CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 30-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2006 |
30-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
1.2865 |
1.2858 |
-0.0007 |
-0.1% |
1.2686 |
High |
1.2865 |
1.2858 |
-0.0007 |
-0.1% |
1.2865 |
Low |
1.2865 |
1.2858 |
-0.0007 |
-0.1% |
1.2686 |
Close |
1.2865 |
1.2858 |
-0.0007 |
-0.1% |
1.2865 |
Range |
|
|
|
|
|
ATR |
0.0039 |
0.0037 |
-0.0002 |
-5.9% |
0.0000 |
Volume |
0 |
1 |
1 |
|
0 |
|
Daily Pivots for day following 30-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2858 |
1.2858 |
1.2858 |
|
R3 |
1.2858 |
1.2858 |
1.2858 |
|
R2 |
1.2858 |
1.2858 |
1.2858 |
|
R1 |
1.2858 |
1.2858 |
1.2858 |
1.2858 |
PP |
1.2858 |
1.2858 |
1.2858 |
1.2858 |
S1 |
1.2858 |
1.2858 |
1.2858 |
1.2858 |
S2 |
1.2858 |
1.2858 |
1.2858 |
|
S3 |
1.2858 |
1.2858 |
1.2858 |
|
S4 |
1.2858 |
1.2858 |
1.2858 |
|
|
Weekly Pivots for week ending 27-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3342 |
1.3283 |
1.2963 |
|
R3 |
1.3163 |
1.3104 |
1.2914 |
|
R2 |
1.2984 |
1.2984 |
1.2898 |
|
R1 |
1.2925 |
1.2925 |
1.2881 |
1.2955 |
PP |
1.2805 |
1.2805 |
1.2805 |
1.2820 |
S1 |
1.2746 |
1.2746 |
1.2849 |
1.2776 |
S2 |
1.2626 |
1.2626 |
1.2832 |
|
S3 |
1.2447 |
1.2567 |
1.2816 |
|
S4 |
1.2268 |
1.2388 |
1.2767 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2865 |
1.2699 |
0.0166 |
1.3% |
0.0000 |
0.0% |
96% |
False |
False |
|
10 |
1.2865 |
1.2671 |
0.0194 |
1.5% |
0.0000 |
0.0% |
96% |
False |
False |
1 |
20 |
1.2878 |
1.2642 |
0.0236 |
1.8% |
0.0003 |
0.0% |
92% |
False |
False |
3 |
40 |
1.2998 |
1.2642 |
0.0356 |
2.8% |
0.0002 |
0.0% |
61% |
False |
False |
4 |
60 |
1.3090 |
1.2642 |
0.0448 |
3.5% |
0.0002 |
0.0% |
48% |
False |
False |
3 |
80 |
1.3091 |
1.2642 |
0.0449 |
3.5% |
0.0003 |
0.0% |
48% |
False |
False |
3 |
100 |
1.3091 |
1.2642 |
0.0449 |
3.5% |
0.0002 |
0.0% |
48% |
False |
False |
2 |
120 |
1.3193 |
1.2642 |
0.0551 |
4.3% |
0.0002 |
0.0% |
39% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2858 |
2.618 |
1.2858 |
1.618 |
1.2858 |
1.000 |
1.2858 |
0.618 |
1.2858 |
HIGH |
1.2858 |
0.618 |
1.2858 |
0.500 |
1.2858 |
0.382 |
1.2858 |
LOW |
1.2858 |
0.618 |
1.2858 |
1.000 |
1.2858 |
1.618 |
1.2858 |
2.618 |
1.2858 |
4.250 |
1.2858 |
|
|
Fisher Pivots for day following 30-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2858 |
1.2853 |
PP |
1.2858 |
1.2848 |
S1 |
1.2858 |
1.2844 |
|