CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 18-Jul-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2006 |
18-Jul-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2711 |
1.2697 |
-0.0014 |
-0.1% |
1.2931 |
| High |
1.2711 |
1.2697 |
-0.0014 |
-0.1% |
1.2967 |
| Low |
1.2711 |
1.2697 |
-0.0014 |
-0.1% |
1.2844 |
| Close |
1.2711 |
1.2697 |
-0.0014 |
-0.1% |
1.2844 |
| Range |
|
|
|
|
|
| ATR |
0.0058 |
0.0055 |
-0.0003 |
-5.4% |
0.0000 |
| Volume |
0 |
1 |
1 |
|
38 |
|
| Daily Pivots for day following 18-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2697 |
1.2697 |
1.2697 |
|
| R3 |
1.2697 |
1.2697 |
1.2697 |
|
| R2 |
1.2697 |
1.2697 |
1.2697 |
|
| R1 |
1.2697 |
1.2697 |
1.2697 |
1.2697 |
| PP |
1.2697 |
1.2697 |
1.2697 |
1.2697 |
| S1 |
1.2697 |
1.2697 |
1.2697 |
1.2697 |
| S2 |
1.2697 |
1.2697 |
1.2697 |
|
| S3 |
1.2697 |
1.2697 |
1.2697 |
|
| S4 |
1.2697 |
1.2697 |
1.2697 |
|
|
| Weekly Pivots for week ending 14-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3254 |
1.3172 |
1.2912 |
|
| R3 |
1.3131 |
1.3049 |
1.2878 |
|
| R2 |
1.3008 |
1.3008 |
1.2867 |
|
| R1 |
1.2926 |
1.2926 |
1.2855 |
1.2906 |
| PP |
1.2885 |
1.2885 |
1.2885 |
1.2875 |
| S1 |
1.2803 |
1.2803 |
1.2833 |
1.2783 |
| S2 |
1.2762 |
1.2762 |
1.2821 |
|
| S3 |
1.2639 |
1.2680 |
1.2810 |
|
| S4 |
1.2516 |
1.2557 |
1.2776 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2897 |
1.2697 |
0.0200 |
1.6% |
0.0000 |
0.0% |
0% |
False |
True |
4 |
| 10 |
1.3016 |
1.2697 |
0.0319 |
2.5% |
0.0000 |
0.0% |
0% |
False |
True |
4 |
| 20 |
1.3016 |
1.2697 |
0.0319 |
2.5% |
0.0000 |
0.0% |
0% |
False |
True |
2 |
| 40 |
1.3135 |
1.2697 |
0.0438 |
3.4% |
0.0000 |
0.0% |
0% |
False |
True |
3 |
| 60 |
1.3135 |
1.2638 |
0.0497 |
3.9% |
0.0000 |
0.0% |
12% |
False |
False |
2 |
| 80 |
1.3135 |
1.2243 |
0.0892 |
7.0% |
0.0001 |
0.0% |
51% |
False |
False |
2 |
| 100 |
1.3135 |
1.2116 |
0.1019 |
8.0% |
0.0001 |
0.0% |
57% |
False |
False |
2 |
| 120 |
1.3135 |
1.2116 |
0.1019 |
8.0% |
0.0001 |
0.0% |
57% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2697 |
|
2.618 |
1.2697 |
|
1.618 |
1.2697 |
|
1.000 |
1.2697 |
|
0.618 |
1.2697 |
|
HIGH |
1.2697 |
|
0.618 |
1.2697 |
|
0.500 |
1.2697 |
|
0.382 |
1.2697 |
|
LOW |
1.2697 |
|
0.618 |
1.2697 |
|
1.000 |
1.2697 |
|
1.618 |
1.2697 |
|
2.618 |
1.2697 |
|
4.250 |
1.2697 |
|
|
| Fisher Pivots for day following 18-Jul-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2697 |
1.2771 |
| PP |
1.2697 |
1.2746 |
| S1 |
1.2697 |
1.2722 |
|