CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 20-Jun-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2006 |
20-Jun-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2856 |
1.2861 |
0.0005 |
0.0% |
1.2881 |
| High |
1.2856 |
1.2861 |
0.0005 |
0.0% |
1.2925 |
| Low |
1.2856 |
1.2861 |
0.0005 |
0.0% |
1.2813 |
| Close |
1.2856 |
1.2861 |
0.0005 |
0.0% |
1.2925 |
| Range |
|
|
|
|
|
| ATR |
0.0057 |
0.0054 |
-0.0004 |
-6.5% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2861 |
1.2861 |
1.2861 |
|
| R3 |
1.2861 |
1.2861 |
1.2861 |
|
| R2 |
1.2861 |
1.2861 |
1.2861 |
|
| R1 |
1.2861 |
1.2861 |
1.2861 |
1.2861 |
| PP |
1.2861 |
1.2861 |
1.2861 |
1.2861 |
| S1 |
1.2861 |
1.2861 |
1.2861 |
1.2861 |
| S2 |
1.2861 |
1.2861 |
1.2861 |
|
| S3 |
1.2861 |
1.2861 |
1.2861 |
|
| S4 |
1.2861 |
1.2861 |
1.2861 |
|
|
| Weekly Pivots for week ending 16-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3224 |
1.3186 |
1.2987 |
|
| R3 |
1.3112 |
1.3074 |
1.2956 |
|
| R2 |
1.3000 |
1.3000 |
1.2946 |
|
| R1 |
1.2962 |
1.2962 |
1.2935 |
1.2981 |
| PP |
1.2888 |
1.2888 |
1.2888 |
1.2897 |
| S1 |
1.2850 |
1.2850 |
1.2915 |
1.2869 |
| S2 |
1.2776 |
1.2776 |
1.2904 |
|
| S3 |
1.2664 |
1.2738 |
1.2894 |
|
| S4 |
1.2552 |
1.2626 |
1.2863 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2925 |
1.2856 |
0.0069 |
0.5% |
0.0000 |
0.0% |
7% |
False |
False |
|
| 10 |
1.3067 |
1.2813 |
0.0254 |
2.0% |
0.0000 |
0.0% |
19% |
False |
False |
|
| 20 |
1.3193 |
1.2813 |
0.0380 |
3.0% |
0.0000 |
0.0% |
13% |
False |
False |
1 |
| 40 |
1.3193 |
1.2723 |
0.0470 |
3.7% |
0.0000 |
0.0% |
29% |
False |
False |
1 |
| 60 |
1.3193 |
1.2298 |
0.0895 |
7.0% |
0.0000 |
0.0% |
63% |
False |
False |
1 |
| 80 |
1.3193 |
1.2174 |
0.1019 |
7.9% |
0.0000 |
0.0% |
67% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2861 |
|
2.618 |
1.2861 |
|
1.618 |
1.2861 |
|
1.000 |
1.2861 |
|
0.618 |
1.2861 |
|
HIGH |
1.2861 |
|
0.618 |
1.2861 |
|
0.500 |
1.2861 |
|
0.382 |
1.2861 |
|
LOW |
1.2861 |
|
0.618 |
1.2861 |
|
1.000 |
1.2861 |
|
1.618 |
1.2861 |
|
2.618 |
1.2861 |
|
4.250 |
1.2861 |
|
|
| Fisher Pivots for day following 20-Jun-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2861 |
1.2891 |
| PP |
1.2861 |
1.2881 |
| S1 |
1.2861 |
1.2871 |
|