CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 18-Jul-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2006 |
18-Jul-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2767 |
1.2753 |
-0.0014 |
-0.1% |
1.2987 |
| High |
1.2767 |
1.2753 |
-0.0014 |
-0.1% |
1.3026 |
| Low |
1.2767 |
1.2753 |
-0.0014 |
-0.1% |
1.2903 |
| Close |
1.2767 |
1.2753 |
-0.0014 |
-0.1% |
1.2903 |
| Range |
|
|
|
|
|
| ATR |
0.0058 |
0.0055 |
-0.0003 |
-5.4% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2753 |
1.2753 |
1.2753 |
|
| R3 |
1.2753 |
1.2753 |
1.2753 |
|
| R2 |
1.2753 |
1.2753 |
1.2753 |
|
| R1 |
1.2753 |
1.2753 |
1.2753 |
1.2753 |
| PP |
1.2753 |
1.2753 |
1.2753 |
1.2753 |
| S1 |
1.2753 |
1.2753 |
1.2753 |
1.2753 |
| S2 |
1.2753 |
1.2753 |
1.2753 |
|
| S3 |
1.2753 |
1.2753 |
1.2753 |
|
| S4 |
1.2753 |
1.2753 |
1.2753 |
|
|
| Weekly Pivots for week ending 14-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3313 |
1.3231 |
1.2971 |
|
| R3 |
1.3190 |
1.3108 |
1.2937 |
|
| R2 |
1.3067 |
1.3067 |
1.2926 |
|
| R1 |
1.2985 |
1.2985 |
1.2914 |
1.2965 |
| PP |
1.2944 |
1.2944 |
1.2944 |
1.2934 |
| S1 |
1.2862 |
1.2862 |
1.2892 |
1.2842 |
| S2 |
1.2821 |
1.2821 |
1.2880 |
|
| S3 |
1.2698 |
1.2739 |
1.2869 |
|
| S4 |
1.2575 |
1.2616 |
1.2835 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2956 |
1.2753 |
0.0203 |
1.6% |
0.0000 |
0.0% |
0% |
False |
True |
|
| 10 |
1.3075 |
1.2753 |
0.0322 |
2.5% |
0.0000 |
0.0% |
0% |
False |
True |
|
| 20 |
1.3075 |
1.2753 |
0.0322 |
2.5% |
0.0000 |
0.0% |
0% |
False |
True |
|
| 40 |
1.3193 |
1.2753 |
0.0440 |
3.5% |
0.0000 |
0.0% |
0% |
False |
True |
|
| 60 |
1.3193 |
1.2693 |
0.0500 |
3.9% |
0.0000 |
0.0% |
12% |
False |
False |
1 |
| 80 |
1.3193 |
1.2298 |
0.0895 |
7.0% |
0.0000 |
0.0% |
51% |
False |
False |
1 |
| 100 |
1.3193 |
1.2174 |
0.1019 |
8.0% |
0.0000 |
0.0% |
57% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2753 |
|
2.618 |
1.2753 |
|
1.618 |
1.2753 |
|
1.000 |
1.2753 |
|
0.618 |
1.2753 |
|
HIGH |
1.2753 |
|
0.618 |
1.2753 |
|
0.500 |
1.2753 |
|
0.382 |
1.2753 |
|
LOW |
1.2753 |
|
0.618 |
1.2753 |
|
1.000 |
1.2753 |
|
1.618 |
1.2753 |
|
2.618 |
1.2753 |
|
4.250 |
1.2753 |
|
|
| Fisher Pivots for day following 18-Jul-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2753 |
1.2828 |
| PP |
1.2753 |
1.2803 |
| S1 |
1.2753 |
1.2778 |
|