CME Euro FX Future March 2007
Trading Metrics calculated at close of trading on 06-Jun-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2006 |
06-Jun-2006 |
Change |
Change % |
Previous Week |
Open |
1.3135 |
1.3050 |
-0.0085 |
-0.6% |
1.3088 |
High |
1.3135 |
1.3050 |
-0.0085 |
-0.6% |
1.3132 |
Low |
1.3135 |
1.3050 |
-0.0085 |
-0.6% |
1.3015 |
Close |
1.3135 |
1.3050 |
-0.0085 |
-0.6% |
1.3132 |
Range |
|
|
|
|
|
ATR |
0.0060 |
0.0061 |
0.0002 |
3.0% |
0.0000 |
Volume |
4 |
8 |
4 |
100.0% |
2 |
|
Daily Pivots for day following 06-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3050 |
1.3050 |
1.3050 |
|
R3 |
1.3050 |
1.3050 |
1.3050 |
|
R2 |
1.3050 |
1.3050 |
1.3050 |
|
R1 |
1.3050 |
1.3050 |
1.3050 |
1.3050 |
PP |
1.3050 |
1.3050 |
1.3050 |
1.3050 |
S1 |
1.3050 |
1.3050 |
1.3050 |
1.3050 |
S2 |
1.3050 |
1.3050 |
1.3050 |
|
S3 |
1.3050 |
1.3050 |
1.3050 |
|
S4 |
1.3050 |
1.3050 |
1.3050 |
|
|
Weekly Pivots for week ending 02-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3444 |
1.3405 |
1.3196 |
|
R3 |
1.3327 |
1.3288 |
1.3164 |
|
R2 |
1.3210 |
1.3210 |
1.3153 |
|
R1 |
1.3171 |
1.3171 |
1.3143 |
1.3191 |
PP |
1.3093 |
1.3093 |
1.3093 |
1.3103 |
S1 |
1.3054 |
1.3054 |
1.3121 |
1.3074 |
S2 |
1.2976 |
1.2976 |
1.3111 |
|
S3 |
1.2859 |
1.2937 |
1.3100 |
|
S4 |
1.2742 |
1.2820 |
1.3068 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3135 |
1.3015 |
0.0120 |
0.9% |
0.0000 |
0.0% |
29% |
False |
False |
2 |
10 |
1.3135 |
1.2933 |
0.0202 |
1.5% |
0.0000 |
0.0% |
58% |
False |
False |
1 |
20 |
1.3135 |
1.2933 |
0.0202 |
1.5% |
0.0000 |
0.0% |
58% |
False |
False |
1 |
40 |
1.3135 |
1.2322 |
0.0813 |
6.2% |
0.0001 |
0.0% |
90% |
False |
False |
1 |
60 |
1.3135 |
1.2206 |
0.0929 |
7.1% |
0.0002 |
0.0% |
91% |
False |
False |
1 |
80 |
1.3135 |
1.2116 |
0.1019 |
7.8% |
0.0001 |
0.0% |
92% |
False |
False |
1 |
100 |
1.3135 |
1.2116 |
0.1019 |
7.8% |
0.0001 |
0.0% |
92% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3050 |
2.618 |
1.3050 |
1.618 |
1.3050 |
1.000 |
1.3050 |
0.618 |
1.3050 |
HIGH |
1.3050 |
0.618 |
1.3050 |
0.500 |
1.3050 |
0.382 |
1.3050 |
LOW |
1.3050 |
0.618 |
1.3050 |
1.000 |
1.3050 |
1.618 |
1.3050 |
2.618 |
1.3050 |
4.250 |
1.3050 |
|
|
Fisher Pivots for day following 06-Jun-2006 |
Pivot |
1 day |
3 day |
R1 |
1.3050 |
1.3093 |
PP |
1.3050 |
1.3078 |
S1 |
1.3050 |
1.3064 |
|