CME Euro FX Future March 2007
Trading Metrics calculated at close of trading on 22-May-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2006 |
22-May-2006 |
Change |
Change % |
Previous Week |
Open |
1.2996 |
1.3086 |
0.0090 |
0.7% |
1.3030 |
High |
1.2996 |
1.3090 |
0.0094 |
0.7% |
1.3081 |
Low |
1.2996 |
1.3090 |
0.0094 |
0.7% |
1.2971 |
Close |
1.2996 |
1.3086 |
0.0090 |
0.7% |
1.2996 |
Range |
|
|
|
|
|
ATR |
0.0056 |
0.0059 |
0.0003 |
4.9% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3089 |
1.3087 |
1.3086 |
|
R3 |
1.3089 |
1.3087 |
1.3086 |
|
R2 |
1.3089 |
1.3089 |
1.3086 |
|
R1 |
1.3087 |
1.3087 |
1.3086 |
1.3086 |
PP |
1.3089 |
1.3089 |
1.3089 |
1.3088 |
S1 |
1.3087 |
1.3087 |
1.3086 |
1.3086 |
S2 |
1.3089 |
1.3089 |
1.3086 |
|
S3 |
1.3089 |
1.3087 |
1.3086 |
|
S4 |
1.3089 |
1.3087 |
1.3086 |
|
|
Weekly Pivots for week ending 19-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3346 |
1.3281 |
1.3057 |
|
R3 |
1.3236 |
1.3171 |
1.3026 |
|
R2 |
1.3126 |
1.3126 |
1.3016 |
|
R1 |
1.3061 |
1.3061 |
1.3006 |
1.3039 |
PP |
1.3016 |
1.3016 |
1.3016 |
1.3005 |
S1 |
1.2951 |
1.2951 |
1.2986 |
1.2929 |
S2 |
1.2906 |
1.2906 |
1.2976 |
|
S3 |
1.2796 |
1.2841 |
1.2966 |
|
S4 |
1.2686 |
1.2731 |
1.2936 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3090 |
1.2971 |
0.0119 |
0.9% |
0.0000 |
0.0% |
97% |
True |
False |
|
10 |
1.3129 |
1.2971 |
0.0158 |
1.2% |
0.0000 |
0.0% |
73% |
False |
False |
|
20 |
1.3129 |
1.2668 |
0.0461 |
3.5% |
0.0000 |
0.0% |
91% |
False |
False |
|
40 |
1.3129 |
1.2243 |
0.0886 |
6.8% |
0.0003 |
0.0% |
95% |
False |
False |
1 |
60 |
1.3129 |
1.2116 |
0.1013 |
7.7% |
0.0002 |
0.0% |
96% |
False |
False |
1 |
80 |
1.3129 |
1.2116 |
0.1013 |
7.7% |
0.0001 |
0.0% |
96% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3090 |
2.618 |
1.3090 |
1.618 |
1.3090 |
1.000 |
1.3090 |
0.618 |
1.3090 |
HIGH |
1.3090 |
0.618 |
1.3090 |
0.500 |
1.3090 |
0.382 |
1.3090 |
LOW |
1.3090 |
0.618 |
1.3090 |
1.000 |
1.3090 |
1.618 |
1.3090 |
2.618 |
1.3090 |
4.250 |
1.3090 |
|
|
Fisher Pivots for day following 22-May-2006 |
Pivot |
1 day |
3 day |
R1 |
1.3090 |
1.3072 |
PP |
1.3089 |
1.3057 |
S1 |
1.3087 |
1.3043 |
|