A firewall is a single device used to enforce security policies within a network or between networks by controlling traffic flows. This link will helps you to know more about types of firewalls.
2. Circuit Level Relay - SOCKS is an example of this type of firewall. This type of proxy is not aware of applications but just cross links your connects to another outside connection. It can log activity, but not as detailed as an application proxy. It only works with TCP connections, and doesn't provide for user authentication.
3. Application Proxy Gateway - The users connect to the outside using the proxy. The proxy gets the information and returns it to the user. The proxy can record everything that is done. This type of proxy may require a user login to use it. Rules may be set to allow some functions of an application to be done and other functions denied. The "get" function may be allowed in the FTP application, but the "put" function may not. Proxy Servers can be used to perform the following functions. Control outbound connections and data.