CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 24-May-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2006 |
24-May-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3089 |
1.3003 |
-0.0086 |
-0.7% |
1.3030 |
| High |
1.3089 |
1.3003 |
-0.0086 |
-0.7% |
1.3081 |
| Low |
1.3089 |
1.3003 |
-0.0086 |
-0.7% |
1.2971 |
| Close |
1.3089 |
1.3003 |
-0.0086 |
-0.7% |
1.2996 |
| Range |
|
|
|
|
|
| ATR |
0.0055 |
0.0057 |
0.0002 |
4.1% |
0.0000 |
| Volume |
0 |
5 |
5 |
|
4 |
|
| Daily Pivots for day following 24-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3003 |
1.3003 |
1.3003 |
|
| R3 |
1.3003 |
1.3003 |
1.3003 |
|
| R2 |
1.3003 |
1.3003 |
1.3003 |
|
| R1 |
1.3003 |
1.3003 |
1.3003 |
1.3003 |
| PP |
1.3003 |
1.3003 |
1.3003 |
1.3003 |
| S1 |
1.3003 |
1.3003 |
1.3003 |
1.3003 |
| S2 |
1.3003 |
1.3003 |
1.3003 |
|
| S3 |
1.3003 |
1.3003 |
1.3003 |
|
| S4 |
1.3003 |
1.3003 |
1.3003 |
|
|
| Weekly Pivots for week ending 19-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3346 |
1.3281 |
1.3057 |
|
| R3 |
1.3236 |
1.3171 |
1.3026 |
|
| R2 |
1.3126 |
1.3126 |
1.3016 |
|
| R1 |
1.3061 |
1.3061 |
1.3006 |
1.3039 |
| PP |
1.3016 |
1.3016 |
1.3016 |
1.3005 |
| S1 |
1.2951 |
1.2951 |
1.2986 |
1.2929 |
| S2 |
1.2906 |
1.2906 |
1.2976 |
|
| S3 |
1.2796 |
1.2841 |
1.2966 |
|
| S4 |
1.2686 |
1.2731 |
1.2936 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3090 |
1.2996 |
0.0094 |
0.7% |
0.0000 |
0.0% |
7% |
False |
False |
1 |
| 10 |
1.3129 |
1.2971 |
0.0158 |
1.2% |
0.0000 |
0.0% |
20% |
False |
False |
|
| 20 |
1.3129 |
1.2766 |
0.0363 |
2.8% |
0.0000 |
0.0% |
65% |
False |
False |
|
| 40 |
1.3129 |
1.2259 |
0.0870 |
6.7% |
0.0003 |
0.0% |
86% |
False |
False |
1 |
| 60 |
1.3129 |
1.2143 |
0.0986 |
7.6% |
0.0002 |
0.0% |
87% |
False |
False |
1 |
| 80 |
1.3129 |
1.2116 |
0.1013 |
7.8% |
0.0001 |
0.0% |
88% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3003 |
|
2.618 |
1.3003 |
|
1.618 |
1.3003 |
|
1.000 |
1.3003 |
|
0.618 |
1.3003 |
|
HIGH |
1.3003 |
|
0.618 |
1.3003 |
|
0.500 |
1.3003 |
|
0.382 |
1.3003 |
|
LOW |
1.3003 |
|
0.618 |
1.3003 |
|
1.000 |
1.3003 |
|
1.618 |
1.3003 |
|
2.618 |
1.3003 |
|
4.250 |
1.3003 |
|
|
| Fisher Pivots for day following 24-May-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3003 |
1.3047 |
| PP |
1.3003 |
1.3032 |
| S1 |
1.3003 |
1.3018 |
|