CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 13-Apr-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2006 |
13-Apr-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2322 |
1.2340 |
0.0018 |
0.1% |
1.2376 |
| High |
1.2338 |
1.2340 |
0.0002 |
0.0% |
1.2537 |
| Low |
1.2322 |
1.2340 |
0.0018 |
0.1% |
1.2348 |
| Close |
1.2341 |
1.2340 |
-0.0001 |
0.0% |
1.2348 |
| Range |
0.0016 |
0.0000 |
-0.0016 |
-100.0% |
0.0189 |
| ATR |
0.0051 |
0.0048 |
-0.0004 |
-7.0% |
0.0000 |
| Volume |
0 |
15 |
15 |
|
5 |
|
| Daily Pivots for day following 13-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2340 |
1.2340 |
1.2340 |
|
| R3 |
1.2340 |
1.2340 |
1.2340 |
|
| R2 |
1.2340 |
1.2340 |
1.2340 |
|
| R1 |
1.2340 |
1.2340 |
1.2340 |
1.2340 |
| PP |
1.2340 |
1.2340 |
1.2340 |
1.2340 |
| S1 |
1.2340 |
1.2340 |
1.2340 |
1.2340 |
| S2 |
1.2340 |
1.2340 |
1.2340 |
|
| S3 |
1.2340 |
1.2340 |
1.2340 |
|
| S4 |
1.2340 |
1.2340 |
1.2340 |
|
|
| Weekly Pivots for week ending 07-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2978 |
1.2852 |
1.2452 |
|
| R3 |
1.2789 |
1.2663 |
1.2400 |
|
| R2 |
1.2600 |
1.2600 |
1.2383 |
|
| R1 |
1.2474 |
1.2474 |
1.2365 |
1.2443 |
| PP |
1.2411 |
1.2411 |
1.2411 |
1.2395 |
| S1 |
1.2285 |
1.2285 |
1.2331 |
1.2254 |
| S2 |
1.2222 |
1.2222 |
1.2313 |
|
| S3 |
1.2033 |
1.2096 |
1.2296 |
|
| S4 |
1.1844 |
1.1907 |
1.2244 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2375 |
1.2322 |
0.0053 |
0.4% |
0.0003 |
0.0% |
34% |
False |
False |
3 |
| 10 |
1.2537 |
1.2322 |
0.0215 |
1.7% |
0.0002 |
0.0% |
8% |
False |
False |
3 |
| 20 |
1.2537 |
1.2206 |
0.0331 |
2.7% |
0.0004 |
0.0% |
40% |
False |
False |
2 |
| 40 |
1.2537 |
1.2116 |
0.0421 |
3.4% |
0.0002 |
0.0% |
53% |
False |
False |
2 |
| 60 |
1.2580 |
1.2116 |
0.0464 |
3.8% |
0.0001 |
0.0% |
48% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2340 |
|
2.618 |
1.2340 |
|
1.618 |
1.2340 |
|
1.000 |
1.2340 |
|
0.618 |
1.2340 |
|
HIGH |
1.2340 |
|
0.618 |
1.2340 |
|
0.500 |
1.2340 |
|
0.382 |
1.2340 |
|
LOW |
1.2340 |
|
0.618 |
1.2340 |
|
1.000 |
1.2340 |
|
1.618 |
1.2340 |
|
2.618 |
1.2340 |
|
4.250 |
1.2340 |
|
|
| Fisher Pivots for day following 13-Apr-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2340 |
1.2349 |
| PP |
1.2340 |
1.2346 |
| S1 |
1.2340 |
1.2343 |
|