CME Euro FX Future March 2007
Trading Metrics calculated at close of trading on 01-Jun-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2006 |
01-Jun-2006 |
Change |
Change % |
Previous Week |
Open |
1.3021 |
1.3015 |
-0.0006 |
0.0% |
1.3086 |
High |
1.3021 |
1.3015 |
-0.0006 |
0.0% |
1.3090 |
Low |
1.3021 |
1.3015 |
-0.0006 |
0.0% |
1.2933 |
Close |
1.3021 |
1.3015 |
-0.0006 |
0.0% |
1.2933 |
Range |
|
|
|
|
|
ATR |
0.0064 |
0.0060 |
-0.0004 |
-6.5% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3015 |
1.3015 |
1.3015 |
|
R3 |
1.3015 |
1.3015 |
1.3015 |
|
R2 |
1.3015 |
1.3015 |
1.3015 |
|
R1 |
1.3015 |
1.3015 |
1.3015 |
1.3015 |
PP |
1.3015 |
1.3015 |
1.3015 |
1.3015 |
S1 |
1.3015 |
1.3015 |
1.3015 |
1.3015 |
S2 |
1.3015 |
1.3015 |
1.3015 |
|
S3 |
1.3015 |
1.3015 |
1.3015 |
|
S4 |
1.3015 |
1.3015 |
1.3015 |
|
|
Weekly Pivots for week ending 26-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3456 |
1.3352 |
1.3019 |
|
R3 |
1.3299 |
1.3195 |
1.2976 |
|
R2 |
1.3142 |
1.3142 |
1.2962 |
|
R1 |
1.3038 |
1.3038 |
1.2947 |
1.3012 |
PP |
1.2985 |
1.2985 |
1.2985 |
1.2972 |
S1 |
1.2881 |
1.2881 |
1.2919 |
1.2855 |
S2 |
1.2828 |
1.2828 |
1.2904 |
|
S3 |
1.2671 |
1.2724 |
1.2890 |
|
S4 |
1.2514 |
1.2567 |
1.2847 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3088 |
1.2933 |
0.0155 |
1.2% |
0.0000 |
0.0% |
53% |
False |
False |
|
10 |
1.3090 |
1.2933 |
0.0157 |
1.2% |
0.0000 |
0.0% |
52% |
False |
False |
|
20 |
1.3129 |
1.2930 |
0.0199 |
1.5% |
0.0000 |
0.0% |
43% |
False |
False |
|
40 |
1.3129 |
1.2322 |
0.0807 |
6.2% |
0.0001 |
0.0% |
86% |
False |
False |
1 |
60 |
1.3129 |
1.2165 |
0.0964 |
7.4% |
0.0002 |
0.0% |
88% |
False |
False |
1 |
80 |
1.3129 |
1.2116 |
0.1013 |
7.8% |
0.0001 |
0.0% |
89% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3015 |
2.618 |
1.3015 |
1.618 |
1.3015 |
1.000 |
1.3015 |
0.618 |
1.3015 |
HIGH |
1.3015 |
0.618 |
1.3015 |
0.500 |
1.3015 |
0.382 |
1.3015 |
LOW |
1.3015 |
0.618 |
1.3015 |
1.000 |
1.3015 |
1.618 |
1.3015 |
2.618 |
1.3015 |
4.250 |
1.3015 |
|
|
Fisher Pivots for day following 01-Jun-2006 |
Pivot |
1 day |
3 day |
R1 |
1.3015 |
1.3052 |
PP |
1.3015 |
1.3039 |
S1 |
1.3015 |
1.3027 |
|