CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 27-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2006 |
27-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1.3195 |
1.3217 |
0.0022 |
0.2% |
1.3172 |
High |
1.3195 |
1.3220 |
0.0025 |
0.2% |
1.3310 |
Low |
1.3195 |
1.3220 |
0.0025 |
0.2% |
1.3160 |
Close |
1.3195 |
1.3217 |
0.0022 |
0.2% |
1.3214 |
Range |
|
|
|
|
|
ATR |
0.0054 |
0.0052 |
-0.0002 |
-3.8% |
0.0000 |
Volume |
420 |
26 |
-394 |
-93.8% |
1,904 |
|
Daily Pivots for day following 27-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3219 |
1.3218 |
1.3217 |
|
R3 |
1.3219 |
1.3218 |
1.3217 |
|
R2 |
1.3219 |
1.3219 |
1.3217 |
|
R1 |
1.3218 |
1.3218 |
1.3217 |
1.3217 |
PP |
1.3219 |
1.3219 |
1.3219 |
1.3219 |
S1 |
1.3218 |
1.3218 |
1.3217 |
1.3217 |
S2 |
1.3219 |
1.3219 |
1.3217 |
|
S3 |
1.3219 |
1.3218 |
1.3217 |
|
S4 |
1.3219 |
1.3218 |
1.3217 |
|
|
Weekly Pivots for week ending 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3678 |
1.3596 |
1.3297 |
|
R3 |
1.3528 |
1.3446 |
1.3255 |
|
R2 |
1.3378 |
1.3378 |
1.3242 |
|
R1 |
1.3296 |
1.3296 |
1.3228 |
1.3337 |
PP |
1.3228 |
1.3228 |
1.3228 |
1.3249 |
S1 |
1.3146 |
1.3146 |
1.3200 |
1.3187 |
S2 |
1.3078 |
1.3078 |
1.3187 |
|
S3 |
1.2928 |
1.2996 |
1.3173 |
|
S4 |
1.2778 |
1.2846 |
1.3132 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3310 |
1.3195 |
0.0115 |
0.9% |
0.0015 |
0.1% |
19% |
False |
False |
409 |
10 |
1.3310 |
1.3160 |
0.0150 |
1.1% |
0.0020 |
0.1% |
38% |
False |
False |
253 |
20 |
1.3460 |
1.3160 |
0.0300 |
2.3% |
0.0028 |
0.2% |
19% |
False |
False |
195 |
40 |
1.3460 |
1.2830 |
0.0630 |
4.8% |
0.0017 |
0.1% |
61% |
False |
False |
101 |
60 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0012 |
0.1% |
70% |
False |
False |
68 |
80 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0010 |
0.1% |
70% |
False |
False |
53 |
100 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0008 |
0.1% |
70% |
False |
False |
42 |
120 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0008 |
0.1% |
70% |
False |
False |
35 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3220 |
2.618 |
1.3220 |
1.618 |
1.3220 |
1.000 |
1.3220 |
0.618 |
1.3220 |
HIGH |
1.3220 |
0.618 |
1.3220 |
0.500 |
1.3220 |
0.382 |
1.3220 |
LOW |
1.3220 |
0.618 |
1.3220 |
1.000 |
1.3220 |
1.618 |
1.3220 |
2.618 |
1.3220 |
4.250 |
1.3220 |
|
|
Fisher Pivots for day following 27-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
1.3220 |
1.3214 |
PP |
1.3219 |
1.3211 |
S1 |
1.3218 |
1.3208 |
|