CME Euro FX Future March 2007
Trading Metrics calculated at close of trading on 09-Aug-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2006 |
09-Aug-2006 |
Change |
Change % |
Previous Week |
Open |
1.3015 |
1.3017 |
0.0002 |
0.0% |
1.2943 |
High |
1.3020 |
1.3038 |
0.0018 |
0.1% |
1.3040 |
Low |
1.3020 |
1.3038 |
0.0018 |
0.1% |
1.2943 |
Close |
1.3015 |
1.3017 |
0.0002 |
0.0% |
1.3040 |
Range |
|
|
|
|
|
ATR |
0.0049 |
0.0047 |
-0.0002 |
-3.8% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3031 |
1.3024 |
1.3017 |
|
R3 |
1.3031 |
1.3024 |
1.3017 |
|
R2 |
1.3031 |
1.3031 |
1.3017 |
|
R1 |
1.3024 |
1.3024 |
1.3017 |
1.3017 |
PP |
1.3031 |
1.3031 |
1.3031 |
1.3028 |
S1 |
1.3024 |
1.3024 |
1.3017 |
1.3017 |
S2 |
1.3031 |
1.3031 |
1.3017 |
|
S3 |
1.3031 |
1.3024 |
1.3017 |
|
S4 |
1.3031 |
1.3024 |
1.3017 |
|
|
Weekly Pivots for week ending 04-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3299 |
1.3266 |
1.3093 |
|
R3 |
1.3202 |
1.3169 |
1.3067 |
|
R2 |
1.3105 |
1.3105 |
1.3058 |
|
R1 |
1.3072 |
1.3072 |
1.3049 |
1.3089 |
PP |
1.3008 |
1.3008 |
1.3008 |
1.3016 |
S1 |
1.2975 |
1.2975 |
1.3031 |
1.2992 |
S2 |
1.2911 |
1.2911 |
1.3022 |
|
S3 |
1.2814 |
1.2878 |
1.3013 |
|
S4 |
1.2717 |
1.2781 |
1.2987 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3040 |
1.2977 |
0.0063 |
0.5% |
0.0000 |
0.0% |
63% |
False |
False |
|
10 |
1.3040 |
1.2860 |
0.0180 |
1.4% |
0.0008 |
0.1% |
87% |
False |
False |
7 |
20 |
1.3040 |
1.2670 |
0.0370 |
2.8% |
0.0010 |
0.1% |
94% |
False |
False |
8 |
40 |
1.3040 |
1.2670 |
0.0370 |
2.8% |
0.0005 |
0.0% |
94% |
False |
False |
6 |
60 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0003 |
0.0% |
75% |
False |
False |
4 |
80 |
1.3135 |
1.2550 |
0.0585 |
4.5% |
0.0003 |
0.0% |
80% |
False |
False |
3 |
100 |
1.3135 |
1.2206 |
0.0929 |
7.1% |
0.0003 |
0.0% |
87% |
False |
False |
3 |
120 |
1.3135 |
1.2116 |
0.1019 |
7.8% |
0.0003 |
0.0% |
88% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3038 |
2.618 |
1.3038 |
1.618 |
1.3038 |
1.000 |
1.3038 |
0.618 |
1.3038 |
HIGH |
1.3038 |
0.618 |
1.3038 |
0.500 |
1.3038 |
0.382 |
1.3038 |
LOW |
1.3038 |
0.618 |
1.3038 |
1.000 |
1.3038 |
1.618 |
1.3038 |
2.618 |
1.3038 |
4.250 |
1.3038 |
|
|
Fisher Pivots for day following 09-Aug-2006 |
Pivot |
1 day |
3 day |
R1 |
1.3038 |
1.3020 |
PP |
1.3031 |
1.3019 |
S1 |
1.3024 |
1.3018 |
|