CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 30-Aug-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2006 |
30-Aug-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3023 |
1.3015 |
-0.0008 |
-0.1% |
1.3087 |
| High |
1.3023 |
1.3015 |
-0.0008 |
-0.1% |
1.3087 |
| Low |
1.3023 |
1.3015 |
-0.0008 |
-0.1% |
1.2953 |
| Close |
1.3023 |
1.3021 |
-0.0002 |
0.0% |
1.2953 |
| Range |
|
|
|
|
|
| ATR |
0.0041 |
0.0039 |
-0.0002 |
-5.7% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3017 |
1.3019 |
1.3021 |
|
| R3 |
1.3017 |
1.3019 |
1.3021 |
|
| R2 |
1.3017 |
1.3017 |
1.3021 |
|
| R1 |
1.3019 |
1.3019 |
1.3021 |
1.3018 |
| PP |
1.3017 |
1.3017 |
1.3017 |
1.3017 |
| S1 |
1.3019 |
1.3019 |
1.3021 |
1.3018 |
| S2 |
1.3017 |
1.3017 |
1.3021 |
|
| S3 |
1.3017 |
1.3019 |
1.3021 |
|
| S4 |
1.3017 |
1.3019 |
1.3021 |
|
|
| Weekly Pivots for week ending 25-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3400 |
1.3310 |
1.3027 |
|
| R3 |
1.3266 |
1.3176 |
1.2990 |
|
| R2 |
1.3132 |
1.3132 |
1.2978 |
|
| R1 |
1.3042 |
1.3042 |
1.2965 |
1.3020 |
| PP |
1.2998 |
1.2998 |
1.2998 |
1.2987 |
| S1 |
1.2908 |
1.2908 |
1.2941 |
1.2886 |
| S2 |
1.2864 |
1.2864 |
1.2928 |
|
| S3 |
1.2730 |
1.2774 |
1.2916 |
|
| S4 |
1.2596 |
1.2640 |
1.2879 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3023 |
1.2953 |
0.0070 |
0.5% |
0.0000 |
0.0% |
97% |
False |
False |
4 |
| 10 |
1.3087 |
1.2953 |
0.0134 |
1.0% |
0.0003 |
0.0% |
51% |
False |
False |
3 |
| 20 |
1.3091 |
1.2921 |
0.0170 |
1.3% |
0.0001 |
0.0% |
59% |
False |
False |
1 |
| 40 |
1.3091 |
1.2723 |
0.0368 |
2.8% |
0.0004 |
0.0% |
81% |
False |
False |
1 |
| 60 |
1.3091 |
1.2723 |
0.0368 |
2.8% |
0.0003 |
0.0% |
81% |
False |
False |
|
| 80 |
1.3193 |
1.2723 |
0.0470 |
3.6% |
0.0002 |
0.0% |
63% |
False |
False |
1 |
| 100 |
1.3193 |
1.2393 |
0.0800 |
6.1% |
0.0002 |
0.0% |
79% |
False |
False |
1 |
| 120 |
1.3193 |
1.2261 |
0.0932 |
7.2% |
0.0001 |
0.0% |
82% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3015 |
|
2.618 |
1.3015 |
|
1.618 |
1.3015 |
|
1.000 |
1.3015 |
|
0.618 |
1.3015 |
|
HIGH |
1.3015 |
|
0.618 |
1.3015 |
|
0.500 |
1.3015 |
|
0.382 |
1.3015 |
|
LOW |
1.3015 |
|
0.618 |
1.3015 |
|
1.000 |
1.3015 |
|
1.618 |
1.3015 |
|
2.618 |
1.3015 |
|
4.250 |
1.3015 |
|
|
| Fisher Pivots for day following 30-Aug-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3019 |
1.3014 |
| PP |
1.3017 |
1.3007 |
| S1 |
1.3015 |
1.3001 |
|