CME Euro FX Future March 2007
Trading Metrics calculated at close of trading on 11-Jul-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2006 |
11-Jul-2006 |
Change |
Change % |
Previous Week |
Open |
1.2931 |
1.2967 |
0.0036 |
0.3% |
1.3000 |
High |
1.2926 |
1.2967 |
0.0041 |
0.3% |
1.3016 |
Low |
1.2926 |
1.2967 |
0.0041 |
0.3% |
1.2939 |
Close |
1.2931 |
1.2967 |
0.0036 |
0.3% |
1.3016 |
Range |
|
|
|
|
|
ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.6% |
0.0000 |
Volume |
9 |
6 |
-3 |
-33.3% |
5 |
|
Daily Pivots for day following 11-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2967 |
1.2967 |
1.2967 |
|
R3 |
1.2967 |
1.2967 |
1.2967 |
|
R2 |
1.2967 |
1.2967 |
1.2967 |
|
R1 |
1.2967 |
1.2967 |
1.2967 |
1.2967 |
PP |
1.2967 |
1.2967 |
1.2967 |
1.2967 |
S1 |
1.2967 |
1.2967 |
1.2967 |
1.2967 |
S2 |
1.2967 |
1.2967 |
1.2967 |
|
S3 |
1.2967 |
1.2967 |
1.2967 |
|
S4 |
1.2967 |
1.2967 |
1.2967 |
|
|
Weekly Pivots for week ending 07-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3221 |
1.3196 |
1.3058 |
|
R3 |
1.3144 |
1.3119 |
1.3037 |
|
R2 |
1.3067 |
1.3067 |
1.3030 |
|
R1 |
1.3042 |
1.3042 |
1.3023 |
1.3055 |
PP |
1.2990 |
1.2990 |
1.2990 |
1.2997 |
S1 |
1.2965 |
1.2965 |
1.3009 |
1.2978 |
S2 |
1.2913 |
1.2913 |
1.3002 |
|
S3 |
1.2836 |
1.2888 |
1.2995 |
|
S4 |
1.2759 |
1.2811 |
1.2974 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3016 |
1.2926 |
0.0090 |
0.7% |
0.0000 |
0.0% |
46% |
False |
False |
3 |
10 |
1.3016 |
1.2766 |
0.0250 |
1.9% |
0.0000 |
0.0% |
80% |
False |
False |
2 |
20 |
1.3016 |
1.2731 |
0.0285 |
2.2% |
0.0000 |
0.0% |
83% |
False |
False |
3 |
40 |
1.3135 |
1.2731 |
0.0404 |
3.1% |
0.0000 |
0.0% |
58% |
False |
False |
2 |
60 |
1.3135 |
1.2508 |
0.0627 |
4.8% |
0.0000 |
0.0% |
73% |
False |
False |
2 |
80 |
1.3135 |
1.2206 |
0.0929 |
7.2% |
0.0001 |
0.0% |
82% |
False |
False |
2 |
100 |
1.3135 |
1.2116 |
0.1019 |
7.9% |
0.0001 |
0.0% |
84% |
False |
False |
2 |
120 |
1.3135 |
1.2116 |
0.1019 |
7.9% |
0.0001 |
0.0% |
84% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2967 |
2.618 |
1.2967 |
1.618 |
1.2967 |
1.000 |
1.2967 |
0.618 |
1.2967 |
HIGH |
1.2967 |
0.618 |
1.2967 |
0.500 |
1.2967 |
0.382 |
1.2967 |
LOW |
1.2967 |
0.618 |
1.2967 |
1.000 |
1.2967 |
1.618 |
1.2967 |
2.618 |
1.2967 |
4.250 |
1.2967 |
|
|
Fisher Pivots for day following 11-Jul-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2967 |
1.2971 |
PP |
1.2967 |
1.2970 |
S1 |
1.2967 |
1.2968 |
|