CME Euro FX Future March 2007
Trading Metrics calculated at close of trading on 15-Aug-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2006 |
15-Aug-2006 |
Change |
Change % |
Previous Week |
Open |
1.2870 |
1.2936 |
0.0066 |
0.5% |
1.3002 |
High |
1.2870 |
1.2936 |
0.0066 |
0.5% |
1.3038 |
Low |
1.2870 |
1.2936 |
0.0066 |
0.5% |
1.2877 |
Close |
1.2870 |
1.2936 |
0.0066 |
0.5% |
1.2877 |
Range |
|
|
|
|
|
ATR |
0.0047 |
0.0048 |
0.0001 |
2.9% |
0.0000 |
Volume |
0 |
1 |
1 |
|
2 |
|
Daily Pivots for day following 15-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2936 |
1.2936 |
1.2936 |
|
R3 |
1.2936 |
1.2936 |
1.2936 |
|
R2 |
1.2936 |
1.2936 |
1.2936 |
|
R1 |
1.2936 |
1.2936 |
1.2936 |
1.2936 |
PP |
1.2936 |
1.2936 |
1.2936 |
1.2936 |
S1 |
1.2936 |
1.2936 |
1.2936 |
1.2936 |
S2 |
1.2936 |
1.2936 |
1.2936 |
|
S3 |
1.2936 |
1.2936 |
1.2936 |
|
S4 |
1.2936 |
1.2936 |
1.2936 |
|
|
Weekly Pivots for week ending 11-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3414 |
1.3306 |
1.2966 |
|
R3 |
1.3253 |
1.3145 |
1.2921 |
|
R2 |
1.3092 |
1.3092 |
1.2907 |
|
R1 |
1.2984 |
1.2984 |
1.2892 |
1.2958 |
PP |
1.2931 |
1.2931 |
1.2931 |
1.2917 |
S1 |
1.2823 |
1.2823 |
1.2862 |
1.2797 |
S2 |
1.2770 |
1.2770 |
1.2847 |
|
S3 |
1.2609 |
1.2662 |
1.2833 |
|
S4 |
1.2448 |
1.2501 |
1.2788 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3038 |
1.2870 |
0.0168 |
1.3% |
0.0000 |
0.0% |
39% |
False |
False |
|
10 |
1.3040 |
1.2870 |
0.0170 |
1.3% |
0.0000 |
0.0% |
39% |
False |
False |
2 |
20 |
1.3040 |
1.2670 |
0.0370 |
2.9% |
0.0010 |
0.1% |
72% |
False |
False |
8 |
40 |
1.3040 |
1.2670 |
0.0370 |
2.9% |
0.0005 |
0.0% |
72% |
False |
False |
5 |
60 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0003 |
0.0% |
57% |
False |
False |
4 |
80 |
1.3135 |
1.2638 |
0.0497 |
3.8% |
0.0003 |
0.0% |
60% |
False |
False |
3 |
100 |
1.3135 |
1.2243 |
0.0892 |
6.9% |
0.0003 |
0.0% |
78% |
False |
False |
3 |
120 |
1.3135 |
1.2116 |
0.1019 |
7.9% |
0.0003 |
0.0% |
80% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2936 |
2.618 |
1.2936 |
1.618 |
1.2936 |
1.000 |
1.2936 |
0.618 |
1.2936 |
HIGH |
1.2936 |
0.618 |
1.2936 |
0.500 |
1.2936 |
0.382 |
1.2936 |
LOW |
1.2936 |
0.618 |
1.2936 |
1.000 |
1.2936 |
1.618 |
1.2936 |
2.618 |
1.2936 |
4.250 |
1.2936 |
|
|
Fisher Pivots for day following 15-Aug-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2936 |
1.2925 |
PP |
1.2936 |
1.2914 |
S1 |
1.2936 |
1.2903 |
|