CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 03-May-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2006 |
03-May-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2911 |
1.2911 |
0.0000 |
0.0% |
1.2693 |
| High |
1.2911 |
1.2911 |
0.0000 |
0.0% |
1.2893 |
| Low |
1.2911 |
1.2911 |
0.0000 |
0.0% |
1.2693 |
| Close |
1.2911 |
1.2911 |
0.0000 |
0.0% |
1.2893 |
| Range |
|
|
|
|
|
| ATR |
0.0048 |
0.0044 |
-0.0003 |
-7.1% |
0.0000 |
| Volume |
0 |
1 |
1 |
|
13 |
|
| Daily Pivots for day following 03-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2911 |
1.2911 |
1.2911 |
|
| R3 |
1.2911 |
1.2911 |
1.2911 |
|
| R2 |
1.2911 |
1.2911 |
1.2911 |
|
| R1 |
1.2911 |
1.2911 |
1.2911 |
1.2911 |
| PP |
1.2911 |
1.2911 |
1.2911 |
1.2911 |
| S1 |
1.2911 |
1.2911 |
1.2911 |
1.2911 |
| S2 |
1.2911 |
1.2911 |
1.2911 |
|
| S3 |
1.2911 |
1.2911 |
1.2911 |
|
| S4 |
1.2911 |
1.2911 |
1.2911 |
|
|
| Weekly Pivots for week ending 28-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3426 |
1.3360 |
1.3003 |
|
| R3 |
1.3226 |
1.3160 |
1.2948 |
|
| R2 |
1.3026 |
1.3026 |
1.2930 |
|
| R1 |
1.2960 |
1.2960 |
1.2911 |
1.2993 |
| PP |
1.2826 |
1.2826 |
1.2826 |
1.2843 |
| S1 |
1.2760 |
1.2760 |
1.2875 |
1.2793 |
| S2 |
1.2626 |
1.2626 |
1.2856 |
|
| S3 |
1.2426 |
1.2560 |
1.2838 |
|
| S4 |
1.2226 |
1.2360 |
1.2783 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2911 |
1.2821 |
0.0090 |
0.7% |
0.0000 |
0.0% |
100% |
True |
False |
|
| 10 |
1.2911 |
1.2607 |
0.0304 |
2.4% |
0.0000 |
0.0% |
100% |
True |
False |
1 |
| 20 |
1.2911 |
1.2393 |
0.0518 |
4.0% |
0.0000 |
0.0% |
100% |
True |
False |
|
| 40 |
1.2911 |
1.2223 |
0.0688 |
5.3% |
0.0000 |
0.0% |
100% |
True |
False |
|
| 60 |
1.2911 |
1.2174 |
0.0737 |
5.7% |
0.0000 |
0.0% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2911 |
|
2.618 |
1.2911 |
|
1.618 |
1.2911 |
|
1.000 |
1.2911 |
|
0.618 |
1.2911 |
|
HIGH |
1.2911 |
|
0.618 |
1.2911 |
|
0.500 |
1.2911 |
|
0.382 |
1.2911 |
|
LOW |
1.2911 |
|
0.618 |
1.2911 |
|
1.000 |
1.2911 |
|
1.618 |
1.2911 |
|
2.618 |
1.2911 |
|
4.250 |
1.2911 |
|
|
| Fisher Pivots for day following 03-May-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2911 |
1.2908 |
| PP |
1.2911 |
1.2905 |
| S1 |
1.2911 |
1.2903 |
|