CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 29-Jun-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2006 |
29-Jun-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2826 |
1.2932 |
0.0106 |
0.8% |
1.2856 |
| High |
1.2826 |
1.2932 |
0.0106 |
0.8% |
1.2936 |
| Low |
1.2826 |
1.2932 |
0.0106 |
0.8% |
1.2791 |
| Close |
1.2826 |
1.2932 |
0.0106 |
0.8% |
1.2791 |
| Range |
|
|
|
|
|
| ATR |
0.0052 |
0.0056 |
0.0004 |
7.4% |
0.0000 |
| Volume |
1 |
0 |
-1 |
-100.0% |
1 |
|
| Daily Pivots for day following 29-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2932 |
1.2932 |
1.2932 |
|
| R3 |
1.2932 |
1.2932 |
1.2932 |
|
| R2 |
1.2932 |
1.2932 |
1.2932 |
|
| R1 |
1.2932 |
1.2932 |
1.2932 |
1.2932 |
| PP |
1.2932 |
1.2932 |
1.2932 |
1.2932 |
| S1 |
1.2932 |
1.2932 |
1.2932 |
1.2932 |
| S2 |
1.2932 |
1.2932 |
1.2932 |
|
| S3 |
1.2932 |
1.2932 |
1.2932 |
|
| S4 |
1.2932 |
1.2932 |
1.2932 |
|
|
| Weekly Pivots for week ending 23-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3274 |
1.3178 |
1.2871 |
|
| R3 |
1.3129 |
1.3033 |
1.2831 |
|
| R2 |
1.2984 |
1.2984 |
1.2818 |
|
| R1 |
1.2888 |
1.2888 |
1.2804 |
1.2864 |
| PP |
1.2839 |
1.2839 |
1.2839 |
1.2827 |
| S1 |
1.2743 |
1.2743 |
1.2778 |
1.2719 |
| S2 |
1.2694 |
1.2694 |
1.2764 |
|
| S3 |
1.2549 |
1.2598 |
1.2751 |
|
| S4 |
1.2404 |
1.2453 |
1.2711 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2932 |
1.2791 |
0.0141 |
1.1% |
0.0000 |
0.0% |
100% |
True |
False |
|
| 10 |
1.2936 |
1.2791 |
0.0145 |
1.1% |
0.0000 |
0.0% |
97% |
False |
False |
|
| 20 |
1.3193 |
1.2791 |
0.0402 |
3.1% |
0.0000 |
0.0% |
35% |
False |
False |
|
| 40 |
1.3193 |
1.2791 |
0.0402 |
3.1% |
0.0000 |
0.0% |
35% |
False |
False |
1 |
| 60 |
1.3193 |
1.2393 |
0.0800 |
6.2% |
0.0000 |
0.0% |
67% |
False |
False |
1 |
| 80 |
1.3193 |
1.2223 |
0.0970 |
7.5% |
0.0000 |
0.0% |
73% |
False |
False |
|
| 100 |
1.3193 |
1.2174 |
0.1019 |
7.9% |
0.0000 |
0.0% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2932 |
|
2.618 |
1.2932 |
|
1.618 |
1.2932 |
|
1.000 |
1.2932 |
|
0.618 |
1.2932 |
|
HIGH |
1.2932 |
|
0.618 |
1.2932 |
|
0.500 |
1.2932 |
|
0.382 |
1.2932 |
|
LOW |
1.2932 |
|
0.618 |
1.2932 |
|
1.000 |
1.2932 |
|
1.618 |
1.2932 |
|
2.618 |
1.2932 |
|
4.250 |
1.2932 |
|
|
| Fisher Pivots for day following 29-Jun-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2932 |
1.2914 |
| PP |
1.2932 |
1.2897 |
| S1 |
1.2932 |
1.2879 |
|