CME Euro FX Future March 2007
Trading Metrics calculated at close of trading on 31-Aug-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2006 |
31-Aug-2006 |
Change |
Change % |
Previous Week |
Open |
1.2970 |
1.2946 |
-0.0024 |
-0.2% |
1.3042 |
High |
1.2970 |
1.2946 |
-0.0024 |
-0.2% |
1.3042 |
Low |
1.2970 |
1.2946 |
-0.0024 |
-0.2% |
1.2902 |
Close |
1.2970 |
1.2946 |
-0.0024 |
-0.2% |
1.2903 |
Range |
|
|
|
|
|
ATR |
0.0040 |
0.0039 |
-0.0001 |
-2.9% |
0.0000 |
Volume |
0 |
11 |
11 |
|
41 |
|
Daily Pivots for day following 31-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2946 |
1.2946 |
1.2946 |
|
R3 |
1.2946 |
1.2946 |
1.2946 |
|
R2 |
1.2946 |
1.2946 |
1.2946 |
|
R1 |
1.2946 |
1.2946 |
1.2946 |
1.2946 |
PP |
1.2946 |
1.2946 |
1.2946 |
1.2946 |
S1 |
1.2946 |
1.2946 |
1.2946 |
1.2946 |
S2 |
1.2946 |
1.2946 |
1.2946 |
|
S3 |
1.2946 |
1.2946 |
1.2946 |
|
S4 |
1.2946 |
1.2946 |
1.2946 |
|
|
Weekly Pivots for week ending 25-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3369 |
1.3276 |
1.2980 |
|
R3 |
1.3229 |
1.3136 |
1.2942 |
|
R2 |
1.3089 |
1.3089 |
1.2929 |
|
R1 |
1.2996 |
1.2996 |
1.2916 |
1.2973 |
PP |
1.2949 |
1.2949 |
1.2949 |
1.2937 |
S1 |
1.2856 |
1.2856 |
1.2890 |
1.2833 |
S2 |
1.2809 |
1.2809 |
1.2877 |
|
S3 |
1.2669 |
1.2716 |
1.2865 |
|
S4 |
1.2529 |
1.2576 |
1.2826 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2973 |
1.2902 |
0.0071 |
0.5% |
0.0002 |
0.0% |
62% |
False |
False |
4 |
10 |
1.3042 |
1.2902 |
0.0140 |
1.1% |
0.0004 |
0.0% |
31% |
False |
False |
5 |
20 |
1.3042 |
1.2870 |
0.0172 |
1.3% |
0.0002 |
0.0% |
44% |
False |
False |
3 |
40 |
1.3042 |
1.2670 |
0.0372 |
2.9% |
0.0006 |
0.0% |
74% |
False |
False |
6 |
60 |
1.3042 |
1.2670 |
0.0372 |
2.9% |
0.0004 |
0.0% |
74% |
False |
False |
5 |
80 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0003 |
0.0% |
59% |
False |
False |
4 |
100 |
1.3135 |
1.2322 |
0.0813 |
6.3% |
0.0003 |
0.0% |
77% |
False |
False |
3 |
120 |
1.3135 |
1.2206 |
0.0929 |
7.2% |
0.0003 |
0.0% |
80% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2946 |
2.618 |
1.2946 |
1.618 |
1.2946 |
1.000 |
1.2946 |
0.618 |
1.2946 |
HIGH |
1.2946 |
0.618 |
1.2946 |
0.500 |
1.2946 |
0.382 |
1.2946 |
LOW |
1.2946 |
0.618 |
1.2946 |
1.000 |
1.2946 |
1.618 |
1.2946 |
2.618 |
1.2946 |
4.250 |
1.2946 |
|
|
Fisher Pivots for day following 31-Aug-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2946 |
1.2960 |
PP |
1.2946 |
1.2955 |
S1 |
1.2946 |
1.2951 |
|