CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 12-Jun-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2006 |
12-Jun-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2858 |
1.2822 |
-0.0036 |
-0.3% |
1.3135 |
| High |
1.2858 |
1.2822 |
-0.0036 |
-0.3% |
1.3135 |
| Low |
1.2858 |
1.2822 |
-0.0036 |
-0.3% |
1.2848 |
| Close |
1.2858 |
1.2822 |
-0.0036 |
-0.3% |
1.2858 |
| Range |
|
|
|
|
|
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
4 |
0 |
-4 |
-100.0% |
19 |
|
| Daily Pivots for day following 12-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2822 |
1.2822 |
1.2822 |
|
| R3 |
1.2822 |
1.2822 |
1.2822 |
|
| R2 |
1.2822 |
1.2822 |
1.2822 |
|
| R1 |
1.2822 |
1.2822 |
1.2822 |
1.2822 |
| PP |
1.2822 |
1.2822 |
1.2822 |
1.2822 |
| S1 |
1.2822 |
1.2822 |
1.2822 |
1.2822 |
| S2 |
1.2822 |
1.2822 |
1.2822 |
|
| S3 |
1.2822 |
1.2822 |
1.2822 |
|
| S4 |
1.2822 |
1.2822 |
1.2822 |
|
|
| Weekly Pivots for week ending 09-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3808 |
1.3620 |
1.3016 |
|
| R3 |
1.3521 |
1.3333 |
1.2937 |
|
| R2 |
1.3234 |
1.3234 |
1.2911 |
|
| R1 |
1.3046 |
1.3046 |
1.2884 |
1.2997 |
| PP |
1.2947 |
1.2947 |
1.2947 |
1.2922 |
| S1 |
1.2759 |
1.2759 |
1.2832 |
1.2710 |
| S2 |
1.2660 |
1.2660 |
1.2805 |
|
| S3 |
1.2373 |
1.2472 |
1.2779 |
|
| S4 |
1.2086 |
1.2185 |
1.2700 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3050 |
1.2822 |
0.0228 |
1.8% |
0.0000 |
0.0% |
0% |
False |
True |
3 |
| 10 |
1.3135 |
1.2822 |
0.0313 |
2.4% |
0.0000 |
0.0% |
0% |
False |
True |
2 |
| 20 |
1.3135 |
1.2822 |
0.0313 |
2.4% |
0.0000 |
0.0% |
0% |
False |
True |
1 |
| 40 |
1.3135 |
1.2508 |
0.0627 |
4.9% |
0.0001 |
0.0% |
50% |
False |
False |
1 |
| 60 |
1.3135 |
1.2206 |
0.0929 |
7.2% |
0.0002 |
0.0% |
66% |
False |
False |
1 |
| 80 |
1.3135 |
1.2116 |
0.1019 |
7.9% |
0.0001 |
0.0% |
69% |
False |
False |
1 |
| 100 |
1.3135 |
1.2116 |
0.1019 |
7.9% |
0.0001 |
0.0% |
69% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2822 |
|
2.618 |
1.2822 |
|
1.618 |
1.2822 |
|
1.000 |
1.2822 |
|
0.618 |
1.2822 |
|
HIGH |
1.2822 |
|
0.618 |
1.2822 |
|
0.500 |
1.2822 |
|
0.382 |
1.2822 |
|
LOW |
1.2822 |
|
0.618 |
1.2822 |
|
1.000 |
1.2822 |
|
1.618 |
1.2822 |
|
2.618 |
1.2822 |
|
4.250 |
1.2822 |
|
|
| Fisher Pivots for day following 12-Jun-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2822 |
1.2840 |
| PP |
1.2822 |
1.2834 |
| S1 |
1.2822 |
1.2828 |
|