CME Euro FX Future March 2007
Trading Metrics calculated at close of trading on 01-May-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2006 |
01-May-2006 |
Change |
Change % |
Previous Week |
Open |
1.2860 |
1.2839 |
-0.0021 |
-0.2% |
1.2638 |
High |
1.2860 |
1.2839 |
-0.0021 |
-0.2% |
1.2860 |
Low |
1.2860 |
1.2839 |
-0.0021 |
-0.2% |
1.2638 |
Close |
1.2838 |
1.2839 |
0.0001 |
0.0% |
1.2838 |
Range |
|
|
|
|
|
ATR |
0.0057 |
0.0053 |
-0.0004 |
-7.0% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2839 |
1.2839 |
1.2839 |
|
R3 |
1.2839 |
1.2839 |
1.2839 |
|
R2 |
1.2839 |
1.2839 |
1.2839 |
|
R1 |
1.2839 |
1.2839 |
1.2839 |
1.2839 |
PP |
1.2839 |
1.2839 |
1.2839 |
1.2839 |
S1 |
1.2839 |
1.2839 |
1.2839 |
1.2839 |
S2 |
1.2839 |
1.2839 |
1.2839 |
|
S3 |
1.2839 |
1.2839 |
1.2839 |
|
S4 |
1.2839 |
1.2839 |
1.2839 |
|
|
Weekly Pivots for week ending 28-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3445 |
1.3363 |
1.2960 |
|
R3 |
1.3223 |
1.3141 |
1.2899 |
|
R2 |
1.3001 |
1.3001 |
1.2879 |
|
R1 |
1.2919 |
1.2919 |
1.2858 |
1.2960 |
PP |
1.2779 |
1.2779 |
1.2779 |
1.2799 |
S1 |
1.2697 |
1.2697 |
1.2818 |
1.2738 |
S2 |
1.2557 |
1.2557 |
1.2797 |
|
S3 |
1.2335 |
1.2475 |
1.2777 |
|
S4 |
1.2113 |
1.2253 |
1.2716 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2860 |
1.2668 |
0.0192 |
1.5% |
0.0000 |
0.0% |
89% |
False |
False |
|
10 |
1.2860 |
1.2550 |
0.0310 |
2.4% |
0.0000 |
0.0% |
93% |
False |
False |
1 |
20 |
1.2860 |
1.2322 |
0.0538 |
4.2% |
0.0002 |
0.0% |
96% |
False |
False |
1 |
40 |
1.2860 |
1.2143 |
0.0717 |
5.6% |
0.0003 |
0.0% |
97% |
False |
False |
1 |
60 |
1.2860 |
1.2116 |
0.0744 |
5.8% |
0.0002 |
0.0% |
97% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2839 |
2.618 |
1.2839 |
1.618 |
1.2839 |
1.000 |
1.2839 |
0.618 |
1.2839 |
HIGH |
1.2839 |
0.618 |
1.2839 |
0.500 |
1.2839 |
0.382 |
1.2839 |
LOW |
1.2839 |
0.618 |
1.2839 |
1.000 |
1.2839 |
1.618 |
1.2839 |
2.618 |
1.2839 |
4.250 |
1.2839 |
|
|
Fisher Pivots for day following 01-May-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2839 |
1.2830 |
PP |
1.2839 |
1.2822 |
S1 |
1.2839 |
1.2813 |
|