CME Euro FX Future March 2007
Trading Metrics calculated at close of trading on 18-Sep-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2006 |
18-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
1.2779 |
1.2819 |
0.0040 |
0.3% |
1.2826 |
High |
1.2779 |
1.2819 |
0.0040 |
0.3% |
1.2855 |
Low |
1.2779 |
1.2819 |
0.0040 |
0.3% |
1.2779 |
Close |
1.2779 |
1.2819 |
0.0040 |
0.3% |
1.2779 |
Range |
|
|
|
|
|
ATR |
0.0039 |
0.0039 |
0.0000 |
0.3% |
0.0000 |
Volume |
82 |
220 |
138 |
168.3% |
429 |
|
Daily Pivots for day following 18-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2819 |
1.2819 |
1.2819 |
|
R3 |
1.2819 |
1.2819 |
1.2819 |
|
R2 |
1.2819 |
1.2819 |
1.2819 |
|
R1 |
1.2819 |
1.2819 |
1.2819 |
1.2819 |
PP |
1.2819 |
1.2819 |
1.2819 |
1.2819 |
S1 |
1.2819 |
1.2819 |
1.2819 |
1.2819 |
S2 |
1.2819 |
1.2819 |
1.2819 |
|
S3 |
1.2819 |
1.2819 |
1.2819 |
|
S4 |
1.2819 |
1.2819 |
1.2819 |
|
|
Weekly Pivots for week ending 15-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3032 |
1.2982 |
1.2821 |
|
R3 |
1.2956 |
1.2906 |
1.2800 |
|
R2 |
1.2880 |
1.2880 |
1.2793 |
|
R1 |
1.2830 |
1.2830 |
1.2786 |
1.2817 |
PP |
1.2804 |
1.2804 |
1.2804 |
1.2798 |
S1 |
1.2754 |
1.2754 |
1.2772 |
1.2741 |
S2 |
1.2728 |
1.2728 |
1.2765 |
|
S3 |
1.2652 |
1.2678 |
1.2758 |
|
S4 |
1.2576 |
1.2602 |
1.2737 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2855 |
1.2779 |
0.0076 |
0.6% |
0.0001 |
0.0% |
53% |
False |
False |
114 |
10 |
1.2950 |
1.2779 |
0.0171 |
1.3% |
0.0001 |
0.0% |
23% |
False |
False |
71 |
20 |
1.3042 |
1.2779 |
0.0263 |
2.1% |
0.0002 |
0.0% |
15% |
False |
False |
39 |
40 |
1.3042 |
1.2761 |
0.0281 |
2.2% |
0.0003 |
0.0% |
21% |
False |
False |
22 |
60 |
1.3042 |
1.2670 |
0.0372 |
2.9% |
0.0004 |
0.0% |
40% |
False |
False |
16 |
80 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0003 |
0.0% |
32% |
False |
False |
13 |
100 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0003 |
0.0% |
32% |
False |
False |
10 |
120 |
1.3135 |
1.2259 |
0.0876 |
6.8% |
0.0003 |
0.0% |
64% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2819 |
2.618 |
1.2819 |
1.618 |
1.2819 |
1.000 |
1.2819 |
0.618 |
1.2819 |
HIGH |
1.2819 |
0.618 |
1.2819 |
0.500 |
1.2819 |
0.382 |
1.2819 |
LOW |
1.2819 |
0.618 |
1.2819 |
1.000 |
1.2819 |
1.618 |
1.2819 |
2.618 |
1.2819 |
4.250 |
1.2819 |
|
|
Fisher Pivots for day following 18-Sep-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2819 |
1.2818 |
PP |
1.2819 |
1.2818 |
S1 |
1.2819 |
1.2817 |
|