CME Euro FX Future March 2007
Trading Metrics calculated at close of trading on 29-Jun-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2006 |
29-Jun-2006 |
Change |
Change % |
Previous Week |
Open |
1.2766 |
1.2872 |
0.0106 |
0.8% |
1.2796 |
High |
1.2766 |
1.2872 |
0.0106 |
0.8% |
1.2876 |
Low |
1.2766 |
1.2872 |
0.0106 |
0.8% |
1.2731 |
Close |
1.2766 |
1.2872 |
0.0106 |
0.8% |
1.2731 |
Range |
|
|
|
|
|
ATR |
0.0051 |
0.0055 |
0.0004 |
7.7% |
0.0000 |
Volume |
0 |
1 |
1 |
|
45 |
|
Daily Pivots for day following 29-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2872 |
1.2872 |
1.2872 |
|
R3 |
1.2872 |
1.2872 |
1.2872 |
|
R2 |
1.2872 |
1.2872 |
1.2872 |
|
R1 |
1.2872 |
1.2872 |
1.2872 |
1.2872 |
PP |
1.2872 |
1.2872 |
1.2872 |
1.2872 |
S1 |
1.2872 |
1.2872 |
1.2872 |
1.2872 |
S2 |
1.2872 |
1.2872 |
1.2872 |
|
S3 |
1.2872 |
1.2872 |
1.2872 |
|
S4 |
1.2872 |
1.2872 |
1.2872 |
|
|
Weekly Pivots for week ending 23-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3214 |
1.3118 |
1.2811 |
|
R3 |
1.3069 |
1.2973 |
1.2771 |
|
R2 |
1.2924 |
1.2924 |
1.2758 |
|
R1 |
1.2828 |
1.2828 |
1.2744 |
1.2804 |
PP |
1.2779 |
1.2779 |
1.2779 |
1.2767 |
S1 |
1.2683 |
1.2683 |
1.2718 |
1.2659 |
S2 |
1.2634 |
1.2634 |
1.2704 |
|
S3 |
1.2489 |
1.2538 |
1.2691 |
|
S4 |
1.2344 |
1.2393 |
1.2651 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2872 |
1.2731 |
0.0141 |
1.1% |
0.0000 |
0.0% |
100% |
True |
False |
|
10 |
1.2876 |
1.2731 |
0.0145 |
1.1% |
0.0001 |
0.0% |
97% |
False |
False |
5 |
20 |
1.3135 |
1.2731 |
0.0404 |
3.1% |
0.0000 |
0.0% |
35% |
False |
False |
3 |
40 |
1.3135 |
1.2731 |
0.0404 |
3.1% |
0.0000 |
0.0% |
35% |
False |
False |
2 |
60 |
1.3135 |
1.2322 |
0.0813 |
6.3% |
0.0001 |
0.0% |
68% |
False |
False |
2 |
80 |
1.3135 |
1.2165 |
0.0970 |
7.5% |
0.0001 |
0.0% |
73% |
False |
False |
1 |
100 |
1.3135 |
1.2116 |
0.1019 |
7.9% |
0.0001 |
0.0% |
74% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2872 |
2.618 |
1.2872 |
1.618 |
1.2872 |
1.000 |
1.2872 |
0.618 |
1.2872 |
HIGH |
1.2872 |
0.618 |
1.2872 |
0.500 |
1.2872 |
0.382 |
1.2872 |
LOW |
1.2872 |
0.618 |
1.2872 |
1.000 |
1.2872 |
1.618 |
1.2872 |
2.618 |
1.2872 |
4.250 |
1.2872 |
|
|
Fisher Pivots for day following 29-Jun-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2872 |
1.2854 |
PP |
1.2872 |
1.2837 |
S1 |
1.2872 |
1.2819 |
|