CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 29-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2006 |
29-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
1.3259 |
1.3270 |
0.0011 |
0.1% |
1.2928 |
High |
1.3300 |
1.3278 |
-0.0022 |
-0.2% |
1.3202 |
Low |
1.3259 |
1.3278 |
0.0019 |
0.1% |
1.2928 |
Close |
1.3304 |
1.3270 |
-0.0034 |
-0.3% |
1.3202 |
Range |
0.0041 |
0.0000 |
-0.0041 |
-100.0% |
0.0274 |
ATR |
0.0043 |
0.0042 |
-0.0001 |
-2.9% |
0.0000 |
Volume |
76 |
42 |
-34 |
-44.7% |
6 |
|
Daily Pivots for day following 29-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3275 |
1.3273 |
1.3270 |
|
R3 |
1.3275 |
1.3273 |
1.3270 |
|
R2 |
1.3275 |
1.3275 |
1.3270 |
|
R1 |
1.3273 |
1.3273 |
1.3270 |
1.3270 |
PP |
1.3275 |
1.3275 |
1.3275 |
1.3274 |
S1 |
1.3273 |
1.3273 |
1.3270 |
1.3270 |
S2 |
1.3275 |
1.3275 |
1.3270 |
|
S3 |
1.3275 |
1.3273 |
1.3270 |
|
S4 |
1.3275 |
1.3273 |
1.3270 |
|
|
Weekly Pivots for week ending 24-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3933 |
1.3841 |
1.3353 |
|
R3 |
1.3659 |
1.3567 |
1.3277 |
|
R2 |
1.3385 |
1.3385 |
1.3252 |
|
R1 |
1.3293 |
1.3293 |
1.3227 |
1.3339 |
PP |
1.3111 |
1.3111 |
1.3111 |
1.3134 |
S1 |
1.3019 |
1.3019 |
1.3177 |
1.3065 |
S2 |
1.2837 |
1.2837 |
1.3152 |
|
S3 |
1.2563 |
1.2745 |
1.3127 |
|
S4 |
1.2289 |
1.2471 |
1.3051 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3300 |
1.3039 |
0.0261 |
2.0% |
0.0010 |
0.1% |
89% |
False |
False |
26 |
10 |
1.3300 |
1.2912 |
0.0388 |
2.9% |
0.0005 |
0.0% |
92% |
False |
False |
13 |
20 |
1.3300 |
1.2835 |
0.0465 |
3.5% |
0.0003 |
0.0% |
94% |
False |
False |
9 |
40 |
1.3300 |
1.2642 |
0.0658 |
5.0% |
0.0004 |
0.0% |
95% |
False |
False |
6 |
60 |
1.3300 |
1.2642 |
0.0658 |
5.0% |
0.0004 |
0.0% |
95% |
False |
False |
6 |
80 |
1.3300 |
1.2642 |
0.0658 |
5.0% |
0.0003 |
0.0% |
95% |
False |
False |
5 |
100 |
1.3300 |
1.2642 |
0.0658 |
5.0% |
0.0004 |
0.0% |
95% |
False |
False |
4 |
120 |
1.3300 |
1.2642 |
0.0658 |
5.0% |
0.0003 |
0.0% |
95% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3278 |
2.618 |
1.3278 |
1.618 |
1.3278 |
1.000 |
1.3278 |
0.618 |
1.3278 |
HIGH |
1.3278 |
0.618 |
1.3278 |
0.500 |
1.3278 |
0.382 |
1.3278 |
LOW |
1.3278 |
0.618 |
1.3278 |
1.000 |
1.3278 |
1.618 |
1.3278 |
2.618 |
1.3278 |
4.250 |
1.3278 |
|
|
Fisher Pivots for day following 29-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
1.3278 |
1.3271 |
PP |
1.3275 |
1.3270 |
S1 |
1.3273 |
1.3270 |
|