CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 10-Aug-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2006 |
10-Aug-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3068 |
1.3004 |
-0.0064 |
-0.5% |
1.2998 |
| High |
1.3090 |
1.3004 |
-0.0086 |
-0.7% |
1.3091 |
| Low |
1.3090 |
1.3004 |
-0.0086 |
-0.7% |
1.2998 |
| Close |
1.3068 |
1.3004 |
-0.0064 |
-0.5% |
1.3091 |
| Range |
|
|
|
|
|
| ATR |
0.0046 |
0.0047 |
0.0001 |
2.8% |
0.0000 |
| Volume |
0 |
4 |
4 |
|
4 |
|
| Daily Pivots for day following 10-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3004 |
1.3004 |
1.3004 |
|
| R3 |
1.3004 |
1.3004 |
1.3004 |
|
| R2 |
1.3004 |
1.3004 |
1.3004 |
|
| R1 |
1.3004 |
1.3004 |
1.3004 |
1.3004 |
| PP |
1.3004 |
1.3004 |
1.3004 |
1.3004 |
| S1 |
1.3004 |
1.3004 |
1.3004 |
1.3004 |
| S2 |
1.3004 |
1.3004 |
1.3004 |
|
| S3 |
1.3004 |
1.3004 |
1.3004 |
|
| S4 |
1.3004 |
1.3004 |
1.3004 |
|
|
| Weekly Pivots for week ending 04-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3339 |
1.3308 |
1.3142 |
|
| R3 |
1.3246 |
1.3215 |
1.3117 |
|
| R2 |
1.3153 |
1.3153 |
1.3108 |
|
| R1 |
1.3122 |
1.3122 |
1.3100 |
1.3138 |
| PP |
1.3060 |
1.3060 |
1.3060 |
1.3068 |
| S1 |
1.3029 |
1.3029 |
1.3082 |
1.3045 |
| S2 |
1.2967 |
1.2967 |
1.3074 |
|
| S3 |
1.2874 |
1.2936 |
1.3065 |
|
| S4 |
1.2781 |
1.2843 |
1.3040 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3091 |
1.3004 |
0.0087 |
0.7% |
0.0000 |
0.0% |
0% |
False |
True |
|
| 10 |
1.3091 |
1.2998 |
0.0093 |
0.7% |
0.0000 |
0.0% |
6% |
False |
False |
|
| 20 |
1.3091 |
1.2723 |
0.0368 |
2.8% |
0.0006 |
0.0% |
76% |
False |
False |
|
| 40 |
1.3091 |
1.2723 |
0.0368 |
2.8% |
0.0003 |
0.0% |
76% |
False |
False |
|
| 60 |
1.3193 |
1.2723 |
0.0470 |
3.6% |
0.0002 |
0.0% |
60% |
False |
False |
|
| 80 |
1.3193 |
1.2607 |
0.0586 |
4.5% |
0.0002 |
0.0% |
68% |
False |
False |
|
| 100 |
1.3193 |
1.2261 |
0.0932 |
7.2% |
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 |
1.3004 |
|
2.618 |
1.3004 |
|
1.618 |
1.3004 |
|
1.000 |
1.3004 |
|
0.618 |
1.3004 |
|
HIGH |
1.3004 |
|
0.618 |
1.3004 |
|
0.500 |
1.3004 |
|
0.382 |
1.3004 |
|
LOW |
1.3004 |
|
0.618 |
1.3004 |
|
1.000 |
1.3004 |
|
1.618 |
1.3004 |
|
2.618 |
1.3004 |
|
4.250 |
1.3004 |
|
|
| Fisher Pivots for day following 10-Aug-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3004 |
1.3047 |
| PP |
1.3004 |
1.3033 |
| S1 |
1.3004 |
1.3018 |
|