CME Euro FX Future March 2007
Trading Metrics calculated at close of trading on 26-Jul-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2006 |
26-Jul-2006 |
Change |
Change % |
Previous Week |
Open |
1.2761 |
1.2874 |
0.0113 |
0.9% |
1.2711 |
High |
1.2761 |
1.2874 |
0.0113 |
0.9% |
1.2872 |
Low |
1.2761 |
1.2874 |
0.0113 |
0.9% |
1.2670 |
Close |
1.2761 |
1.2874 |
0.0113 |
0.9% |
1.2870 |
Range |
|
|
|
|
|
ATR |
0.0057 |
0.0061 |
0.0004 |
7.1% |
0.0000 |
Volume |
0 |
2 |
2 |
|
46 |
|
Daily Pivots for day following 26-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2874 |
1.2874 |
1.2874 |
|
R3 |
1.2874 |
1.2874 |
1.2874 |
|
R2 |
1.2874 |
1.2874 |
1.2874 |
|
R1 |
1.2874 |
1.2874 |
1.2874 |
1.2874 |
PP |
1.2874 |
1.2874 |
1.2874 |
1.2874 |
S1 |
1.2874 |
1.2874 |
1.2874 |
1.2874 |
S2 |
1.2874 |
1.2874 |
1.2874 |
|
S3 |
1.2874 |
1.2874 |
1.2874 |
|
S4 |
1.2874 |
1.2874 |
1.2874 |
|
|
Weekly Pivots for week ending 21-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3410 |
1.3342 |
1.2981 |
|
R3 |
1.3208 |
1.3140 |
1.2926 |
|
R2 |
1.3006 |
1.3006 |
1.2907 |
|
R1 |
1.2938 |
1.2938 |
1.2889 |
1.2972 |
PP |
1.2804 |
1.2804 |
1.2804 |
1.2821 |
S1 |
1.2736 |
1.2736 |
1.2851 |
1.2770 |
S2 |
1.2602 |
1.2602 |
1.2833 |
|
S3 |
1.2400 |
1.2534 |
1.2814 |
|
S4 |
1.2198 |
1.2332 |
1.2759 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2874 |
1.2761 |
0.0113 |
0.9% |
0.0000 |
0.0% |
100% |
True |
False |
16 |
10 |
1.2888 |
1.2670 |
0.0218 |
1.7% |
0.0012 |
0.1% |
94% |
False |
False |
10 |
20 |
1.3016 |
1.2670 |
0.0346 |
2.7% |
0.0006 |
0.0% |
59% |
False |
False |
6 |
40 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0003 |
0.0% |
44% |
False |
False |
5 |
60 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0002 |
0.0% |
44% |
False |
False |
3 |
80 |
1.3135 |
1.2322 |
0.0813 |
6.3% |
0.0002 |
0.0% |
68% |
False |
False |
3 |
100 |
1.3135 |
1.2143 |
0.0992 |
7.7% |
0.0002 |
0.0% |
74% |
False |
False |
2 |
120 |
1.3135 |
1.2116 |
0.1019 |
7.9% |
0.0002 |
0.0% |
74% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2874 |
2.618 |
1.2874 |
1.618 |
1.2874 |
1.000 |
1.2874 |
0.618 |
1.2874 |
HIGH |
1.2874 |
0.618 |
1.2874 |
0.500 |
1.2874 |
0.382 |
1.2874 |
LOW |
1.2874 |
0.618 |
1.2874 |
1.000 |
1.2874 |
1.618 |
1.2874 |
2.618 |
1.2874 |
4.250 |
1.2874 |
|
|
Fisher Pivots for day following 26-Jul-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2874 |
1.2855 |
PP |
1.2874 |
1.2836 |
S1 |
1.2874 |
1.2818 |
|