CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 12-Jul-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2006 |
12-Jul-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2967 |
1.2897 |
-0.0070 |
-0.5% |
1.3000 |
| High |
1.2967 |
1.2897 |
-0.0070 |
-0.5% |
1.3016 |
| Low |
1.2967 |
1.2897 |
-0.0070 |
-0.5% |
1.2939 |
| Close |
1.2967 |
1.2897 |
-0.0070 |
-0.5% |
1.3016 |
| Range |
|
|
|
|
|
| ATR |
0.0055 |
0.0056 |
0.0001 |
2.0% |
0.0000 |
| Volume |
6 |
10 |
4 |
66.7% |
5 |
|
| Daily Pivots for day following 12-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2897 |
1.2897 |
1.2897 |
|
| R3 |
1.2897 |
1.2897 |
1.2897 |
|
| R2 |
1.2897 |
1.2897 |
1.2897 |
|
| R1 |
1.2897 |
1.2897 |
1.2897 |
1.2897 |
| PP |
1.2897 |
1.2897 |
1.2897 |
1.2897 |
| S1 |
1.2897 |
1.2897 |
1.2897 |
1.2897 |
| S2 |
1.2897 |
1.2897 |
1.2897 |
|
| S3 |
1.2897 |
1.2897 |
1.2897 |
|
| S4 |
1.2897 |
1.2897 |
1.2897 |
|
|
| 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 |
1.2897 |
0.0119 |
0.9% |
0.0000 |
0.0% |
0% |
False |
True |
5 |
| 10 |
1.3016 |
1.2766 |
0.0250 |
1.9% |
0.0000 |
0.0% |
52% |
False |
False |
3 |
| 20 |
1.3016 |
1.2731 |
0.0285 |
2.2% |
0.0000 |
0.0% |
58% |
False |
False |
4 |
| 40 |
1.3135 |
1.2731 |
0.0404 |
3.1% |
0.0000 |
0.0% |
41% |
False |
False |
2 |
| 60 |
1.3135 |
1.2550 |
0.0585 |
4.5% |
0.0000 |
0.0% |
59% |
False |
False |
2 |
| 80 |
1.3135 |
1.2206 |
0.0929 |
7.2% |
0.0001 |
0.0% |
74% |
False |
False |
2 |
| 100 |
1.3135 |
1.2116 |
0.1019 |
7.9% |
0.0001 |
0.0% |
77% |
False |
False |
2 |
| 120 |
1.3135 |
1.2116 |
0.1019 |
7.9% |
0.0001 |
0.0% |
77% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2897 |
|
2.618 |
1.2897 |
|
1.618 |
1.2897 |
|
1.000 |
1.2897 |
|
0.618 |
1.2897 |
|
HIGH |
1.2897 |
|
0.618 |
1.2897 |
|
0.500 |
1.2897 |
|
0.382 |
1.2897 |
|
LOW |
1.2897 |
|
0.618 |
1.2897 |
|
1.000 |
1.2897 |
|
1.618 |
1.2897 |
|
2.618 |
1.2897 |
|
4.250 |
1.2897 |
|
|
| Fisher Pivots for day following 12-Jul-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2897 |
1.2932 |
| PP |
1.2897 |
1.2920 |
| S1 |
1.2897 |
1.2909 |
|