CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 17-May-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2006 |
17-May-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3081 |
1.2971 |
-0.0110 |
-0.8% |
1.2930 |
| High |
1.3081 |
1.2971 |
-0.0110 |
-0.8% |
1.3129 |
| Low |
1.3081 |
1.2971 |
-0.0110 |
-0.8% |
1.2930 |
| Close |
1.3081 |
1.2971 |
-0.0110 |
-0.8% |
1.3129 |
| Range |
|
|
|
|
|
| ATR |
0.0051 |
0.0055 |
0.0004 |
8.2% |
0.0000 |
| Volume |
3 |
1 |
-2 |
-66.7% |
2 |
|
| Daily Pivots for day following 17-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2971 |
1.2971 |
1.2971 |
|
| R3 |
1.2971 |
1.2971 |
1.2971 |
|
| R2 |
1.2971 |
1.2971 |
1.2971 |
|
| R1 |
1.2971 |
1.2971 |
1.2971 |
1.2971 |
| PP |
1.2971 |
1.2971 |
1.2971 |
1.2971 |
| S1 |
1.2971 |
1.2971 |
1.2971 |
1.2971 |
| S2 |
1.2971 |
1.2971 |
1.2971 |
|
| S3 |
1.2971 |
1.2971 |
1.2971 |
|
| S4 |
1.2971 |
1.2971 |
1.2971 |
|
|
| Weekly Pivots for week ending 12-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3660 |
1.3593 |
1.3238 |
|
| R3 |
1.3461 |
1.3394 |
1.3184 |
|
| R2 |
1.3262 |
1.3262 |
1.3165 |
|
| R1 |
1.3195 |
1.3195 |
1.3147 |
1.3229 |
| PP |
1.3063 |
1.3063 |
1.3063 |
1.3079 |
| S1 |
1.2996 |
1.2996 |
1.3111 |
1.3030 |
| S2 |
1.2864 |
1.2864 |
1.3093 |
|
| S3 |
1.2665 |
1.2797 |
1.3074 |
|
| S4 |
1.2466 |
1.2598 |
1.3020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3129 |
1.2971 |
0.0158 |
1.2% |
0.0000 |
0.0% |
0% |
False |
True |
|
| 10 |
1.3129 |
1.2930 |
0.0199 |
1.5% |
0.0000 |
0.0% |
21% |
False |
False |
|
| 20 |
1.3129 |
1.2552 |
0.0577 |
4.4% |
0.0000 |
0.0% |
73% |
False |
False |
|
| 40 |
1.3129 |
1.2206 |
0.0923 |
7.1% |
0.0003 |
0.0% |
83% |
False |
False |
1 |
| 60 |
1.3129 |
1.2116 |
0.1013 |
7.8% |
0.0002 |
0.0% |
84% |
False |
False |
1 |
| 80 |
1.3129 |
1.2116 |
0.1013 |
7.8% |
0.0001 |
0.0% |
84% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2971 |
|
2.618 |
1.2971 |
|
1.618 |
1.2971 |
|
1.000 |
1.2971 |
|
0.618 |
1.2971 |
|
HIGH |
1.2971 |
|
0.618 |
1.2971 |
|
0.500 |
1.2971 |
|
0.382 |
1.2971 |
|
LOW |
1.2971 |
|
0.618 |
1.2971 |
|
1.000 |
1.2971 |
|
1.618 |
1.2971 |
|
2.618 |
1.2971 |
|
4.250 |
1.2971 |
|
|
| Fisher Pivots for day following 17-May-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2971 |
1.3026 |
| PP |
1.2971 |
1.3008 |
| S1 |
1.2971 |
1.2989 |
|