CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 14-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2006 |
14-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1.3306 |
1.3254 |
-0.0052 |
-0.4% |
1.3420 |
High |
1.3306 |
1.3254 |
-0.0052 |
-0.4% |
1.3460 |
Low |
1.3306 |
1.3254 |
-0.0052 |
-0.4% |
1.3310 |
Close |
1.3306 |
1.3254 |
-0.0052 |
-0.4% |
1.3302 |
Range |
|
|
|
|
|
ATR |
0.0054 |
0.0054 |
0.0000 |
-0.2% |
0.0000 |
Volume |
31 |
112 |
81 |
261.3% |
1,008 |
|
Daily Pivots for day following 14-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3254 |
1.3254 |
1.3254 |
|
R3 |
1.3254 |
1.3254 |
1.3254 |
|
R2 |
1.3254 |
1.3254 |
1.3254 |
|
R1 |
1.3254 |
1.3254 |
1.3254 |
1.3254 |
PP |
1.3254 |
1.3254 |
1.3254 |
1.3254 |
S1 |
1.3254 |
1.3254 |
1.3254 |
1.3254 |
S2 |
1.3254 |
1.3254 |
1.3254 |
|
S3 |
1.3254 |
1.3254 |
1.3254 |
|
S4 |
1.3254 |
1.3254 |
1.3254 |
|
|
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 |
1.3254 |
0.0206 |
1.6% |
0.0053 |
0.4% |
0% |
False |
True |
61 |
10 |
1.3460 |
1.3254 |
0.0206 |
1.6% |
0.0036 |
0.3% |
0% |
False |
True |
146 |
20 |
1.3460 |
1.2912 |
0.0548 |
4.1% |
0.0021 |
0.2% |
62% |
False |
False |
80 |
40 |
1.3460 |
1.2686 |
0.0774 |
5.8% |
0.0012 |
0.1% |
73% |
False |
False |
41 |
60 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0009 |
0.1% |
75% |
False |
False |
30 |
80 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0008 |
0.1% |
75% |
False |
False |
23 |
100 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0006 |
0.0% |
75% |
False |
False |
18 |
120 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0006 |
0.0% |
75% |
False |
False |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3254 |
2.618 |
1.3254 |
1.618 |
1.3254 |
1.000 |
1.3254 |
0.618 |
1.3254 |
HIGH |
1.3254 |
0.618 |
1.3254 |
0.500 |
1.3254 |
0.382 |
1.3254 |
LOW |
1.3254 |
0.618 |
1.3254 |
1.000 |
1.3254 |
1.618 |
1.3254 |
2.618 |
1.3254 |
4.250 |
1.3254 |
|
|
Fisher Pivots for day following 14-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
1.3254 |
1.3320 |
PP |
1.3254 |
1.3298 |
S1 |
1.3254 |
1.3276 |
|