CME Euro FX Future March 2007
Trading Metrics calculated at close of trading on 01-Aug-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2006 |
01-Aug-2006 |
Change |
Change % |
Previous Week |
Open |
1.2943 |
1.2985 |
0.0042 |
0.3% |
1.2808 |
High |
1.2943 |
1.2985 |
0.0042 |
0.3% |
1.2940 |
Low |
1.2943 |
1.2985 |
0.0042 |
0.3% |
1.2761 |
Close |
1.2943 |
1.2985 |
0.0042 |
0.3% |
1.2922 |
Range |
|
|
|
|
|
ATR |
0.0060 |
0.0058 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
27 |
0 |
-27 |
-100.0% |
66 |
|
Daily Pivots for day following 01-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2985 |
1.2985 |
1.2985 |
|
R3 |
1.2985 |
1.2985 |
1.2985 |
|
R2 |
1.2985 |
1.2985 |
1.2985 |
|
R1 |
1.2985 |
1.2985 |
1.2985 |
1.2985 |
PP |
1.2985 |
1.2985 |
1.2985 |
1.2985 |
S1 |
1.2985 |
1.2985 |
1.2985 |
1.2985 |
S2 |
1.2985 |
1.2985 |
1.2985 |
|
S3 |
1.2985 |
1.2985 |
1.2985 |
|
S4 |
1.2985 |
1.2985 |
1.2985 |
|
|
Weekly Pivots for week ending 28-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3411 |
1.3346 |
1.3020 |
|
R3 |
1.3232 |
1.3167 |
1.2971 |
|
R2 |
1.3053 |
1.3053 |
1.2955 |
|
R1 |
1.2988 |
1.2988 |
1.2938 |
1.3021 |
PP |
1.2874 |
1.2874 |
1.2874 |
1.2891 |
S1 |
1.2809 |
1.2809 |
1.2906 |
1.2842 |
S2 |
1.2695 |
1.2695 |
1.2889 |
|
S3 |
1.2516 |
1.2630 |
1.2873 |
|
S4 |
1.2337 |
1.2451 |
1.2824 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2985 |
1.2860 |
0.0125 |
1.0% |
0.0016 |
0.1% |
100% |
True |
False |
10 |
10 |
1.2985 |
1.2670 |
0.0315 |
2.4% |
0.0020 |
0.2% |
100% |
True |
False |
13 |
20 |
1.3016 |
1.2670 |
0.0346 |
2.7% |
0.0010 |
0.1% |
91% |
False |
False |
9 |
40 |
1.3050 |
1.2670 |
0.0380 |
2.9% |
0.0005 |
0.0% |
83% |
False |
False |
6 |
60 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0003 |
0.0% |
68% |
False |
False |
4 |
80 |
1.3135 |
1.2322 |
0.0813 |
6.3% |
0.0003 |
0.0% |
82% |
False |
False |
3 |
100 |
1.3135 |
1.2168 |
0.0967 |
7.4% |
0.0003 |
0.0% |
84% |
False |
False |
3 |
120 |
1.3135 |
1.2116 |
0.1019 |
7.8% |
0.0003 |
0.0% |
85% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2985 |
2.618 |
1.2985 |
1.618 |
1.2985 |
1.000 |
1.2985 |
0.618 |
1.2985 |
HIGH |
1.2985 |
0.618 |
1.2985 |
0.500 |
1.2985 |
0.382 |
1.2985 |
LOW |
1.2985 |
0.618 |
1.2985 |
1.000 |
1.2985 |
1.618 |
1.2985 |
2.618 |
1.2985 |
4.250 |
1.2985 |
|
|
Fisher Pivots for day following 01-Aug-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2985 |
1.2977 |
PP |
1.2985 |
1.2968 |
S1 |
1.2985 |
1.2960 |
|