CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 10-May-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2006 |
10-May-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3034 |
1.3080 |
0.0046 |
0.4% |
1.2894 |
| High |
1.3034 |
1.3080 |
0.0046 |
0.4% |
1.3017 |
| Low |
1.3034 |
1.3080 |
0.0046 |
0.4% |
1.2894 |
| Close |
1.3034 |
1.3088 |
0.0054 |
0.4% |
1.3017 |
| Range |
|
|
|
|
|
| ATR |
0.0045 |
0.0045 |
0.0000 |
0.2% |
0.0000 |
| Volume |
3 |
0 |
-3 |
-100.0% |
12 |
|
| Daily Pivots for day following 10-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3083 |
1.3085 |
1.3088 |
|
| R3 |
1.3083 |
1.3085 |
1.3088 |
|
| R2 |
1.3083 |
1.3083 |
1.3088 |
|
| R1 |
1.3085 |
1.3085 |
1.3088 |
1.3084 |
| PP |
1.3083 |
1.3083 |
1.3083 |
1.3082 |
| S1 |
1.3085 |
1.3085 |
1.3088 |
1.3084 |
| S2 |
1.3083 |
1.3083 |
1.3088 |
|
| S3 |
1.3083 |
1.3085 |
1.3088 |
|
| S4 |
1.3083 |
1.3085 |
1.3088 |
|
|
| Weekly Pivots for week ending 05-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3345 |
1.3304 |
1.3085 |
|
| R3 |
1.3222 |
1.3181 |
1.3051 |
|
| R2 |
1.3099 |
1.3099 |
1.3040 |
|
| R1 |
1.3058 |
1.3058 |
1.3028 |
1.3079 |
| PP |
1.2976 |
1.2976 |
1.2976 |
1.2986 |
| S1 |
1.2935 |
1.2935 |
1.3006 |
1.2956 |
| S2 |
1.2853 |
1.2853 |
1.2994 |
|
| S3 |
1.2730 |
1.2812 |
1.2983 |
|
| S4 |
1.2607 |
1.2689 |
1.2949 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3080 |
1.2985 |
0.0095 |
0.7% |
0.0000 |
0.0% |
108% |
True |
False |
2 |
| 10 |
1.3080 |
1.2821 |
0.0259 |
2.0% |
0.0000 |
0.0% |
103% |
True |
False |
1 |
| 20 |
1.3080 |
1.2395 |
0.0685 |
5.2% |
0.0000 |
0.0% |
101% |
True |
False |
1 |
| 40 |
1.3080 |
1.2261 |
0.0819 |
6.3% |
0.0000 |
0.0% |
101% |
True |
False |
1 |
| 60 |
1.3080 |
1.2174 |
0.0906 |
6.9% |
0.0000 |
0.0% |
101% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3080 |
|
2.618 |
1.3080 |
|
1.618 |
1.3080 |
|
1.000 |
1.3080 |
|
0.618 |
1.3080 |
|
HIGH |
1.3080 |
|
0.618 |
1.3080 |
|
0.500 |
1.3080 |
|
0.382 |
1.3080 |
|
LOW |
1.3080 |
|
0.618 |
1.3080 |
|
1.000 |
1.3080 |
|
1.618 |
1.3080 |
|
2.618 |
1.3080 |
|
4.250 |
1.3080 |
|
|
| Fisher Pivots for day following 10-May-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3085 |
1.3070 |
| PP |
1.3083 |
1.3051 |
| S1 |
1.3080 |
1.3033 |
|