CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 03-Aug-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2006 |
03-Aug-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2974 |
1.2977 |
0.0003 |
0.0% |
1.2808 |
| High |
1.2974 |
1.2977 |
0.0003 |
0.0% |
1.2940 |
| Low |
1.2974 |
1.2977 |
0.0003 |
0.0% |
1.2761 |
| Close |
1.2974 |
1.2977 |
0.0003 |
0.0% |
1.2922 |
| Range |
|
|
|
|
|
| ATR |
0.0055 |
0.0051 |
-0.0004 |
-6.8% |
0.0000 |
| Volume |
20 |
1 |
-19 |
-95.0% |
66 |
|
| Daily Pivots for day following 03-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2977 |
1.2977 |
1.2977 |
|
| R3 |
1.2977 |
1.2977 |
1.2977 |
|
| R2 |
1.2977 |
1.2977 |
1.2977 |
|
| R1 |
1.2977 |
1.2977 |
1.2977 |
1.2977 |
| PP |
1.2977 |
1.2977 |
1.2977 |
1.2977 |
| S1 |
1.2977 |
1.2977 |
1.2977 |
1.2977 |
| S2 |
1.2977 |
1.2977 |
1.2977 |
|
| S3 |
1.2977 |
1.2977 |
1.2977 |
|
| S4 |
1.2977 |
1.2977 |
1.2977 |
|
|
| Weekly Pivots for week ending 28-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3411 |
1.3346 |
1.3020 |
|
| R3 |
1.3232 |
1.3167 |
1.2971 |
|
| R2 |
1.3053 |
1.3053 |
1.2955 |
|
| R1 |
1.2988 |
1.2988 |
1.2938 |
1.3021 |
| PP |
1.2874 |
1.2874 |
1.2874 |
1.2891 |
| S1 |
1.2809 |
1.2809 |
1.2906 |
1.2842 |
| S2 |
1.2695 |
1.2695 |
1.2889 |
|
| S3 |
1.2516 |
1.2630 |
1.2873 |
|
| S4 |
1.2337 |
1.2451 |
1.2824 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2985 |
1.2935 |
0.0050 |
0.4% |
0.0000 |
0.0% |
84% |
False |
False |
10 |
| 10 |
1.2985 |
1.2761 |
0.0224 |
1.7% |
0.0008 |
0.1% |
96% |
False |
False |
11 |
| 20 |
1.3016 |
1.2670 |
0.0346 |
2.7% |
0.0010 |
0.1% |
89% |
False |
False |
10 |
| 40 |
1.3016 |
1.2670 |
0.0346 |
2.7% |
0.0005 |
0.0% |
89% |
False |
False |
6 |
| 60 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0003 |
0.0% |
66% |
False |
False |
4 |
| 80 |
1.3135 |
1.2322 |
0.0813 |
6.3% |
0.0003 |
0.0% |
81% |
False |
False |
4 |
| 100 |
1.3135 |
1.2206 |
0.0929 |
7.2% |
0.0003 |
0.0% |
83% |
False |
False |
3 |
| 120 |
1.3135 |
1.2116 |
0.1019 |
7.9% |
0.0003 |
0.0% |
84% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2977 |
|
2.618 |
1.2977 |
|
1.618 |
1.2977 |
|
1.000 |
1.2977 |
|
0.618 |
1.2977 |
|
HIGH |
1.2977 |
|
0.618 |
1.2977 |
|
0.500 |
1.2977 |
|
0.382 |
1.2977 |
|
LOW |
1.2977 |
|
0.618 |
1.2977 |
|
1.000 |
1.2977 |
|
1.618 |
1.2977 |
|
2.618 |
1.2977 |
|
4.250 |
1.2977 |
|
|
| Fisher Pivots for day following 03-Aug-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2977 |
1.2980 |
| PP |
1.2977 |
1.2979 |
| S1 |
1.2977 |
1.2978 |
|