CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 03-Jul-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2006 |
03-Jul-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3047 |
1.3059 |
0.0012 |
0.1% |
1.2852 |
| High |
1.3047 |
1.3059 |
0.0012 |
0.1% |
1.3047 |
| Low |
1.3047 |
1.3059 |
0.0012 |
0.1% |
1.2826 |
| Close |
1.3047 |
1.3059 |
0.0012 |
0.1% |
1.3047 |
| Range |
|
|
|
|
|
| ATR |
0.0060 |
0.0057 |
-0.0003 |
-5.7% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3059 |
1.3059 |
1.3059 |
|
| R3 |
1.3059 |
1.3059 |
1.3059 |
|
| R2 |
1.3059 |
1.3059 |
1.3059 |
|
| R1 |
1.3059 |
1.3059 |
1.3059 |
1.3059 |
| PP |
1.3059 |
1.3059 |
1.3059 |
1.3059 |
| S1 |
1.3059 |
1.3059 |
1.3059 |
1.3059 |
| S2 |
1.3059 |
1.3059 |
1.3059 |
|
| S3 |
1.3059 |
1.3059 |
1.3059 |
|
| S4 |
1.3059 |
1.3059 |
1.3059 |
|
|
| Weekly Pivots for week ending 30-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3636 |
1.3563 |
1.3169 |
|
| R3 |
1.3415 |
1.3342 |
1.3108 |
|
| R2 |
1.3194 |
1.3194 |
1.3088 |
|
| R1 |
1.3121 |
1.3121 |
1.3067 |
1.3158 |
| PP |
1.2973 |
1.2973 |
1.2973 |
1.2992 |
| S1 |
1.2900 |
1.2900 |
1.3027 |
1.2937 |
| S2 |
1.2752 |
1.2752 |
1.3006 |
|
| S3 |
1.2531 |
1.2679 |
1.2986 |
|
| S4 |
1.2310 |
1.2458 |
1.2925 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3059 |
1.2826 |
0.0233 |
1.8% |
0.0000 |
0.0% |
100% |
True |
False |
|
| 10 |
1.3059 |
1.2791 |
0.0268 |
2.1% |
0.0000 |
0.0% |
100% |
True |
False |
|
| 20 |
1.3108 |
1.2791 |
0.0317 |
2.4% |
0.0000 |
0.0% |
85% |
False |
False |
|
| 40 |
1.3193 |
1.2791 |
0.0402 |
3.1% |
0.0000 |
0.0% |
67% |
False |
False |
|
| 60 |
1.3193 |
1.2393 |
0.0800 |
6.1% |
0.0000 |
0.0% |
83% |
False |
False |
1 |
| 80 |
1.3193 |
1.2226 |
0.0967 |
7.4% |
0.0000 |
0.0% |
86% |
False |
False |
|
| 100 |
1.3193 |
1.2174 |
0.1019 |
7.8% |
0.0000 |
0.0% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3059 |
|
2.618 |
1.3059 |
|
1.618 |
1.3059 |
|
1.000 |
1.3059 |
|
0.618 |
1.3059 |
|
HIGH |
1.3059 |
|
0.618 |
1.3059 |
|
0.500 |
1.3059 |
|
0.382 |
1.3059 |
|
LOW |
1.3059 |
|
0.618 |
1.3059 |
|
1.000 |
1.3059 |
|
1.618 |
1.3059 |
|
2.618 |
1.3059 |
|
4.250 |
1.3059 |
|
|
| Fisher Pivots for day following 03-Jul-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3059 |
1.3038 |
| PP |
1.3059 |
1.3017 |
| S1 |
1.3059 |
1.2996 |
|