CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 04-May-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2006 |
04-May-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2856 |
1.2941 |
0.0085 |
0.7% |
1.2638 |
| High |
1.2856 |
1.2941 |
0.0085 |
0.7% |
1.2860 |
| Low |
1.2856 |
1.2941 |
0.0085 |
0.7% |
1.2638 |
| Close |
1.2856 |
1.2941 |
0.0085 |
0.7% |
1.2838 |
| Range |
|
|
|
|
|
| ATR |
0.0047 |
0.0050 |
0.0003 |
5.8% |
0.0000 |
| Volume |
1 |
0 |
-1 |
-100.0% |
0 |
|
| Daily Pivots for day following 04-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2941 |
1.2941 |
1.2941 |
|
| R3 |
1.2941 |
1.2941 |
1.2941 |
|
| R2 |
1.2941 |
1.2941 |
1.2941 |
|
| R1 |
1.2941 |
1.2941 |
1.2941 |
1.2941 |
| PP |
1.2941 |
1.2941 |
1.2941 |
1.2941 |
| S1 |
1.2941 |
1.2941 |
1.2941 |
1.2941 |
| S2 |
1.2941 |
1.2941 |
1.2941 |
|
| S3 |
1.2941 |
1.2941 |
1.2941 |
|
| S4 |
1.2941 |
1.2941 |
1.2941 |
|
|
| Weekly Pivots for week ending 28-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3445 |
1.3363 |
1.2960 |
|
| R3 |
1.3223 |
1.3141 |
1.2899 |
|
| R2 |
1.3001 |
1.3001 |
1.2879 |
|
| R1 |
1.2919 |
1.2919 |
1.2858 |
1.2960 |
| PP |
1.2779 |
1.2779 |
1.2779 |
1.2799 |
| S1 |
1.2697 |
1.2697 |
1.2818 |
1.2738 |
| S2 |
1.2557 |
1.2557 |
1.2797 |
|
| S3 |
1.2335 |
1.2475 |
1.2777 |
|
| S4 |
1.2113 |
1.2253 |
1.2716 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2941 |
1.2839 |
0.0102 |
0.8% |
0.0000 |
0.0% |
100% |
True |
False |
|
| 10 |
1.2941 |
1.2577 |
0.0364 |
2.8% |
0.0000 |
0.0% |
100% |
True |
False |
|
| 20 |
1.2941 |
1.2322 |
0.0619 |
4.8% |
0.0002 |
0.0% |
100% |
True |
False |
1 |
| 40 |
1.2941 |
1.2165 |
0.0776 |
6.0% |
0.0003 |
0.0% |
100% |
True |
False |
1 |
| 60 |
1.2941 |
1.2116 |
0.0825 |
6.4% |
0.0002 |
0.0% |
100% |
True |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2941 |
|
2.618 |
1.2941 |
|
1.618 |
1.2941 |
|
1.000 |
1.2941 |
|
0.618 |
1.2941 |
|
HIGH |
1.2941 |
|
0.618 |
1.2941 |
|
0.500 |
1.2941 |
|
0.382 |
1.2941 |
|
LOW |
1.2941 |
|
0.618 |
1.2941 |
|
1.000 |
1.2941 |
|
1.618 |
1.2941 |
|
2.618 |
1.2941 |
|
4.250 |
1.2941 |
|
|
| Fisher Pivots for day following 04-May-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2941 |
1.2927 |
| PP |
1.2941 |
1.2913 |
| S1 |
1.2941 |
1.2899 |
|