CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 20-Sep-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2006 |
20-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2878 |
1.2858 |
-0.0020 |
-0.2% |
1.2872 |
| High |
1.2878 |
1.2858 |
-0.0020 |
-0.2% |
1.2889 |
| Low |
1.2832 |
1.2858 |
0.0026 |
0.2% |
1.2825 |
| Close |
1.2841 |
1.2858 |
0.0017 |
0.1% |
1.2825 |
| Range |
0.0046 |
0.0000 |
-0.0046 |
-100.0% |
0.0064 |
| ATR |
0.0036 |
0.0034 |
-0.0001 |
-3.7% |
0.0000 |
| Volume |
3 |
10 |
7 |
233.3% |
5 |
|
| Daily Pivots for day following 20-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2858 |
1.2858 |
1.2858 |
|
| R3 |
1.2858 |
1.2858 |
1.2858 |
|
| R2 |
1.2858 |
1.2858 |
1.2858 |
|
| R1 |
1.2858 |
1.2858 |
1.2858 |
1.2858 |
| PP |
1.2858 |
1.2858 |
1.2858 |
1.2858 |
| S1 |
1.2858 |
1.2858 |
1.2858 |
1.2858 |
| S2 |
1.2858 |
1.2858 |
1.2858 |
|
| S3 |
1.2858 |
1.2858 |
1.2858 |
|
| S4 |
1.2858 |
1.2858 |
1.2858 |
|
|
| 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% |
0.0009 |
0.1% |
52% |
False |
False |
3 |
| 10 |
1.2933 |
1.2825 |
0.0108 |
0.8% |
0.0005 |
0.0% |
31% |
False |
False |
2 |
| 20 |
1.3023 |
1.2825 |
0.0198 |
1.5% |
0.0004 |
0.0% |
17% |
False |
False |
2 |
| 40 |
1.3091 |
1.2825 |
0.0266 |
2.1% |
0.0002 |
0.0% |
12% |
False |
False |
1 |
| 60 |
1.3091 |
1.2723 |
0.0368 |
2.9% |
0.0003 |
0.0% |
37% |
False |
False |
1 |
| 80 |
1.3193 |
1.2723 |
0.0470 |
3.7% |
0.0002 |
0.0% |
29% |
False |
False |
1 |
| 100 |
1.3193 |
1.2723 |
0.0470 |
3.7% |
0.0002 |
0.0% |
29% |
False |
False |
1 |
| 120 |
1.3193 |
1.2393 |
0.0800 |
6.2% |
0.0002 |
0.0% |
58% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2858 |
|
2.618 |
1.2858 |
|
1.618 |
1.2858 |
|
1.000 |
1.2858 |
|
0.618 |
1.2858 |
|
HIGH |
1.2858 |
|
0.618 |
1.2858 |
|
0.500 |
1.2858 |
|
0.382 |
1.2858 |
|
LOW |
1.2858 |
|
0.618 |
1.2858 |
|
1.000 |
1.2858 |
|
1.618 |
1.2858 |
|
2.618 |
1.2858 |
|
4.250 |
1.2858 |
|
|
| Fisher Pivots for day following 20-Sep-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2858 |
1.2857 |
| PP |
1.2858 |
1.2856 |
| S1 |
1.2858 |
1.2855 |
|