CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 10-Jul-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2006 |
10-Jul-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3016 |
1.2931 |
-0.0085 |
-0.7% |
1.3000 |
| High |
1.3016 |
1.2926 |
-0.0090 |
-0.7% |
1.3016 |
| Low |
1.3016 |
1.2926 |
-0.0090 |
-0.7% |
1.2939 |
| Close |
1.3016 |
1.2931 |
-0.0085 |
-0.7% |
1.3016 |
| Range |
|
|
|
|
|
| ATR |
0.0054 |
0.0056 |
0.0003 |
4.8% |
0.0000 |
| Volume |
2 |
9 |
7 |
350.0% |
5 |
|
| Daily Pivots for day following 10-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2928 |
1.2929 |
1.2931 |
|
| R3 |
1.2928 |
1.2929 |
1.2931 |
|
| R2 |
1.2928 |
1.2928 |
1.2931 |
|
| R1 |
1.2929 |
1.2929 |
1.2931 |
1.2931 |
| PP |
1.2928 |
1.2928 |
1.2928 |
1.2929 |
| S1 |
1.2929 |
1.2929 |
1.2931 |
1.2931 |
| S2 |
1.2928 |
1.2928 |
1.2931 |
|
| S3 |
1.2928 |
1.2929 |
1.2931 |
|
| S4 |
1.2928 |
1.2929 |
1.2931 |
|
|
| Weekly Pivots for week ending 07-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3221 |
1.3196 |
1.3058 |
|
| R3 |
1.3144 |
1.3119 |
1.3037 |
|
| R2 |
1.3067 |
1.3067 |
1.3030 |
|
| R1 |
1.3042 |
1.3042 |
1.3023 |
1.3055 |
| PP |
1.2990 |
1.2990 |
1.2990 |
1.2997 |
| S1 |
1.2965 |
1.2965 |
1.3009 |
1.2978 |
| S2 |
1.2913 |
1.2913 |
1.3002 |
|
| S3 |
1.2836 |
1.2888 |
1.2995 |
|
| S4 |
1.2759 |
1.2811 |
1.2974 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3016 |
1.2926 |
0.0090 |
0.7% |
0.0000 |
0.0% |
6% |
False |
True |
2 |
| 10 |
1.3016 |
1.2766 |
0.0250 |
1.9% |
0.0000 |
0.0% |
66% |
False |
False |
1 |
| 20 |
1.3016 |
1.2731 |
0.0285 |
2.2% |
0.0000 |
0.0% |
70% |
False |
False |
3 |
| 40 |
1.3135 |
1.2731 |
0.0404 |
3.1% |
0.0000 |
0.0% |
50% |
False |
False |
2 |
| 60 |
1.3135 |
1.2340 |
0.0795 |
6.1% |
0.0000 |
0.0% |
74% |
False |
False |
2 |
| 80 |
1.3135 |
1.2206 |
0.0929 |
7.2% |
0.0001 |
0.0% |
78% |
False |
False |
2 |
| 100 |
1.3135 |
1.2116 |
0.1019 |
7.9% |
0.0001 |
0.0% |
80% |
False |
False |
2 |
| 120 |
1.3135 |
1.2116 |
0.1019 |
7.9% |
0.0001 |
0.0% |
80% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2926 |
|
2.618 |
1.2926 |
|
1.618 |
1.2926 |
|
1.000 |
1.2926 |
|
0.618 |
1.2926 |
|
HIGH |
1.2926 |
|
0.618 |
1.2926 |
|
0.500 |
1.2926 |
|
0.382 |
1.2926 |
|
LOW |
1.2926 |
|
0.618 |
1.2926 |
|
1.000 |
1.2926 |
|
1.618 |
1.2926 |
|
2.618 |
1.2926 |
|
4.250 |
1.2926 |
|
|
| Fisher Pivots for day following 10-Jul-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2929 |
1.2971 |
| PP |
1.2928 |
1.2958 |
| S1 |
1.2926 |
1.2944 |
|