CME Euro FX Future March 2007
Trading Metrics calculated at close of trading on 22-Aug-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2006 |
22-Aug-2006 |
Change |
Change % |
Previous Week |
Open |
1.3042 |
1.2943 |
-0.0099 |
-0.8% |
1.2870 |
High |
1.3042 |
1.2938 |
-0.0104 |
-0.8% |
1.2991 |
Low |
1.3042 |
1.2938 |
-0.0104 |
-0.8% |
1.2870 |
Close |
1.3046 |
1.2943 |
-0.0103 |
-0.8% |
1.2973 |
Range |
|
|
|
|
|
ATR |
0.0045 |
0.0050 |
0.0004 |
9.9% |
0.0000 |
Volume |
1 |
9 |
8 |
800.0% |
1 |
|
Daily Pivots for day following 22-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2940 |
1.2941 |
1.2943 |
|
R3 |
1.2940 |
1.2941 |
1.2943 |
|
R2 |
1.2940 |
1.2940 |
1.2943 |
|
R1 |
1.2941 |
1.2941 |
1.2943 |
1.2943 |
PP |
1.2940 |
1.2940 |
1.2940 |
1.2941 |
S1 |
1.2941 |
1.2941 |
1.2943 |
1.2943 |
S2 |
1.2940 |
1.2940 |
1.2943 |
|
S3 |
1.2940 |
1.2941 |
1.2943 |
|
S4 |
1.2940 |
1.2941 |
1.2943 |
|
|
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 |
1.2938 |
0.0104 |
0.8% |
0.0000 |
0.0% |
5% |
False |
True |
2 |
10 |
1.3042 |
1.2870 |
0.0172 |
1.3% |
0.0000 |
0.0% |
42% |
False |
False |
1 |
20 |
1.3042 |
1.2860 |
0.0182 |
1.4% |
0.0004 |
0.0% |
46% |
False |
False |
4 |
40 |
1.3042 |
1.2670 |
0.0372 |
2.9% |
0.0005 |
0.0% |
73% |
False |
False |
5 |
60 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0003 |
0.0% |
59% |
False |
False |
4 |
80 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0003 |
0.0% |
59% |
False |
False |
3 |
100 |
1.3135 |
1.2322 |
0.0813 |
6.3% |
0.0002 |
0.0% |
76% |
False |
False |
3 |
120 |
1.3135 |
1.2143 |
0.0992 |
7.7% |
0.0003 |
0.0% |
81% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2938 |
2.618 |
1.2938 |
1.618 |
1.2938 |
1.000 |
1.2938 |
0.618 |
1.2938 |
HIGH |
1.2938 |
0.618 |
1.2938 |
0.500 |
1.2938 |
0.382 |
1.2938 |
LOW |
1.2938 |
0.618 |
1.2938 |
1.000 |
1.2938 |
1.618 |
1.2938 |
2.618 |
1.2938 |
4.250 |
1.2938 |
|
|
Fisher Pivots for day following 22-Aug-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2941 |
1.2990 |
PP |
1.2940 |
1.2974 |
S1 |
1.2938 |
1.2959 |
|