CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 13-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2006 |
13-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1.3340 |
1.3306 |
-0.0034 |
-0.3% |
1.3420 |
High |
1.3385 |
1.3306 |
-0.0079 |
-0.6% |
1.3460 |
Low |
1.3340 |
1.3306 |
-0.0034 |
-0.3% |
1.3310 |
Close |
1.3377 |
1.3306 |
-0.0071 |
-0.5% |
1.3302 |
Range |
0.0045 |
0.0000 |
-0.0045 |
-100.0% |
0.0150 |
ATR |
0.0052 |
0.0054 |
0.0001 |
2.5% |
0.0000 |
Volume |
14 |
31 |
17 |
121.4% |
1,008 |
|
Daily Pivots for day following 13-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3306 |
1.3306 |
1.3306 |
|
R3 |
1.3306 |
1.3306 |
1.3306 |
|
R2 |
1.3306 |
1.3306 |
1.3306 |
|
R1 |
1.3306 |
1.3306 |
1.3306 |
1.3306 |
PP |
1.3306 |
1.3306 |
1.3306 |
1.3306 |
S1 |
1.3306 |
1.3306 |
1.3306 |
1.3306 |
S2 |
1.3306 |
1.3306 |
1.3306 |
|
S3 |
1.3306 |
1.3306 |
1.3306 |
|
S4 |
1.3306 |
1.3306 |
1.3306 |
|
|
Weekly Pivots for week ending 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3807 |
1.3705 |
1.3385 |
|
R3 |
1.3657 |
1.3555 |
1.3343 |
|
R2 |
1.3507 |
1.3507 |
1.3330 |
|
R1 |
1.3405 |
1.3405 |
1.3316 |
1.3381 |
PP |
1.3357 |
1.3357 |
1.3357 |
1.3346 |
S1 |
1.3255 |
1.3255 |
1.3288 |
1.3231 |
S2 |
1.3207 |
1.3207 |
1.3275 |
|
S3 |
1.3057 |
1.3105 |
1.3261 |
|
S4 |
1.2907 |
1.2955 |
1.3220 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3460 |
1.3290 |
0.0170 |
1.3% |
0.0056 |
0.4% |
9% |
False |
False |
68 |
10 |
1.3460 |
1.3290 |
0.0170 |
1.3% |
0.0036 |
0.3% |
9% |
False |
False |
135 |
20 |
1.3460 |
1.2912 |
0.0548 |
4.1% |
0.0021 |
0.2% |
72% |
False |
False |
74 |
40 |
1.3460 |
1.2671 |
0.0789 |
5.9% |
0.0012 |
0.1% |
80% |
False |
False |
38 |
60 |
1.3460 |
1.2642 |
0.0818 |
6.1% |
0.0009 |
0.1% |
81% |
False |
False |
28 |
80 |
1.3460 |
1.2642 |
0.0818 |
6.1% |
0.0008 |
0.1% |
81% |
False |
False |
22 |
100 |
1.3460 |
1.2642 |
0.0818 |
6.1% |
0.0006 |
0.0% |
81% |
False |
False |
17 |
120 |
1.3460 |
1.2642 |
0.0818 |
6.1% |
0.0006 |
0.0% |
81% |
False |
False |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3306 |
2.618 |
1.3306 |
1.618 |
1.3306 |
1.000 |
1.3306 |
0.618 |
1.3306 |
HIGH |
1.3306 |
0.618 |
1.3306 |
0.500 |
1.3306 |
0.382 |
1.3306 |
LOW |
1.3306 |
0.618 |
1.3306 |
1.000 |
1.3306 |
1.618 |
1.3306 |
2.618 |
1.3306 |
4.250 |
1.3306 |
|
|
Fisher Pivots for day following 13-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
1.3306 |
1.3338 |
PP |
1.3306 |
1.3327 |
S1 |
1.3306 |
1.3317 |
|