CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 16-Aug-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2006 |
16-Aug-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2987 |
1.3041 |
0.0054 |
0.4% |
1.3053 |
| High |
1.2987 |
1.3041 |
0.0054 |
0.4% |
1.3090 |
| Low |
1.2987 |
1.3041 |
0.0054 |
0.4% |
1.2928 |
| Close |
1.2987 |
1.3041 |
0.0054 |
0.4% |
1.2928 |
| Range |
|
|
|
|
|
| ATR |
0.0048 |
0.0048 |
0.0000 |
1.0% |
0.0000 |
| Volume |
3 |
0 |
-3 |
-100.0% |
5 |
|
| Daily Pivots for day following 16-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3041 |
1.3041 |
1.3041 |
|
| R3 |
1.3041 |
1.3041 |
1.3041 |
|
| R2 |
1.3041 |
1.3041 |
1.3041 |
|
| R1 |
1.3041 |
1.3041 |
1.3041 |
1.3041 |
| PP |
1.3041 |
1.3041 |
1.3041 |
1.3041 |
| S1 |
1.3041 |
1.3041 |
1.3041 |
1.3041 |
| S2 |
1.3041 |
1.3041 |
1.3041 |
|
| S3 |
1.3041 |
1.3041 |
1.3041 |
|
| S4 |
1.3041 |
1.3041 |
1.3041 |
|
|
| Weekly Pivots for week ending 11-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3468 |
1.3360 |
1.3017 |
|
| R3 |
1.3306 |
1.3198 |
1.2973 |
|
| R2 |
1.3144 |
1.3144 |
1.2958 |
|
| R1 |
1.3036 |
1.3036 |
1.2943 |
1.3009 |
| PP |
1.2982 |
1.2982 |
1.2982 |
1.2969 |
| S1 |
1.2874 |
1.2874 |
1.2913 |
1.2847 |
| S2 |
1.2820 |
1.2820 |
1.2898 |
|
| S3 |
1.2658 |
1.2712 |
1.2883 |
|
| S4 |
1.2496 |
1.2550 |
1.2839 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3041 |
1.2921 |
0.0120 |
0.9% |
0.0000 |
0.0% |
100% |
True |
False |
1 |
| 10 |
1.3091 |
1.2921 |
0.0170 |
1.3% |
0.0000 |
0.0% |
71% |
False |
False |
|
| 20 |
1.3091 |
1.2817 |
0.0274 |
2.1% |
0.0000 |
0.0% |
82% |
False |
False |
|
| 40 |
1.3091 |
1.2723 |
0.0368 |
2.8% |
0.0003 |
0.0% |
86% |
False |
False |
|
| 60 |
1.3193 |
1.2723 |
0.0470 |
3.6% |
0.0002 |
0.0% |
68% |
False |
False |
|
| 80 |
1.3193 |
1.2723 |
0.0470 |
3.6% |
0.0002 |
0.0% |
68% |
False |
False |
|
| 100 |
1.3193 |
1.2298 |
0.0895 |
6.9% |
0.0001 |
0.0% |
83% |
False |
False |
|
| 120 |
1.3193 |
1.2174 |
0.1019 |
7.8% |
0.0001 |
0.0% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3041 |
|
2.618 |
1.3041 |
|
1.618 |
1.3041 |
|
1.000 |
1.3041 |
|
0.618 |
1.3041 |
|
HIGH |
1.3041 |
|
0.618 |
1.3041 |
|
0.500 |
1.3041 |
|
0.382 |
1.3041 |
|
LOW |
1.3041 |
|
0.618 |
1.3041 |
|
1.000 |
1.3041 |
|
1.618 |
1.3041 |
|
2.618 |
1.3041 |
|
4.250 |
1.3041 |
|
|
| Fisher Pivots for day following 16-Aug-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3041 |
1.3021 |
| PP |
1.3041 |
1.3001 |
| S1 |
1.3041 |
1.2981 |
|