CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 28-Sep-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2006 |
28-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2862 |
1.2865 |
0.0003 |
0.0% |
1.2865 |
| High |
1.2862 |
1.2865 |
0.0003 |
0.0% |
1.2946 |
| Low |
1.2862 |
1.2865 |
0.0003 |
0.0% |
1.2832 |
| Close |
1.2862 |
1.2865 |
0.0003 |
0.0% |
1.2942 |
| Range |
|
|
|
|
|
| ATR |
0.0035 |
0.0032 |
-0.0002 |
-6.5% |
0.0000 |
| Volume |
4 |
0 |
-4 |
-100.0% |
20 |
|
| Daily Pivots for day following 28-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2865 |
1.2865 |
1.2865 |
|
| R3 |
1.2865 |
1.2865 |
1.2865 |
|
| R2 |
1.2865 |
1.2865 |
1.2865 |
|
| R1 |
1.2865 |
1.2865 |
1.2865 |
1.2865 |
| PP |
1.2865 |
1.2865 |
1.2865 |
1.2865 |
| S1 |
1.2865 |
1.2865 |
1.2865 |
1.2865 |
| S2 |
1.2865 |
1.2865 |
1.2865 |
|
| S3 |
1.2865 |
1.2865 |
1.2865 |
|
| S4 |
1.2865 |
1.2865 |
1.2865 |
|
|
| Weekly Pivots for week ending 22-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3249 |
1.3209 |
1.3005 |
|
| R3 |
1.3135 |
1.3095 |
1.2973 |
|
| R2 |
1.3021 |
1.3021 |
1.2963 |
|
| R1 |
1.2981 |
1.2981 |
1.2952 |
1.3001 |
| PP |
1.2907 |
1.2907 |
1.2907 |
1.2917 |
| S1 |
1.2867 |
1.2867 |
1.2932 |
1.2887 |
| S2 |
1.2793 |
1.2793 |
1.2921 |
|
| S3 |
1.2679 |
1.2753 |
1.2911 |
|
| S4 |
1.2565 |
1.2639 |
1.2879 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2942 |
1.2856 |
0.0086 |
0.7% |
0.0000 |
0.0% |
10% |
False |
False |
16 |
| 10 |
1.2946 |
1.2825 |
0.0121 |
0.9% |
0.0005 |
0.0% |
33% |
False |
False |
10 |
| 20 |
1.3019 |
1.2825 |
0.0194 |
1.5% |
0.0002 |
0.0% |
21% |
False |
False |
5 |
| 40 |
1.3091 |
1.2825 |
0.0266 |
2.1% |
0.0002 |
0.0% |
15% |
False |
False |
3 |
| 60 |
1.3091 |
1.2723 |
0.0368 |
2.9% |
0.0003 |
0.0% |
39% |
False |
False |
2 |
| 80 |
1.3091 |
1.2723 |
0.0368 |
2.9% |
0.0002 |
0.0% |
39% |
False |
False |
2 |
| 100 |
1.3193 |
1.2723 |
0.0470 |
3.7% |
0.0002 |
0.0% |
30% |
False |
False |
2 |
| 120 |
1.3193 |
1.2393 |
0.0800 |
6.2% |
0.0002 |
0.0% |
59% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2865 |
|
2.618 |
1.2865 |
|
1.618 |
1.2865 |
|
1.000 |
1.2865 |
|
0.618 |
1.2865 |
|
HIGH |
1.2865 |
|
0.618 |
1.2865 |
|
0.500 |
1.2865 |
|
0.382 |
1.2865 |
|
LOW |
1.2865 |
|
0.618 |
1.2865 |
|
1.000 |
1.2865 |
|
1.618 |
1.2865 |
|
2.618 |
1.2865 |
|
4.250 |
1.2865 |
|
|
| Fisher Pivots for day following 28-Sep-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2865 |
1.2864 |
| PP |
1.2865 |
1.2862 |
| S1 |
1.2865 |
1.2861 |
|