CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 08-May-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2006 |
08-May-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2962 |
1.2930 |
-0.0032 |
-0.2% |
1.2839 |
| High |
1.2962 |
1.2930 |
-0.0032 |
-0.2% |
1.2962 |
| Low |
1.2962 |
1.2930 |
-0.0032 |
-0.2% |
1.2839 |
| Close |
1.2962 |
1.2930 |
-0.0032 |
-0.2% |
1.2962 |
| Range |
|
|
|
|
|
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
2 |
0 |
-2 |
-100.0% |
4 |
|
| Daily Pivots for day following 08-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2930 |
1.2930 |
1.2930 |
|
| R3 |
1.2930 |
1.2930 |
1.2930 |
|
| R2 |
1.2930 |
1.2930 |
1.2930 |
|
| R1 |
1.2930 |
1.2930 |
1.2930 |
1.2930 |
| PP |
1.2930 |
1.2930 |
1.2930 |
1.2930 |
| S1 |
1.2930 |
1.2930 |
1.2930 |
1.2930 |
| S2 |
1.2930 |
1.2930 |
1.2930 |
|
| S3 |
1.2930 |
1.2930 |
1.2930 |
|
| S4 |
1.2930 |
1.2930 |
1.2930 |
|
|
| Weekly Pivots for week ending 05-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3290 |
1.3249 |
1.3030 |
|
| R3 |
1.3167 |
1.3126 |
1.2996 |
|
| R2 |
1.3044 |
1.3044 |
1.2985 |
|
| R1 |
1.3003 |
1.3003 |
1.2973 |
1.3024 |
| PP |
1.2921 |
1.2921 |
1.2921 |
1.2931 |
| S1 |
1.2880 |
1.2880 |
1.2951 |
1.2901 |
| S2 |
1.2798 |
1.2798 |
1.2939 |
|
| S3 |
1.2675 |
1.2757 |
1.2928 |
|
| S4 |
1.2552 |
1.2634 |
1.2894 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2962 |
1.2856 |
0.0106 |
0.8% |
0.0000 |
0.0% |
70% |
False |
False |
|
| 10 |
1.2962 |
1.2668 |
0.0294 |
2.3% |
0.0000 |
0.0% |
89% |
False |
False |
|
| 20 |
1.2962 |
1.2322 |
0.0640 |
4.9% |
0.0002 |
0.0% |
95% |
False |
False |
1 |
| 40 |
1.2962 |
1.2206 |
0.0756 |
5.8% |
0.0003 |
0.0% |
96% |
False |
False |
1 |
| 60 |
1.2962 |
1.2116 |
0.0846 |
6.5% |
0.0002 |
0.0% |
96% |
False |
False |
1 |
| 80 |
1.2962 |
1.2116 |
0.0846 |
6.5% |
0.0001 |
0.0% |
96% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2930 |
|
2.618 |
1.2930 |
|
1.618 |
1.2930 |
|
1.000 |
1.2930 |
|
0.618 |
1.2930 |
|
HIGH |
1.2930 |
|
0.618 |
1.2930 |
|
0.500 |
1.2930 |
|
0.382 |
1.2930 |
|
LOW |
1.2930 |
|
0.618 |
1.2930 |
|
1.000 |
1.2930 |
|
1.618 |
1.2930 |
|
2.618 |
1.2930 |
|
4.250 |
1.2930 |
|
|
| Fisher Pivots for day following 08-May-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2930 |
1.2946 |
| PP |
1.2930 |
1.2941 |
| S1 |
1.2930 |
1.2935 |
|