CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 26-May-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2006 |
26-May-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3023 |
1.2933 |
-0.0090 |
-0.7% |
1.3086 |
| High |
1.3023 |
1.2933 |
-0.0090 |
-0.7% |
1.3090 |
| Low |
1.3023 |
1.2933 |
-0.0090 |
-0.7% |
1.2933 |
| Close |
1.3023 |
1.2933 |
-0.0090 |
-0.7% |
1.2933 |
| Range |
|
|
|
|
|
| ATR |
0.0054 |
0.0057 |
0.0003 |
4.7% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2933 |
1.2933 |
1.2933 |
|
| R3 |
1.2933 |
1.2933 |
1.2933 |
|
| R2 |
1.2933 |
1.2933 |
1.2933 |
|
| R1 |
1.2933 |
1.2933 |
1.2933 |
1.2933 |
| PP |
1.2933 |
1.2933 |
1.2933 |
1.2933 |
| S1 |
1.2933 |
1.2933 |
1.2933 |
1.2933 |
| S2 |
1.2933 |
1.2933 |
1.2933 |
|
| S3 |
1.2933 |
1.2933 |
1.2933 |
|
| S4 |
1.2933 |
1.2933 |
1.2933 |
|
|
| Weekly Pivots for week ending 26-May-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3456 |
1.3352 |
1.3019 |
|
| R3 |
1.3299 |
1.3195 |
1.2976 |
|
| R2 |
1.3142 |
1.3142 |
1.2962 |
|
| R1 |
1.3038 |
1.3038 |
1.2947 |
1.3012 |
| PP |
1.2985 |
1.2985 |
1.2985 |
1.2972 |
| S1 |
1.2881 |
1.2881 |
1.2919 |
1.2855 |
| S2 |
1.2828 |
1.2828 |
1.2904 |
|
| S3 |
1.2671 |
1.2724 |
1.2890 |
|
| S4 |
1.2514 |
1.2567 |
1.2847 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3090 |
1.2933 |
0.0157 |
1.2% |
0.0000 |
0.0% |
0% |
False |
True |
1 |
| 10 |
1.3090 |
1.2933 |
0.0157 |
1.2% |
0.0000 |
0.0% |
0% |
False |
True |
|
| 20 |
1.3129 |
1.2839 |
0.0290 |
2.2% |
0.0000 |
0.0% |
32% |
False |
False |
|
| 40 |
1.3129 |
1.2322 |
0.0807 |
6.2% |
0.0001 |
0.0% |
76% |
False |
False |
1 |
| 60 |
1.3129 |
1.2143 |
0.0986 |
7.6% |
0.0002 |
0.0% |
80% |
False |
False |
1 |
| 80 |
1.3129 |
1.2116 |
0.1013 |
7.8% |
0.0001 |
0.0% |
81% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2933 |
|
2.618 |
1.2933 |
|
1.618 |
1.2933 |
|
1.000 |
1.2933 |
|
0.618 |
1.2933 |
|
HIGH |
1.2933 |
|
0.618 |
1.2933 |
|
0.500 |
1.2933 |
|
0.382 |
1.2933 |
|
LOW |
1.2933 |
|
0.618 |
1.2933 |
|
1.000 |
1.2933 |
|
1.618 |
1.2933 |
|
2.618 |
1.2933 |
|
4.250 |
1.2933 |
|
|
| Fisher Pivots for day following 26-May-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2933 |
1.2978 |
| PP |
1.2933 |
1.2963 |
| S1 |
1.2933 |
1.2948 |
|