CME Euro FX Future March 2007
Trading Metrics calculated at close of trading on 12-May-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2006 |
12-May-2006 |
Change |
Change % |
Previous Week |
Open |
1.3073 |
1.3129 |
0.0056 |
0.4% |
1.2930 |
High |
1.3073 |
1.3129 |
0.0056 |
0.4% |
1.3129 |
Low |
1.3073 |
1.3129 |
0.0056 |
0.4% |
1.2930 |
Close |
1.3073 |
1.3129 |
0.0056 |
0.4% |
1.3129 |
Range |
|
|
|
|
|
ATR |
0.0047 |
0.0047 |
0.0001 |
1.4% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3129 |
1.3129 |
1.3129 |
|
R3 |
1.3129 |
1.3129 |
1.3129 |
|
R2 |
1.3129 |
1.3129 |
1.3129 |
|
R1 |
1.3129 |
1.3129 |
1.3129 |
1.3129 |
PP |
1.3129 |
1.3129 |
1.3129 |
1.3129 |
S1 |
1.3129 |
1.3129 |
1.3129 |
1.3129 |
S2 |
1.3129 |
1.3129 |
1.3129 |
|
S3 |
1.3129 |
1.3129 |
1.3129 |
|
S4 |
1.3129 |
1.3129 |
1.3129 |
|
|
Weekly Pivots for week ending 12-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3660 |
1.3593 |
1.3238 |
|
R3 |
1.3461 |
1.3394 |
1.3184 |
|
R2 |
1.3262 |
1.3262 |
1.3165 |
|
R1 |
1.3195 |
1.3195 |
1.3147 |
1.3229 |
PP |
1.3063 |
1.3063 |
1.3063 |
1.3079 |
S1 |
1.2996 |
1.2996 |
1.3111 |
1.3030 |
S2 |
1.2864 |
1.2864 |
1.3093 |
|
S3 |
1.2665 |
1.2797 |
1.3074 |
|
S4 |
1.2466 |
1.2598 |
1.3020 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3129 |
1.2930 |
0.0199 |
1.5% |
0.0000 |
0.0% |
100% |
True |
False |
|
10 |
1.3129 |
1.2839 |
0.0290 |
2.2% |
0.0000 |
0.0% |
100% |
True |
False |
|
20 |
1.3129 |
1.2508 |
0.0621 |
4.7% |
0.0001 |
0.0% |
100% |
True |
False |
1 |
40 |
1.3129 |
1.2206 |
0.0923 |
7.0% |
0.0003 |
0.0% |
100% |
True |
False |
1 |
60 |
1.3129 |
1.2116 |
0.1013 |
7.7% |
0.0002 |
0.0% |
100% |
True |
False |
1 |
80 |
1.3129 |
1.2116 |
0.1013 |
7.7% |
0.0001 |
0.0% |
100% |
True |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3129 |
2.618 |
1.3129 |
1.618 |
1.3129 |
1.000 |
1.3129 |
0.618 |
1.3129 |
HIGH |
1.3129 |
0.618 |
1.3129 |
0.500 |
1.3129 |
0.382 |
1.3129 |
LOW |
1.3129 |
0.618 |
1.3129 |
1.000 |
1.3129 |
1.618 |
1.3129 |
2.618 |
1.3129 |
4.250 |
1.3129 |
|
|
Fisher Pivots for day following 12-May-2006 |
Pivot |
1 day |
3 day |
R1 |
1.3129 |
1.3113 |
PP |
1.3129 |
1.3097 |
S1 |
1.3129 |
1.3081 |
|