CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 04-Aug-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2006 |
04-Aug-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2977 |
1.3040 |
0.0063 |
0.5% |
1.2943 |
| High |
1.2977 |
1.3040 |
0.0063 |
0.5% |
1.3040 |
| Low |
1.2977 |
1.3040 |
0.0063 |
0.5% |
1.2943 |
| Close |
1.2977 |
1.3040 |
0.0063 |
0.5% |
1.3040 |
| Range |
|
|
|
|
|
| ATR |
0.0051 |
0.0052 |
0.0001 |
1.6% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
49 |
|
| Daily Pivots for day following 04-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3040 |
1.3040 |
1.3040 |
|
| R3 |
1.3040 |
1.3040 |
1.3040 |
|
| R2 |
1.3040 |
1.3040 |
1.3040 |
|
| R1 |
1.3040 |
1.3040 |
1.3040 |
1.3040 |
| PP |
1.3040 |
1.3040 |
1.3040 |
1.3040 |
| S1 |
1.3040 |
1.3040 |
1.3040 |
1.3040 |
| S2 |
1.3040 |
1.3040 |
1.3040 |
|
| S3 |
1.3040 |
1.3040 |
1.3040 |
|
| S4 |
1.3040 |
1.3040 |
1.3040 |
|
|
| Weekly Pivots for week ending 04-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3299 |
1.3266 |
1.3093 |
|
| R3 |
1.3202 |
1.3169 |
1.3067 |
|
| R2 |
1.3105 |
1.3105 |
1.3058 |
|
| R1 |
1.3072 |
1.3072 |
1.3049 |
1.3089 |
| PP |
1.3008 |
1.3008 |
1.3008 |
1.3016 |
| S1 |
1.2975 |
1.2975 |
1.3031 |
1.2992 |
| S2 |
1.2911 |
1.2911 |
1.3022 |
|
| S3 |
1.2814 |
1.2878 |
1.3013 |
|
| S4 |
1.2717 |
1.2781 |
1.2987 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3040 |
1.2943 |
0.0097 |
0.7% |
0.0000 |
0.0% |
100% |
True |
False |
9 |
| 10 |
1.3040 |
1.2761 |
0.0279 |
2.1% |
0.0008 |
0.1% |
100% |
True |
False |
11 |
| 20 |
1.3040 |
1.2670 |
0.0370 |
2.8% |
0.0010 |
0.1% |
100% |
True |
False |
9 |
| 40 |
1.3040 |
1.2670 |
0.0370 |
2.8% |
0.0005 |
0.0% |
100% |
True |
False |
6 |
| 60 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0003 |
0.0% |
80% |
False |
False |
4 |
| 80 |
1.3135 |
1.2322 |
0.0813 |
6.2% |
0.0003 |
0.0% |
88% |
False |
False |
4 |
| 100 |
1.3135 |
1.2206 |
0.0929 |
7.1% |
0.0003 |
0.0% |
90% |
False |
False |
3 |
| 120 |
1.3135 |
1.2116 |
0.1019 |
7.8% |
0.0003 |
0.0% |
91% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3040 |
|
2.618 |
1.3040 |
|
1.618 |
1.3040 |
|
1.000 |
1.3040 |
|
0.618 |
1.3040 |
|
HIGH |
1.3040 |
|
0.618 |
1.3040 |
|
0.500 |
1.3040 |
|
0.382 |
1.3040 |
|
LOW |
1.3040 |
|
0.618 |
1.3040 |
|
1.000 |
1.3040 |
|
1.618 |
1.3040 |
|
2.618 |
1.3040 |
|
4.250 |
1.3040 |
|
|
| Fisher Pivots for day following 04-Aug-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3040 |
1.3029 |
| PP |
1.3040 |
1.3018 |
| S1 |
1.3040 |
1.3007 |
|