.2680 |
1.2680 |
PP |
1.2680 |
1.2680 |
1.2680 |
1.2680 |
S1 |
1.2680 |
1.2680 |
1.2680 |
1.2680 |
S2 |
1.2680 |
1.2680 |
1.2680 |
|
S3 |
1.2680 |
1.2680 |
1.2680 |
|
S4 |
1.2680 |
1.2680 |
1.2680 |
|
|
Weekly Pivots for week ending 13-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3016 |
1.2947 |
1.2716 |
|
R3 |
1.2905 |
1.2836 |
1.2686 |
|
R2 |
1.2794 |
1.2794 |
1.2675 |
|
R1 |
1.2725 |
1.2725 |
1.2665 |
1.2704 |
PP |
1.2683 |
1.2683 |
1.2683 |
1.2673 |
S1 |
1.2614 |
1.2614 |
1.2645 |
1.2593 |
S2 |
1.2572 |
1.2572 |
1.2635 |
|
S3 |
1.2461 |
1.2503 |
1.2624 |
|
S4 |
1.2350 |
1.2392 |
1.2594 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2690 |
1.2642 |
0.0048 |
0.4% |
0.0011 |
0.1% |
79% |
False |
False |
6 |
10 |
1.2837 |
1.2642 |
0.0195 |
1.5% |
0.0005 |
0.0% |
19% |
False |
False |
6 |
20 |
1.2946 |
1.2642 |
0.0304 |
2.4% |
0.0003 |
0.0% |
13% |
False |
False |
8 |
40 |
1.3023 |
1.2642 |
0.0381 |
3.0% |
0.0003 |
0.0% |
10% |
False |
False |
5 |
60 |
1.3091 |
1.2642 |
0.0449 |
3.5% |
0.0002 |
0.0% |
8% |
False |
False |
3 |
80 |
1.3091 |
1.2642 |
0.0449 |
3.5% |
0.0003 |
0.0% |
8% |
False |
False |
2 |
100 |
1.3193 |
1.2642 |
0.0551 |
4.3% |
0.0002 |
0.0% |
7% |
False |
False |
2 |
120 |
1.3193 |
1.2642 |
0.0551 |
4.3% |
0.0002 |
0.0% |
7% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2680 |
2.618 |
1.2680 |
1.618 |
1.2680 |
1.000 |
1.2680 |
0.618 |
1.2680 |
HIGH |
1.2680 |
0.618 |
1.2680 |
0.500 |
1.2680 |
0.382 |
1.2680 |
LOW |
1.2680 |
0.618 |
1.2680 |
1.000 |
1.2680 |
1.618 |
1.2680 |
2.618 |
1.2680 |
4.250 |
1.2680 |
|
|
Fisher Pivots for day following 17-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2680 |
1.2674 |
PP |
1.2680 |
1.2667 |
S1 |
1.2680 |
1.2661 |
|