CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 20-Jun-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2006 |
20-Jun-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2796 |
1.2801 |
0.0005 |
0.0% |
1.2822 |
| High |
1.2796 |
1.2801 |
0.0005 |
0.0% |
1.2862 |
| Low |
1.2796 |
1.2801 |
0.0005 |
0.0% |
1.2790 |
| Close |
1.2796 |
1.2801 |
0.0005 |
0.0% |
1.2865 |
| Range |
|
|
|
|
|
| ATR |
0.0055 |
0.0052 |
-0.0004 |
-6.5% |
0.0000 |
| Volume |
40 |
3 |
-37 |
-92.5% |
9 |
|
| Daily Pivots for day following 20-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2801 |
1.2801 |
1.2801 |
|
| R3 |
1.2801 |
1.2801 |
1.2801 |
|
| R2 |
1.2801 |
1.2801 |
1.2801 |
|
| R1 |
1.2801 |
1.2801 |
1.2801 |
1.2801 |
| PP |
1.2801 |
1.2801 |
1.2801 |
1.2801 |
| S1 |
1.2801 |
1.2801 |
1.2801 |
1.2801 |
| S2 |
1.2801 |
1.2801 |
1.2801 |
|
| S3 |
1.2801 |
1.2801 |
1.2801 |
|
| S4 |
1.2801 |
1.2801 |
1.2801 |
|
|
| Weekly Pivots for week ending 16-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3055 |
1.3032 |
1.2905 |
|
| R3 |
1.2983 |
1.2960 |
1.2885 |
|
| R2 |
1.2911 |
1.2911 |
1.2878 |
|
| R1 |
1.2888 |
1.2888 |
1.2872 |
1.2900 |
| PP |
1.2839 |
1.2839 |
1.2839 |
1.2845 |
| S1 |
1.2816 |
1.2816 |
1.2858 |
1.2828 |
| S2 |
1.2767 |
1.2767 |
1.2852 |
|
| S3 |
1.2695 |
1.2744 |
1.2845 |
|
| S4 |
1.2623 |
1.2672 |
1.2825 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2862 |
1.2796 |
0.0066 |
0.5% |
0.0001 |
0.0% |
8% |
False |
False |
10 |
| 10 |
1.3009 |
1.2790 |
0.0219 |
1.7% |
0.0001 |
0.0% |
5% |
False |
False |
5 |
| 20 |
1.3135 |
1.2790 |
0.0345 |
2.7% |
0.0000 |
0.0% |
3% |
False |
False |
3 |
| 40 |
1.3135 |
1.2668 |
0.0467 |
3.6% |
0.0000 |
0.0% |
28% |
False |
False |
2 |
| 60 |
1.3135 |
1.2243 |
0.0892 |
7.0% |
0.0002 |
0.0% |
63% |
False |
False |
2 |
| 80 |
1.3135 |
1.2116 |
0.1019 |
8.0% |
0.0001 |
0.0% |
67% |
False |
False |
2 |
| 100 |
1.3135 |
1.2116 |
0.1019 |
8.0% |
0.0001 |
0.0% |
67% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2801 |
|
2.618 |
1.2801 |
|
1.618 |
1.2801 |
|
1.000 |
1.2801 |
|
0.618 |
1.2801 |
|
HIGH |
1.2801 |
|
0.618 |
1.2801 |
|
0.500 |
1.2801 |
|
0.382 |
1.2801 |
|
LOW |
1.2801 |
|
0.618 |
1.2801 |
|
1.000 |
1.2801 |
|
1.618 |
1.2801 |
|
2.618 |
1.2801 |
|
4.250 |
1.2801 |
|
|
| Fisher Pivots for day following 20-Jun-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2801 |
1.2829 |
| PP |
1.2801 |
1.2820 |
| S1 |
1.2801 |
1.2810 |
|