CME Euro FX Future March 2007
Trading Metrics calculated at close of trading on 10-May-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2006 |
10-May-2006 |
Change |
Change % |
Previous Week |
Open |
1.2979 |
1.3033 |
0.0054 |
0.4% |
1.2839 |
High |
1.2979 |
1.3033 |
0.0054 |
0.4% |
1.2962 |
Low |
1.2979 |
1.3033 |
0.0054 |
0.4% |
1.2839 |
Close |
1.2979 |
1.3033 |
0.0054 |
0.4% |
1.2962 |
Range |
|
|
|
|
|
ATR |
0.0047 |
0.0047 |
0.0001 |
1.1% |
0.0000 |
Volume |
2 |
0 |
-2 |
-100.0% |
4 |
|
Daily Pivots for day following 10-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3033 |
1.3033 |
1.3033 |
|
R3 |
1.3033 |
1.3033 |
1.3033 |
|
R2 |
1.3033 |
1.3033 |
1.3033 |
|
R1 |
1.3033 |
1.3033 |
1.3033 |
1.3033 |
PP |
1.3033 |
1.3033 |
1.3033 |
1.3033 |
S1 |
1.3033 |
1.3033 |
1.3033 |
1.3033 |
S2 |
1.3033 |
1.3033 |
1.3033 |
|
S3 |
1.3033 |
1.3033 |
1.3033 |
|
S4 |
1.3033 |
1.3033 |
1.3033 |
|
|
Weekly Pivots for week ending 05-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3290 |
1.3249 |
1.3030 |
|
R3 |
1.3167 |
1.3126 |
1.2996 |
|
R2 |
1.3044 |
1.3044 |
1.2985 |
|
R1 |
1.3003 |
1.3003 |
1.2973 |
1.3024 |
PP |
1.2921 |
1.2921 |
1.2921 |
1.2931 |
S1 |
1.2880 |
1.2880 |
1.2951 |
1.2901 |
S2 |
1.2798 |
1.2798 |
1.2939 |
|
S3 |
1.2675 |
1.2757 |
1.2928 |
|
S4 |
1.2552 |
1.2634 |
1.2894 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3033 |
1.2930 |
0.0103 |
0.8% |
0.0000 |
0.0% |
100% |
True |
False |
|
10 |
1.3033 |
1.2766 |
0.0267 |
2.0% |
0.0000 |
0.0% |
100% |
True |
False |
|
20 |
1.3033 |
1.2322 |
0.0711 |
5.5% |
0.0002 |
0.0% |
100% |
True |
False |
1 |
40 |
1.3033 |
1.2206 |
0.0827 |
6.3% |
0.0003 |
0.0% |
100% |
True |
False |
1 |
60 |
1.3033 |
1.2116 |
0.0917 |
7.0% |
0.0002 |
0.0% |
100% |
True |
False |
1 |
80 |
1.3033 |
1.2116 |
0.0917 |
7.0% |
0.0001 |
0.0% |
100% |
True |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3033 |
2.618 |
1.3033 |
1.618 |
1.3033 |
1.000 |
1.3033 |
0.618 |
1.3033 |
HIGH |
1.3033 |
0.618 |
1.3033 |
0.500 |
1.3033 |
0.382 |
1.3033 |
LOW |
1.3033 |
0.618 |
1.3033 |
1.000 |
1.3033 |
1.618 |
1.3033 |
2.618 |
1.3033 |
4.250 |
1.3033 |
|
|
Fisher Pivots for day following 10-May-2006 |
Pivot |
1 day |
3 day |
R1 |
1.3033 |
1.3016 |
PP |
1.3033 |
1.2999 |
S1 |
1.3033 |
1.2982 |
|