CME Euro FX Future March 2007
Trading Metrics calculated at close of trading on 13-Jun-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2006 |
13-Jun-2006 |
Change |
Change % |
Previous Week |
Open |
1.2822 |
1.2790 |
-0.0032 |
-0.2% |
1.3135 |
High |
1.2822 |
1.2790 |
-0.0032 |
-0.2% |
1.3135 |
Low |
1.2822 |
1.2790 |
-0.0032 |
-0.2% |
1.2848 |
Close |
1.2822 |
1.2754 |
-0.0068 |
-0.5% |
1.2858 |
Range |
|
|
|
|
|
ATR |
0.0061 |
0.0059 |
-0.0002 |
-3.4% |
0.0000 |
Volume |
0 |
1 |
1 |
|
19 |
|
Daily Pivots for day following 13-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2778 |
1.2766 |
1.2754 |
|
R3 |
1.2778 |
1.2766 |
1.2754 |
|
R2 |
1.2778 |
1.2778 |
1.2754 |
|
R1 |
1.2766 |
1.2766 |
1.2754 |
1.2772 |
PP |
1.2778 |
1.2778 |
1.2778 |
1.2781 |
S1 |
1.2766 |
1.2766 |
1.2754 |
1.2772 |
S2 |
1.2778 |
1.2778 |
1.2754 |
|
S3 |
1.2778 |
1.2766 |
1.2754 |
|
S4 |
1.2778 |
1.2766 |
1.2754 |
|
|
Weekly Pivots for week ending 09-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3808 |
1.3620 |
1.3016 |
|
R3 |
1.3521 |
1.3333 |
1.2937 |
|
R2 |
1.3234 |
1.3234 |
1.2911 |
|
R1 |
1.3046 |
1.3046 |
1.2884 |
1.2997 |
PP |
1.2947 |
1.2947 |
1.2947 |
1.2922 |
S1 |
1.2759 |
1.2759 |
1.2832 |
1.2710 |
S2 |
1.2660 |
1.2660 |
1.2805 |
|
S3 |
1.2373 |
1.2472 |
1.2779 |
|
S4 |
1.2086 |
1.2185 |
1.2700 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3009 |
1.2790 |
0.0219 |
1.7% |
0.0000 |
0.0% |
-16% |
False |
True |
1 |
10 |
1.3135 |
1.2790 |
0.0345 |
2.7% |
0.0000 |
0.0% |
-10% |
False |
True |
2 |
20 |
1.3135 |
1.2790 |
0.0345 |
2.7% |
0.0000 |
0.0% |
-10% |
False |
True |
1 |
40 |
1.3135 |
1.2550 |
0.0585 |
4.6% |
0.0000 |
0.0% |
35% |
False |
False |
1 |
60 |
1.3135 |
1.2206 |
0.0929 |
7.3% |
0.0002 |
0.0% |
59% |
False |
False |
1 |
80 |
1.3135 |
1.2116 |
0.1019 |
8.0% |
0.0001 |
0.0% |
63% |
False |
False |
1 |
100 |
1.3135 |
1.2116 |
0.1019 |
8.0% |
0.0001 |
0.0% |
63% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2790 |
2.618 |
1.2790 |
1.618 |
1.2790 |
1.000 |
1.2790 |
0.618 |
1.2790 |
HIGH |
1.2790 |
0.618 |
1.2790 |
0.500 |
1.2790 |
0.382 |
1.2790 |
LOW |
1.2790 |
0.618 |
1.2790 |
1.000 |
1.2790 |
1.618 |
1.2790 |
2.618 |
1.2790 |
4.250 |
1.2790 |
|
|
Fisher Pivots for day following 13-Jun-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2790 |
1.2824 |
PP |
1.2778 |
1.2801 |
S1 |
1.2766 |
1.2777 |
|