CME Euro FX Future March 2007
Trading Metrics calculated at close of trading on 27-Sep-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2006 |
27-Sep-2006 |
Change |
Change % |
Previous Week |
Open |
1.2810 |
1.2816 |
0.0006 |
0.0% |
1.2819 |
High |
1.2802 |
1.2816 |
0.0014 |
0.1% |
1.2925 |
Low |
1.2778 |
1.2816 |
0.0038 |
0.3% |
1.2785 |
Close |
1.2810 |
1.2816 |
0.0006 |
0.0% |
1.2896 |
Range |
0.0024 |
0.0000 |
-0.0024 |
-100.0% |
0.0140 |
ATR |
0.0045 |
0.0042 |
-0.0003 |
-6.2% |
0.0000 |
Volume |
325 |
148 |
-177 |
-54.5% |
727 |
|
Daily Pivots for day following 27-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2816 |
1.2816 |
1.2816 |
|
R3 |
1.2816 |
1.2816 |
1.2816 |
|
R2 |
1.2816 |
1.2816 |
1.2816 |
|
R1 |
1.2816 |
1.2816 |
1.2816 |
1.2816 |
PP |
1.2816 |
1.2816 |
1.2816 |
1.2816 |
S1 |
1.2816 |
1.2816 |
1.2816 |
1.2816 |
S2 |
1.2816 |
1.2816 |
1.2816 |
|
S3 |
1.2816 |
1.2816 |
1.2816 |
|
S4 |
1.2816 |
1.2816 |
1.2816 |
|
|
Weekly Pivots for week ending 22-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3289 |
1.3232 |
1.2973 |
|
R3 |
1.3149 |
1.3092 |
1.2935 |
|
R2 |
1.3009 |
1.3009 |
1.2922 |
|
R1 |
1.2952 |
1.2952 |
1.2909 |
1.2981 |
PP |
1.2869 |
1.2869 |
1.2869 |
1.2883 |
S1 |
1.2812 |
1.2812 |
1.2883 |
1.2841 |
S2 |
1.2729 |
1.2729 |
1.2870 |
|
S3 |
1.2589 |
1.2672 |
1.2858 |
|
S4 |
1.2449 |
1.2532 |
1.2819 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2925 |
1.2778 |
0.0147 |
1.1% |
0.0025 |
0.2% |
26% |
False |
False |
202 |
10 |
1.2925 |
1.2778 |
0.0147 |
1.1% |
0.0019 |
0.1% |
26% |
False |
False |
167 |
20 |
1.2970 |
1.2778 |
0.0192 |
1.5% |
0.0010 |
0.1% |
20% |
False |
False |
98 |
40 |
1.3042 |
1.2778 |
0.0264 |
2.1% |
0.0006 |
0.0% |
14% |
False |
False |
51 |
60 |
1.3042 |
1.2670 |
0.0372 |
2.9% |
0.0007 |
0.1% |
39% |
False |
False |
37 |
80 |
1.3050 |
1.2670 |
0.0380 |
3.0% |
0.0006 |
0.0% |
38% |
False |
False |
28 |
100 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0004 |
0.0% |
31% |
False |
False |
23 |
120 |
1.3135 |
1.2322 |
0.0813 |
6.3% |
0.0004 |
0.0% |
61% |
False |
False |
19 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2816 |
2.618 |
1.2816 |
1.618 |
1.2816 |
1.000 |
1.2816 |
0.618 |
1.2816 |
HIGH |
1.2816 |
0.618 |
1.2816 |
0.500 |
1.2816 |
0.382 |
1.2816 |
LOW |
1.2816 |
0.618 |
1.2816 |
1.000 |
1.2816 |
1.618 |
1.2816 |
2.618 |
1.2816 |
4.250 |
1.2816 |
|
|
Fisher Pivots for day following 27-Sep-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2816 |
1.2823 |
PP |
1.2816 |
1.2820 |
S1 |
1.2816 |
1.2818 |
|