CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 12-Jul-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2006 |
12-Jul-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3026 |
1.2956 |
-0.0070 |
-0.5% |
1.3059 |
| High |
1.3026 |
1.2956 |
-0.0070 |
-0.5% |
1.3075 |
| Low |
1.3026 |
1.2956 |
-0.0070 |
-0.5% |
1.2998 |
| Close |
1.3026 |
1.2956 |
-0.0070 |
-0.5% |
1.3075 |
| Range |
|
|
|
|
|
| ATR |
0.0055 |
0.0056 |
0.0001 |
1.9% |
0.0000 |
| Volume |
2 |
1 |
-1 |
-50.0% |
0 |
|
| Daily Pivots for day following 12-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2956 |
1.2956 |
1.2956 |
|
| R3 |
1.2956 |
1.2956 |
1.2956 |
|
| R2 |
1.2956 |
1.2956 |
1.2956 |
|
| R1 |
1.2956 |
1.2956 |
1.2956 |
1.2956 |
| PP |
1.2956 |
1.2956 |
1.2956 |
1.2956 |
| S1 |
1.2956 |
1.2956 |
1.2956 |
1.2956 |
| S2 |
1.2956 |
1.2956 |
1.2956 |
|
| S3 |
1.2956 |
1.2956 |
1.2956 |
|
| S4 |
1.2956 |
1.2956 |
1.2956 |
|
|
| Weekly Pivots for week ending 07-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3280 |
1.3255 |
1.3117 |
|
| R3 |
1.3203 |
1.3178 |
1.3096 |
|
| R2 |
1.3126 |
1.3126 |
1.3089 |
|
| R1 |
1.3101 |
1.3101 |
1.3082 |
1.3114 |
| PP |
1.3049 |
1.3049 |
1.3049 |
1.3056 |
| S1 |
1.3024 |
1.3024 |
1.3068 |
1.3037 |
| S2 |
1.2972 |
1.2972 |
1.3061 |
|
| S3 |
1.2895 |
1.2947 |
1.3054 |
|
| S4 |
1.2818 |
1.2870 |
1.3033 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3075 |
1.2956 |
0.0119 |
0.9% |
0.0000 |
0.0% |
0% |
False |
True |
|
| 10 |
1.3075 |
1.2826 |
0.0249 |
1.9% |
0.0000 |
0.0% |
52% |
False |
False |
|
| 20 |
1.3075 |
1.2791 |
0.0284 |
2.2% |
0.0000 |
0.0% |
58% |
False |
False |
|
| 40 |
1.3193 |
1.2791 |
0.0402 |
3.1% |
0.0000 |
0.0% |
41% |
False |
False |
|
| 60 |
1.3193 |
1.2605 |
0.0588 |
4.5% |
0.0000 |
0.0% |
60% |
False |
False |
1 |
| 80 |
1.3193 |
1.2261 |
0.0932 |
7.2% |
0.0000 |
0.0% |
75% |
False |
False |
1 |
| 100 |
1.3193 |
1.2174 |
0.1019 |
7.9% |
0.0000 |
0.0% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2956 |
|
2.618 |
1.2956 |
|
1.618 |
1.2956 |
|
1.000 |
1.2956 |
|
0.618 |
1.2956 |
|
HIGH |
1.2956 |
|
0.618 |
1.2956 |
|
0.500 |
1.2956 |
|
0.382 |
1.2956 |
|
LOW |
1.2956 |
|
0.618 |
1.2956 |
|
1.000 |
1.2956 |
|
1.618 |
1.2956 |
|
2.618 |
1.2956 |
|
4.250 |
1.2956 |
|
|
| Fisher Pivots for day following 12-Jul-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2956 |
1.2991 |
| PP |
1.2956 |
1.2979 |
| S1 |
1.2956 |
1.2968 |
|