CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 31-Jul-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2006 |
31-Jul-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2977 |
1.2998 |
0.0021 |
0.2% |
1.2864 |
| High |
1.3000 |
1.2998 |
-0.0002 |
0.0% |
1.3000 |
| Low |
1.3000 |
1.2998 |
-0.0002 |
0.0% |
1.2817 |
| Close |
1.2977 |
1.2998 |
0.0021 |
0.2% |
1.2977 |
| Range |
|
|
|
|
|
| ATR |
0.0062 |
0.0059 |
-0.0003 |
-4.7% |
0.0000 |
| Volume |
0 |
2 |
2 |
|
1 |
|
| Daily Pivots for day following 31-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2998 |
1.2998 |
1.2998 |
|
| R3 |
1.2998 |
1.2998 |
1.2998 |
|
| R2 |
1.2998 |
1.2998 |
1.2998 |
|
| R1 |
1.2998 |
1.2998 |
1.2998 |
1.2998 |
| PP |
1.2998 |
1.2998 |
1.2998 |
1.2998 |
| S1 |
1.2998 |
1.2998 |
1.2998 |
1.2998 |
| S2 |
1.2998 |
1.2998 |
1.2998 |
|
| S3 |
1.2998 |
1.2998 |
1.2998 |
|
| S4 |
1.2998 |
1.2998 |
1.2998 |
|
|
| Weekly Pivots for week ending 28-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3480 |
1.3412 |
1.3078 |
|
| R3 |
1.3297 |
1.3229 |
1.3027 |
|
| R2 |
1.3114 |
1.3114 |
1.3011 |
|
| R1 |
1.3046 |
1.3046 |
1.2994 |
1.3080 |
| PP |
1.2931 |
1.2931 |
1.2931 |
1.2949 |
| S1 |
1.2863 |
1.2863 |
1.2960 |
1.2897 |
| S2 |
1.2748 |
1.2748 |
1.2943 |
|
| S3 |
1.2565 |
1.2680 |
1.2927 |
|
| S4 |
1.2382 |
1.2497 |
1.2876 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3000 |
1.2817 |
0.0183 |
1.4% |
0.0000 |
0.0% |
99% |
False |
False |
|
| 10 |
1.3000 |
1.2723 |
0.0277 |
2.1% |
0.0012 |
0.1% |
99% |
False |
False |
|
| 20 |
1.3075 |
1.2723 |
0.0352 |
2.7% |
0.0006 |
0.0% |
78% |
False |
False |
|
| 40 |
1.3193 |
1.2723 |
0.0470 |
3.6% |
0.0003 |
0.0% |
59% |
False |
False |
|
| 60 |
1.3193 |
1.2723 |
0.0470 |
3.6% |
0.0002 |
0.0% |
59% |
False |
False |
|
| 80 |
1.3193 |
1.2393 |
0.0800 |
6.2% |
0.0002 |
0.0% |
76% |
False |
False |
|
| 100 |
1.3193 |
1.2223 |
0.0970 |
7.5% |
0.0001 |
0.0% |
80% |
False |
False |
|
| 120 |
1.3193 |
1.2174 |
0.1019 |
7.8% |
0.0001 |
0.0% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2998 |
|
2.618 |
1.2998 |
|
1.618 |
1.2998 |
|
1.000 |
1.2998 |
|
0.618 |
1.2998 |
|
HIGH |
1.2998 |
|
0.618 |
1.2998 |
|
0.500 |
1.2998 |
|
0.382 |
1.2998 |
|
LOW |
1.2998 |
|
0.618 |
1.2998 |
|
1.000 |
1.2998 |
|
1.618 |
1.2998 |
|
2.618 |
1.2998 |
|
4.250 |
1.2998 |
|
|
| Fisher Pivots for day following 31-Jul-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2998 |
1.2995 |
| PP |
1.2998 |
1.2993 |
| S1 |
1.2998 |
1.2990 |
|