CME Euro FX Future March 2007
Trading Metrics calculated at close of trading on 20-Jul-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2006 |
20-Jul-2006 |
Change |
Change % |
Previous Week |
Open |
1.2787 |
1.2822 |
0.0035 |
0.3% |
1.2931 |
High |
1.2790 |
1.2822 |
0.0032 |
0.3% |
1.2967 |
Low |
1.2670 |
1.2822 |
0.0152 |
1.2% |
1.2844 |
Close |
1.2787 |
1.2822 |
0.0035 |
0.3% |
1.2844 |
Range |
0.0120 |
0.0000 |
-0.0120 |
-100.0% |
0.0123 |
ATR |
0.0059 |
0.0058 |
-0.0002 |
-2.9% |
0.0000 |
Volume |
8 |
37 |
29 |
362.5% |
38 |
|
Daily Pivots for day following 20-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2822 |
1.2822 |
1.2822 |
|
R3 |
1.2822 |
1.2822 |
1.2822 |
|
R2 |
1.2822 |
1.2822 |
1.2822 |
|
R1 |
1.2822 |
1.2822 |
1.2822 |
1.2822 |
PP |
1.2822 |
1.2822 |
1.2822 |
1.2822 |
S1 |
1.2822 |
1.2822 |
1.2822 |
1.2822 |
S2 |
1.2822 |
1.2822 |
1.2822 |
|
S3 |
1.2822 |
1.2822 |
1.2822 |
|
S4 |
1.2822 |
1.2822 |
1.2822 |
|
|
Weekly Pivots for week ending 14-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3254 |
1.3172 |
1.2912 |
|
R3 |
1.3131 |
1.3049 |
1.2878 |
|
R2 |
1.3008 |
1.3008 |
1.2867 |
|
R1 |
1.2926 |
1.2926 |
1.2855 |
1.2906 |
PP |
1.2885 |
1.2885 |
1.2885 |
1.2875 |
S1 |
1.2803 |
1.2803 |
1.2833 |
1.2783 |
S2 |
1.2762 |
1.2762 |
1.2821 |
|
S3 |
1.2639 |
1.2680 |
1.2810 |
|
S4 |
1.2516 |
1.2557 |
1.2776 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2844 |
1.2670 |
0.0174 |
1.4% |
0.0024 |
0.2% |
87% |
False |
False |
11 |
10 |
1.3016 |
1.2670 |
0.0346 |
2.7% |
0.0012 |
0.1% |
44% |
False |
False |
8 |
20 |
1.3016 |
1.2670 |
0.0346 |
2.7% |
0.0006 |
0.0% |
44% |
False |
False |
4 |
40 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0003 |
0.0% |
33% |
False |
False |
4 |
60 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0002 |
0.0% |
33% |
False |
False |
3 |
80 |
1.3135 |
1.2243 |
0.0892 |
7.0% |
0.0003 |
0.0% |
65% |
False |
False |
2 |
100 |
1.3135 |
1.2143 |
0.0992 |
7.7% |
0.0002 |
0.0% |
68% |
False |
False |
2 |
120 |
1.3135 |
1.2116 |
0.1019 |
7.9% |
0.0002 |
0.0% |
69% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2822 |
2.618 |
1.2822 |
1.618 |
1.2822 |
1.000 |
1.2822 |
0.618 |
1.2822 |
HIGH |
1.2822 |
0.618 |
1.2822 |
0.500 |
1.2822 |
0.382 |
1.2822 |
LOW |
1.2822 |
0.618 |
1.2822 |
1.000 |
1.2822 |
1.618 |
1.2822 |
2.618 |
1.2822 |
4.250 |
1.2822 |
|
|
Fisher Pivots for day following 20-Jul-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2822 |
1.2797 |
PP |
1.2822 |
1.2771 |
S1 |
1.2822 |
1.2746 |
|