CME Euro FX Future March 2007
Trading Metrics calculated at close of trading on 15-Jun-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2006 |
15-Jun-2006 |
Change |
Change % |
Previous Week |
Open |
1.2807 |
1.2829 |
0.0022 |
0.2% |
1.3135 |
High |
1.2807 |
1.2829 |
0.0022 |
0.2% |
1.3135 |
Low |
1.2807 |
1.2829 |
0.0022 |
0.2% |
1.2848 |
Close |
1.2807 |
1.2829 |
0.0022 |
0.2% |
1.2858 |
Range |
|
|
|
|
|
ATR |
0.0059 |
0.0056 |
-0.0003 |
-4.5% |
0.0000 |
Volume |
1 |
2 |
1 |
100.0% |
19 |
|
Daily Pivots for day following 15-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2829 |
1.2829 |
1.2829 |
|
R3 |
1.2829 |
1.2829 |
1.2829 |
|
R2 |
1.2829 |
1.2829 |
1.2829 |
|
R1 |
1.2829 |
1.2829 |
1.2829 |
1.2829 |
PP |
1.2829 |
1.2829 |
1.2829 |
1.2829 |
S1 |
1.2829 |
1.2829 |
1.2829 |
1.2829 |
S2 |
1.2829 |
1.2829 |
1.2829 |
|
S3 |
1.2829 |
1.2829 |
1.2829 |
|
S4 |
1.2829 |
1.2829 |
1.2829 |
|
|
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 |
1.2858 |
1.2790 |
0.0068 |
0.5% |
0.0000 |
0.0% |
57% |
False |
False |
1 |
10 |
1.3135 |
1.2790 |
0.0345 |
2.7% |
0.0000 |
0.0% |
11% |
False |
False |
2 |
20 |
1.3135 |
1.2790 |
0.0345 |
2.7% |
0.0000 |
0.0% |
11% |
False |
False |
1 |
40 |
1.3135 |
1.2552 |
0.0583 |
4.5% |
0.0000 |
0.0% |
48% |
False |
False |
1 |
60 |
1.3135 |
1.2206 |
0.0929 |
7.2% |
0.0002 |
0.0% |
67% |
False |
False |
1 |
80 |
1.3135 |
1.2116 |
0.1019 |
7.9% |
0.0001 |
0.0% |
70% |
False |
False |
1 |
100 |
1.3135 |
1.2116 |
0.1019 |
7.9% |
0.0001 |
0.0% |
70% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2829 |
2.618 |
1.2829 |
1.618 |
1.2829 |
1.000 |
1.2829 |
0.618 |
1.2829 |
HIGH |
1.2829 |
0.618 |
1.2829 |
0.500 |
1.2829 |
0.382 |
1.2829 |
LOW |
1.2829 |
0.618 |
1.2829 |
1.000 |
1.2829 |
1.618 |
1.2829 |
2.618 |
1.2829 |
4.250 |
1.2829 |
|
|
Fisher Pivots for day following 15-Jun-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2829 |
1.2823 |
PP |
1.2829 |
1.2816 |
S1 |
1.2829 |
1.2810 |
|