CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 06-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2006 |
06-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
1.2842 |
1.2846 |
0.0004 |
0.0% |
1.2858 |
High |
1.2835 |
1.2846 |
0.0011 |
0.1% |
1.2906 |
Low |
1.2835 |
1.2846 |
0.0011 |
0.1% |
1.2830 |
Close |
1.2842 |
1.2846 |
0.0004 |
0.0% |
1.2842 |
Range |
|
|
|
|
|
ATR |
0.0037 |
0.0035 |
-0.0002 |
-6.4% |
0.0000 |
Volume |
0 |
5 |
5 |
|
22 |
|
Daily Pivots for day following 06-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2846 |
1.2846 |
1.2846 |
|
R3 |
1.2846 |
1.2846 |
1.2846 |
|
R2 |
1.2846 |
1.2846 |
1.2846 |
|
R1 |
1.2846 |
1.2846 |
1.2846 |
1.2846 |
PP |
1.2846 |
1.2846 |
1.2846 |
1.2846 |
S1 |
1.2846 |
1.2846 |
1.2846 |
1.2846 |
S2 |
1.2846 |
1.2846 |
1.2846 |
|
S3 |
1.2846 |
1.2846 |
1.2846 |
|
S4 |
1.2846 |
1.2846 |
1.2846 |
|
|
Weekly Pivots for week ending 03-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3087 |
1.3041 |
1.2884 |
|
R3 |
1.3011 |
1.2965 |
1.2863 |
|
R2 |
1.2935 |
1.2935 |
1.2856 |
|
R1 |
1.2889 |
1.2889 |
1.2849 |
1.2874 |
PP |
1.2859 |
1.2859 |
1.2859 |
1.2852 |
S1 |
1.2813 |
1.2813 |
1.2835 |
1.2798 |
S2 |
1.2783 |
1.2783 |
1.2828 |
|
S3 |
1.2707 |
1.2737 |
1.2821 |
|
S4 |
1.2631 |
1.2661 |
1.2800 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2906 |
1.2830 |
0.0076 |
0.6% |
0.0014 |
0.1% |
21% |
False |
False |
5 |
10 |
1.2906 |
1.2699 |
0.0207 |
1.6% |
0.0007 |
0.1% |
71% |
False |
False |
2 |
20 |
1.2906 |
1.2642 |
0.0264 |
2.1% |
0.0006 |
0.0% |
77% |
False |
False |
2 |
40 |
1.2946 |
1.2642 |
0.0304 |
2.4% |
0.0004 |
0.0% |
67% |
False |
False |
5 |
60 |
1.3087 |
1.2642 |
0.0445 |
3.5% |
0.0003 |
0.0% |
46% |
False |
False |
4 |
80 |
1.3091 |
1.2642 |
0.0449 |
3.5% |
0.0004 |
0.0% |
45% |
False |
False |
3 |
100 |
1.3091 |
1.2642 |
0.0449 |
3.5% |
0.0003 |
0.0% |
45% |
False |
False |
2 |
120 |
1.3193 |
1.2642 |
0.0551 |
4.3% |
0.0003 |
0.0% |
37% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2846 |
2.618 |
1.2846 |
1.618 |
1.2846 |
1.000 |
1.2846 |
0.618 |
1.2846 |
HIGH |
1.2846 |
0.618 |
1.2846 |
0.500 |
1.2846 |
0.382 |
1.2846 |
LOW |
1.2846 |
0.618 |
1.2846 |
1.000 |
1.2846 |
1.618 |
1.2846 |
2.618 |
1.2846 |
4.250 |
1.2846 |
|
|
Fisher Pivots for day following 06-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2846 |
1.2871 |
PP |
1.2846 |
1.2862 |
S1 |
1.2846 |
1.2854 |
|