CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 15-Sep-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2006 |
15-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2889 |
1.2825 |
-0.0064 |
-0.5% |
1.2872 |
| High |
1.2889 |
1.2825 |
-0.0064 |
-0.5% |
1.2889 |
| Low |
1.2889 |
1.2825 |
-0.0064 |
-0.5% |
1.2825 |
| Close |
1.2889 |
1.2825 |
-0.0064 |
-0.5% |
1.2825 |
| Range |
|
|
|
|
|
| ATR |
0.0032 |
0.0034 |
0.0002 |
7.1% |
0.0000 |
| Volume |
0 |
2 |
2 |
|
5 |
|
| Daily Pivots for day following 15-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2825 |
1.2825 |
1.2825 |
|
| R3 |
1.2825 |
1.2825 |
1.2825 |
|
| R2 |
1.2825 |
1.2825 |
1.2825 |
|
| R1 |
1.2825 |
1.2825 |
1.2825 |
1.2825 |
| PP |
1.2825 |
1.2825 |
1.2825 |
1.2825 |
| S1 |
1.2825 |
1.2825 |
1.2825 |
1.2825 |
| S2 |
1.2825 |
1.2825 |
1.2825 |
|
| S3 |
1.2825 |
1.2825 |
1.2825 |
|
| S4 |
1.2825 |
1.2825 |
1.2825 |
|
|
| Weekly Pivots for week ending 15-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3038 |
1.2996 |
1.2860 |
|
| R3 |
1.2974 |
1.2932 |
1.2843 |
|
| R2 |
1.2910 |
1.2910 |
1.2837 |
|
| R1 |
1.2868 |
1.2868 |
1.2831 |
1.2857 |
| PP |
1.2846 |
1.2846 |
1.2846 |
1.2841 |
| S1 |
1.2804 |
1.2804 |
1.2819 |
1.2793 |
| S2 |
1.2782 |
1.2782 |
1.2813 |
|
| S3 |
1.2718 |
1.2740 |
1.2807 |
|
| S4 |
1.2654 |
1.2676 |
1.2790 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2889 |
1.2825 |
0.0064 |
0.5% |
0.0000 |
0.0% |
0% |
False |
True |
1 |
| 10 |
1.3019 |
1.2825 |
0.0194 |
1.5% |
0.0000 |
0.0% |
0% |
False |
True |
1 |
| 20 |
1.3087 |
1.2825 |
0.0262 |
2.0% |
0.0001 |
0.0% |
0% |
False |
True |
2 |
| 40 |
1.3091 |
1.2817 |
0.0274 |
2.1% |
0.0001 |
0.0% |
3% |
False |
False |
1 |
| 60 |
1.3091 |
1.2723 |
0.0368 |
2.9% |
0.0003 |
0.0% |
28% |
False |
False |
1 |
| 80 |
1.3193 |
1.2723 |
0.0470 |
3.7% |
0.0002 |
0.0% |
22% |
False |
False |
1 |
| 100 |
1.3193 |
1.2723 |
0.0470 |
3.7% |
0.0002 |
0.0% |
22% |
False |
False |
1 |
| 120 |
1.3193 |
1.2298 |
0.0895 |
7.0% |
0.0001 |
0.0% |
59% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2825 |
|
2.618 |
1.2825 |
|
1.618 |
1.2825 |
|
1.000 |
1.2825 |
|
0.618 |
1.2825 |
|
HIGH |
1.2825 |
|
0.618 |
1.2825 |
|
0.500 |
1.2825 |
|
0.382 |
1.2825 |
|
LOW |
1.2825 |
|
0.618 |
1.2825 |
|
1.000 |
1.2825 |
|
1.618 |
1.2825 |
|
2.618 |
1.2825 |
|
4.250 |
1.2825 |
|
|
| Fisher Pivots for day following 15-Sep-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2825 |
1.2857 |
| PP |
1.2825 |
1.2846 |
| S1 |
1.2825 |
1.2836 |
|