CME Euro FX Future March 2007
Trading Metrics calculated at close of trading on 21-Aug-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2006 |
21-Aug-2006 |
Change |
Change % |
Previous Week |
Open |
1.2973 |
1.3042 |
0.0069 |
0.5% |
1.2870 |
High |
1.2973 |
1.3042 |
0.0069 |
0.5% |
1.2991 |
Low |
1.2973 |
1.3042 |
0.0069 |
0.5% |
1.2870 |
Close |
1.2973 |
1.3046 |
0.0073 |
0.6% |
1.2973 |
Range |
|
|
|
|
|
ATR |
0.0043 |
0.0045 |
0.0002 |
4.2% |
0.0000 |
Volume |
0 |
1 |
1 |
|
1 |
|
Daily Pivots for day following 21-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3043 |
1.3045 |
1.3046 |
|
R3 |
1.3043 |
1.3045 |
1.3046 |
|
R2 |
1.3043 |
1.3043 |
1.3046 |
|
R1 |
1.3045 |
1.3045 |
1.3046 |
1.3044 |
PP |
1.3043 |
1.3043 |
1.3043 |
1.3043 |
S1 |
1.3045 |
1.3045 |
1.3046 |
1.3044 |
S2 |
1.3043 |
1.3043 |
1.3046 |
|
S3 |
1.3043 |
1.3045 |
1.3046 |
|
S4 |
1.3043 |
1.3045 |
1.3046 |
|
|
Weekly Pivots for week ending 18-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3308 |
1.3261 |
1.3040 |
|
R3 |
1.3187 |
1.3140 |
1.3006 |
|
R2 |
1.3066 |
1.3066 |
1.2995 |
|
R1 |
1.3019 |
1.3019 |
1.2984 |
1.3043 |
PP |
1.2945 |
1.2945 |
1.2945 |
1.2956 |
S1 |
1.2898 |
1.2898 |
1.2962 |
1.2922 |
S2 |
1.2824 |
1.2824 |
1.2951 |
|
S3 |
1.2703 |
1.2777 |
1.2940 |
|
S4 |
1.2582 |
1.2656 |
1.2906 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3042 |
1.2936 |
0.0106 |
0.8% |
0.0000 |
0.0% |
104% |
True |
False |
|
10 |
1.3042 |
1.2870 |
0.0172 |
1.3% |
0.0000 |
0.0% |
102% |
True |
False |
|
20 |
1.3042 |
1.2761 |
0.0281 |
2.2% |
0.0004 |
0.0% |
101% |
True |
False |
3 |
40 |
1.3042 |
1.2670 |
0.0372 |
2.9% |
0.0005 |
0.0% |
101% |
True |
False |
5 |
60 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0003 |
0.0% |
81% |
False |
False |
4 |
80 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0003 |
0.0% |
81% |
False |
False |
3 |
100 |
1.3135 |
1.2316 |
0.0819 |
6.3% |
0.0003 |
0.0% |
89% |
False |
False |
3 |
120 |
1.3135 |
1.2143 |
0.0992 |
7.6% |
0.0003 |
0.0% |
91% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3042 |
2.618 |
1.3042 |
1.618 |
1.3042 |
1.000 |
1.3042 |
0.618 |
1.3042 |
HIGH |
1.3042 |
0.618 |
1.3042 |
0.500 |
1.3042 |
0.382 |
1.3042 |
LOW |
1.3042 |
0.618 |
1.3042 |
1.000 |
1.3042 |
1.618 |
1.3042 |
2.618 |
1.3042 |
4.250 |
1.3042 |
|
|
Fisher Pivots for day following 21-Aug-2006 |
Pivot |
1 day |
3 day |
R1 |
1.3045 |
1.3033 |
PP |
1.3043 |
1.3020 |
S1 |
1.3042 |
1.3008 |
|