CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 01-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2006 |
01-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1.3360 |
1.3441 |
0.0081 |
0.6% |
1.3245 |
High |
1.3375 |
1.3448 |
0.0073 |
0.5% |
1.3448 |
Low |
1.3375 |
1.3448 |
0.0073 |
0.5% |
1.3241 |
Close |
1.3360 |
1.3441 |
0.0081 |
0.6% |
1.3441 |
Range |
|
|
|
|
|
ATR |
0.0047 |
0.0050 |
0.0003 |
6.4% |
0.0000 |
Volume |
4 |
224 |
220 |
5,500.0% |
357 |
|
Daily Pivots for day following 01-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3446 |
1.3443 |
1.3441 |
|
R3 |
1.3446 |
1.3443 |
1.3441 |
|
R2 |
1.3446 |
1.3446 |
1.3441 |
|
R1 |
1.3443 |
1.3443 |
1.3441 |
1.3441 |
PP |
1.3446 |
1.3446 |
1.3446 |
1.3445 |
S1 |
1.3443 |
1.3443 |
1.3441 |
1.3441 |
S2 |
1.3446 |
1.3446 |
1.3441 |
|
S3 |
1.3446 |
1.3443 |
1.3441 |
|
S4 |
1.3446 |
1.3443 |
1.3441 |
|
|
Weekly Pivots for week ending 01-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3998 |
1.3926 |
1.3555 |
|
R3 |
1.3791 |
1.3719 |
1.3498 |
|
R2 |
1.3584 |
1.3584 |
1.3479 |
|
R1 |
1.3512 |
1.3512 |
1.3460 |
1.3548 |
PP |
1.3377 |
1.3377 |
1.3377 |
1.3395 |
S1 |
1.3305 |
1.3305 |
1.3422 |
1.3341 |
S2 |
1.3170 |
1.3170 |
1.3403 |
|
S3 |
1.2963 |
1.3098 |
1.3384 |
|
S4 |
1.2756 |
1.2891 |
1.3327 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3448 |
1.3241 |
0.0207 |
1.5% |
0.0010 |
0.1% |
97% |
True |
False |
71 |
10 |
1.3448 |
1.2928 |
0.0520 |
3.9% |
0.0005 |
0.0% |
99% |
True |
False |
36 |
20 |
1.3448 |
1.2835 |
0.0613 |
4.6% |
0.0003 |
0.0% |
99% |
True |
False |
19 |
40 |
1.3448 |
1.2642 |
0.0806 |
6.0% |
0.0004 |
0.0% |
99% |
True |
False |
11 |
60 |
1.3448 |
1.2642 |
0.0806 |
6.0% |
0.0004 |
0.0% |
99% |
True |
False |
9 |
80 |
1.3448 |
1.2642 |
0.0806 |
6.0% |
0.0003 |
0.0% |
99% |
True |
False |
8 |
100 |
1.3448 |
1.2642 |
0.0806 |
6.0% |
0.0004 |
0.0% |
99% |
True |
False |
6 |
120 |
1.3448 |
1.2642 |
0.0806 |
6.0% |
0.0003 |
0.0% |
99% |
True |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3448 |
2.618 |
1.3448 |
1.618 |
1.3448 |
1.000 |
1.3448 |
0.618 |
1.3448 |
HIGH |
1.3448 |
0.618 |
1.3448 |
0.500 |
1.3448 |
0.382 |
1.3448 |
LOW |
1.3448 |
0.618 |
1.3448 |
1.000 |
1.3448 |
1.618 |
1.3448 |
2.618 |
1.3448 |
4.250 |
1.3448 |
|
|
Fisher Pivots for day following 01-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
1.3448 |
1.3415 |
PP |
1.3446 |
1.3389 |
S1 |
1.3443 |
1.3363 |
|