CME Euro FX Future March 2007
Trading Metrics calculated at close of trading on 05-Jul-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2006 |
05-Jul-2006 |
Change |
Change % |
Previous Week |
Open |
1.3000 |
1.2939 |
-0.0061 |
-0.5% |
1.2792 |
High |
1.3000 |
1.2939 |
-0.0061 |
-0.5% |
1.2988 |
Low |
1.3000 |
1.2939 |
-0.0061 |
-0.5% |
1.2766 |
Close |
1.3000 |
1.2939 |
-0.0061 |
-0.5% |
1.2988 |
Range |
|
|
|
|
|
ATR |
0.0056 |
0.0056 |
0.0000 |
0.6% |
0.0000 |
Volume |
2 |
0 |
-2 |
-100.0% |
3 |
|
Daily Pivots for day following 05-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2939 |
1.2939 |
1.2939 |
|
R3 |
1.2939 |
1.2939 |
1.2939 |
|
R2 |
1.2939 |
1.2939 |
1.2939 |
|
R1 |
1.2939 |
1.2939 |
1.2939 |
1.2939 |
PP |
1.2939 |
1.2939 |
1.2939 |
1.2939 |
S1 |
1.2939 |
1.2939 |
1.2939 |
1.2939 |
S2 |
1.2939 |
1.2939 |
1.2939 |
|
S3 |
1.2939 |
1.2939 |
1.2939 |
|
S4 |
1.2939 |
1.2939 |
1.2939 |
|
|
Weekly Pivots for week ending 30-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3580 |
1.3506 |
1.3110 |
|
R3 |
1.3358 |
1.3284 |
1.3049 |
|
R2 |
1.3136 |
1.3136 |
1.3029 |
|
R1 |
1.3062 |
1.3062 |
1.3008 |
1.3099 |
PP |
1.2914 |
1.2914 |
1.2914 |
1.2933 |
S1 |
1.2840 |
1.2840 |
1.2968 |
1.2877 |
S2 |
1.2692 |
1.2692 |
1.2947 |
|
S3 |
1.2470 |
1.2618 |
1.2927 |
|
S4 |
1.2248 |
1.2396 |
1.2866 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3000 |
1.2766 |
0.0234 |
1.8% |
0.0000 |
0.0% |
74% |
False |
False |
|
10 |
1.3000 |
1.2731 |
0.0269 |
2.1% |
0.0000 |
0.0% |
77% |
False |
False |
|
20 |
1.3009 |
1.2731 |
0.0278 |
2.1% |
0.0000 |
0.0% |
75% |
False |
False |
3 |
40 |
1.3135 |
1.2731 |
0.0404 |
3.1% |
0.0000 |
0.0% |
51% |
False |
False |
2 |
60 |
1.3135 |
1.2322 |
0.0813 |
6.3% |
0.0001 |
0.0% |
76% |
False |
False |
2 |
80 |
1.3135 |
1.2206 |
0.0929 |
7.2% |
0.0001 |
0.0% |
79% |
False |
False |
1 |
100 |
1.3135 |
1.2116 |
0.1019 |
7.9% |
0.0001 |
0.0% |
81% |
False |
False |
1 |
120 |
1.3135 |
1.2116 |
0.1019 |
7.9% |
0.0001 |
0.0% |
81% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2939 |
2.618 |
1.2939 |
1.618 |
1.2939 |
1.000 |
1.2939 |
0.618 |
1.2939 |
HIGH |
1.2939 |
0.618 |
1.2939 |
0.500 |
1.2939 |
0.382 |
1.2939 |
LOW |
1.2939 |
0.618 |
1.2939 |
1.000 |
1.2939 |
1.618 |
1.2939 |
2.618 |
1.2939 |
4.250 |
1.2939 |
|
|
Fisher Pivots for day following 05-Jul-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2939 |
1.2970 |
PP |
1.2939 |
1.2959 |
S1 |
1.2939 |
1.2949 |
|