CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 16-May-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2006 |
16-May-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3085 |
1.3136 |
0.0051 |
0.4% |
1.2985 |
| High |
1.3085 |
1.3136 |
0.0051 |
0.4% |
1.3184 |
| Low |
1.3085 |
1.3136 |
0.0051 |
0.4% |
1.2985 |
| Close |
1.3085 |
1.3136 |
0.0051 |
0.4% |
1.3184 |
| Range |
|
|
|
|
|
| ATR |
0.0049 |
0.0049 |
0.0000 |
0.3% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3136 |
1.3136 |
1.3136 |
|
| R3 |
1.3136 |
1.3136 |
1.3136 |
|
| R2 |
1.3136 |
1.3136 |
1.3136 |
|
| R1 |
1.3136 |
1.3136 |
1.3136 |
1.3136 |
| PP |
1.3136 |
1.3136 |
1.3136 |
1.3136 |
| S1 |
1.3136 |
1.3136 |
1.3136 |
1.3136 |
| S2 |
1.3136 |
1.3136 |
1.3136 |
|
| S3 |
1.3136 |
1.3136 |
1.3136 |
|
| S4 |
1.3136 |
1.3136 |
1.3136 |
|
|
| Weekly Pivots for week ending 12-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3715 |
1.3648 |
1.3293 |
|
| R3 |
1.3516 |
1.3449 |
1.3239 |
|
| R2 |
1.3317 |
1.3317 |
1.3220 |
|
| R1 |
1.3250 |
1.3250 |
1.3202 |
1.3284 |
| PP |
1.3118 |
1.3118 |
1.3118 |
1.3134 |
| S1 |
1.3051 |
1.3051 |
1.3166 |
1.3085 |
| S2 |
1.2919 |
1.2919 |
1.3148 |
|
| S3 |
1.2720 |
1.2852 |
1.3129 |
|
| S4 |
1.2521 |
1.2653 |
1.3075 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3184 |
1.3080 |
0.0104 |
0.8% |
0.0000 |
0.0% |
54% |
False |
False |
1 |
| 10 |
1.3184 |
1.2911 |
0.0273 |
2.1% |
0.0000 |
0.0% |
82% |
False |
False |
2 |
| 20 |
1.3184 |
1.2607 |
0.0577 |
4.4% |
0.0000 |
0.0% |
92% |
False |
False |
1 |
| 40 |
1.3184 |
1.2261 |
0.0923 |
7.0% |
0.0000 |
0.0% |
95% |
False |
False |
1 |
| 60 |
1.3184 |
1.2174 |
0.1010 |
7.7% |
0.0000 |
0.0% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3136 |
|
2.618 |
1.3136 |
|
1.618 |
1.3136 |
|
1.000 |
1.3136 |
|
0.618 |
1.3136 |
|
HIGH |
1.3136 |
|
0.618 |
1.3136 |
|
0.500 |
1.3136 |
|
0.382 |
1.3136 |
|
LOW |
1.3136 |
|
0.618 |
1.3136 |
|
1.000 |
1.3136 |
|
1.618 |
1.3136 |
|
2.618 |
1.3136 |
|
4.250 |
1.3136 |
|
|
| Fisher Pivots for day following 16-May-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3136 |
1.3136 |
| PP |
1.3136 |
1.3135 |
| S1 |
1.3136 |
1.3135 |
|