CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 21-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2006 |
21-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
1.2928 |
1.2957 |
0.0029 |
0.2% |
1.2929 |
High |
1.2928 |
1.2957 |
0.0029 |
0.2% |
1.2941 |
Low |
1.2928 |
1.2957 |
0.0029 |
0.2% |
1.2912 |
Close |
1.2928 |
1.2957 |
0.0029 |
0.2% |
1.2930 |
Range |
|
|
|
|
|
ATR |
0.0029 |
0.0029 |
0.0000 |
0.1% |
0.0000 |
Volume |
0 |
1 |
1 |
|
13 |
|
Daily Pivots for day following 21-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2957 |
1.2957 |
1.2957 |
|
R3 |
1.2957 |
1.2957 |
1.2957 |
|
R2 |
1.2957 |
1.2957 |
1.2957 |
|
R1 |
1.2957 |
1.2957 |
1.2957 |
1.2957 |
PP |
1.2957 |
1.2957 |
1.2957 |
1.2957 |
S1 |
1.2957 |
1.2957 |
1.2957 |
1.2957 |
S2 |
1.2957 |
1.2957 |
1.2957 |
|
S3 |
1.2957 |
1.2957 |
1.2957 |
|
S4 |
1.2957 |
1.2957 |
1.2957 |
|
|
Weekly Pivots for week ending 17-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3015 |
1.3001 |
1.2946 |
|
R3 |
1.2986 |
1.2972 |
1.2938 |
|
R2 |
1.2957 |
1.2957 |
1.2935 |
|
R1 |
1.2943 |
1.2943 |
1.2933 |
1.2950 |
PP |
1.2928 |
1.2928 |
1.2928 |
1.2931 |
S1 |
1.2914 |
1.2914 |
1.2927 |
1.2921 |
S2 |
1.2899 |
1.2899 |
1.2925 |
|
S3 |
1.2870 |
1.2885 |
1.2922 |
|
S4 |
1.2841 |
1.2856 |
1.2914 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2957 |
1.2912 |
0.0045 |
0.3% |
0.0000 |
0.0% |
100% |
True |
False |
|
10 |
1.2965 |
1.2895 |
0.0070 |
0.5% |
0.0000 |
0.0% |
89% |
False |
False |
3 |
20 |
1.2965 |
1.2745 |
0.0220 |
1.7% |
0.0004 |
0.0% |
96% |
False |
False |
2 |
40 |
1.2965 |
1.2642 |
0.0323 |
2.5% |
0.0003 |
0.0% |
98% |
False |
False |
3 |
60 |
1.3023 |
1.2642 |
0.0381 |
2.9% |
0.0003 |
0.0% |
83% |
False |
False |
4 |
80 |
1.3091 |
1.2642 |
0.0449 |
3.5% |
0.0002 |
0.0% |
70% |
False |
False |
3 |
100 |
1.3091 |
1.2642 |
0.0449 |
3.5% |
0.0003 |
0.0% |
70% |
False |
False |
2 |
120 |
1.3193 |
1.2642 |
0.0551 |
4.3% |
0.0003 |
0.0% |
57% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2957 |
2.618 |
1.2957 |
1.618 |
1.2957 |
1.000 |
1.2957 |
0.618 |
1.2957 |
HIGH |
1.2957 |
0.618 |
1.2957 |
0.500 |
1.2957 |
0.382 |
1.2957 |
LOW |
1.2957 |
0.618 |
1.2957 |
1.000 |
1.2957 |
1.618 |
1.2957 |
2.618 |
1.2957 |
4.250 |
1.2957 |
|
|
Fisher Pivots for day following 21-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2957 |
1.2952 |
PP |
1.2957 |
1.2947 |
S1 |
1.2957 |
1.2943 |
|