CME Euro FX Future March 2007
Trading Metrics calculated at close of trading on 05-Sep-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2006 |
05-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
1.2919 |
1.2950 |
0.0031 |
0.2% |
1.2928 |
High |
1.2919 |
1.2950 |
0.0031 |
0.2% |
1.2973 |
Low |
1.2919 |
1.2950 |
0.0031 |
0.2% |
1.2919 |
Close |
1.2971 |
1.2950 |
-0.0021 |
-0.2% |
1.2971 |
Range |
|
|
|
|
|
ATR |
0.0038 |
0.0037 |
-0.0001 |
-3.2% |
0.0000 |
Volume |
11 |
3 |
-8 |
-72.7% |
29 |
|
Daily Pivots for day following 05-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2950 |
1.2950 |
1.2950 |
|
R3 |
1.2950 |
1.2950 |
1.2950 |
|
R2 |
1.2950 |
1.2950 |
1.2950 |
|
R1 |
1.2950 |
1.2950 |
1.2950 |
1.2950 |
PP |
1.2950 |
1.2950 |
1.2950 |
1.2950 |
S1 |
1.2950 |
1.2950 |
1.2950 |
1.2950 |
S2 |
1.2950 |
1.2950 |
1.2950 |
|
S3 |
1.2950 |
1.2950 |
1.2950 |
|
S4 |
1.2950 |
1.2950 |
1.2950 |
|
|
Weekly Pivots for week ending 01-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3116 |
1.3098 |
1.3001 |
|
R3 |
1.3062 |
1.3044 |
1.2986 |
|
R2 |
1.3008 |
1.3008 |
1.2981 |
|
R1 |
1.2990 |
1.2990 |
1.2976 |
1.2999 |
PP |
1.2954 |
1.2954 |
1.2954 |
1.2959 |
S1 |
1.2936 |
1.2936 |
1.2966 |
1.2945 |
S2 |
1.2900 |
1.2900 |
1.2961 |
|
S3 |
1.2846 |
1.2882 |
1.2956 |
|
S4 |
1.2792 |
1.2828 |
1.2941 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2973 |
1.2919 |
0.0054 |
0.4% |
0.0000 |
0.0% |
57% |
False |
False |
5 |
10 |
1.2973 |
1.2902 |
0.0071 |
0.5% |
0.0004 |
0.0% |
68% |
False |
False |
7 |
20 |
1.3042 |
1.2870 |
0.0172 |
1.3% |
0.0002 |
0.0% |
47% |
False |
False |
3 |
40 |
1.3042 |
1.2670 |
0.0372 |
2.9% |
0.0006 |
0.0% |
75% |
False |
False |
6 |
60 |
1.3042 |
1.2670 |
0.0372 |
2.9% |
0.0004 |
0.0% |
75% |
False |
False |
5 |
80 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0003 |
0.0% |
60% |
False |
False |
4 |
100 |
1.3135 |
1.2340 |
0.0795 |
6.1% |
0.0003 |
0.0% |
77% |
False |
False |
4 |
120 |
1.3135 |
1.2206 |
0.0929 |
7.2% |
0.0003 |
0.0% |
80% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2950 |
2.618 |
1.2950 |
1.618 |
1.2950 |
1.000 |
1.2950 |
0.618 |
1.2950 |
HIGH |
1.2950 |
0.618 |
1.2950 |
0.500 |
1.2950 |
0.382 |
1.2950 |
LOW |
1.2950 |
0.618 |
1.2950 |
1.000 |
1.2950 |
1.618 |
1.2950 |
2.618 |
1.2950 |
4.250 |
1.2950 |
|
|
Fisher Pivots for day following 05-Sep-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2950 |
1.2945 |
PP |
1.2950 |
1.2940 |
S1 |
1.2950 |
1.2935 |
|