CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 07-Jun-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2006 |
07-Jun-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3050 |
1.3009 |
-0.0041 |
-0.3% |
1.3088 |
| High |
1.3050 |
1.3009 |
-0.0041 |
-0.3% |
1.3132 |
| Low |
1.3050 |
1.3009 |
-0.0041 |
-0.3% |
1.3015 |
| Close |
1.3050 |
1.3009 |
-0.0041 |
-0.3% |
1.3132 |
| Range |
|
|
|
|
|
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
8 |
0 |
-8 |
-100.0% |
2 |
|
| Daily Pivots for day following 07-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3009 |
1.3009 |
1.3009 |
|
| R3 |
1.3009 |
1.3009 |
1.3009 |
|
| R2 |
1.3009 |
1.3009 |
1.3009 |
|
| R1 |
1.3009 |
1.3009 |
1.3009 |
1.3009 |
| PP |
1.3009 |
1.3009 |
1.3009 |
1.3009 |
| S1 |
1.3009 |
1.3009 |
1.3009 |
1.3009 |
| S2 |
1.3009 |
1.3009 |
1.3009 |
|
| S3 |
1.3009 |
1.3009 |
1.3009 |
|
| S4 |
1.3009 |
1.3009 |
1.3009 |
|
|
| Weekly Pivots for week ending 02-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3444 |
1.3405 |
1.3196 |
|
| R3 |
1.3327 |
1.3288 |
1.3164 |
|
| R2 |
1.3210 |
1.3210 |
1.3153 |
|
| R1 |
1.3171 |
1.3171 |
1.3143 |
1.3191 |
| PP |
1.3093 |
1.3093 |
1.3093 |
1.3103 |
| S1 |
1.3054 |
1.3054 |
1.3121 |
1.3074 |
| S2 |
1.2976 |
1.2976 |
1.3111 |
|
| S3 |
1.2859 |
1.2937 |
1.3100 |
|
| S4 |
1.2742 |
1.2820 |
1.3068 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3135 |
1.3009 |
0.0126 |
1.0% |
0.0000 |
0.0% |
0% |
False |
True |
2 |
| 10 |
1.3135 |
1.2933 |
0.0202 |
1.6% |
0.0000 |
0.0% |
38% |
False |
False |
1 |
| 20 |
1.3135 |
1.2933 |
0.0202 |
1.6% |
0.0000 |
0.0% |
38% |
False |
False |
1 |
| 40 |
1.3135 |
1.2322 |
0.0813 |
6.2% |
0.0001 |
0.0% |
85% |
False |
False |
1 |
| 60 |
1.3135 |
1.2206 |
0.0929 |
7.1% |
0.0002 |
0.0% |
86% |
False |
False |
1 |
| 80 |
1.3135 |
1.2116 |
0.1019 |
7.8% |
0.0001 |
0.0% |
88% |
False |
False |
1 |
| 100 |
1.3135 |
1.2116 |
0.1019 |
7.8% |
0.0001 |
0.0% |
88% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3009 |
|
2.618 |
1.3009 |
|
1.618 |
1.3009 |
|
1.000 |
1.3009 |
|
0.618 |
1.3009 |
|
HIGH |
1.3009 |
|
0.618 |
1.3009 |
|
0.500 |
1.3009 |
|
0.382 |
1.3009 |
|
LOW |
1.3009 |
|
0.618 |
1.3009 |
|
1.000 |
1.3009 |
|
1.618 |
1.3009 |
|
2.618 |
1.3009 |
|
4.250 |
1.3009 |
|
|
| Fisher Pivots for day following 07-Jun-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3009 |
1.3072 |
| PP |
1.3009 |
1.3051 |
| S1 |
1.3009 |
1.3030 |
|