CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 11-Aug-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2006 |
11-Aug-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2953 |
1.2877 |
-0.0076 |
-0.6% |
1.3002 |
| High |
1.2953 |
1.2877 |
-0.0076 |
-0.6% |
1.3038 |
| Low |
1.2953 |
1.2877 |
-0.0076 |
-0.6% |
1.2877 |
| Close |
1.2953 |
1.2877 |
-0.0076 |
-0.6% |
1.2877 |
| Range |
|
|
|
|
|
| ATR |
0.0048 |
0.0050 |
0.0002 |
4.1% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2877 |
1.2877 |
1.2877 |
|
| R3 |
1.2877 |
1.2877 |
1.2877 |
|
| R2 |
1.2877 |
1.2877 |
1.2877 |
|
| R1 |
1.2877 |
1.2877 |
1.2877 |
1.2877 |
| PP |
1.2877 |
1.2877 |
1.2877 |
1.2877 |
| S1 |
1.2877 |
1.2877 |
1.2877 |
1.2877 |
| S2 |
1.2877 |
1.2877 |
1.2877 |
|
| S3 |
1.2877 |
1.2877 |
1.2877 |
|
| S4 |
1.2877 |
1.2877 |
1.2877 |
|
|
| Weekly Pivots for week ending 11-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3414 |
1.3306 |
1.2966 |
|
| R3 |
1.3253 |
1.3145 |
1.2921 |
|
| R2 |
1.3092 |
1.3092 |
1.2907 |
|
| R1 |
1.2984 |
1.2984 |
1.2892 |
1.2958 |
| PP |
1.2931 |
1.2931 |
1.2931 |
1.2917 |
| S1 |
1.2823 |
1.2823 |
1.2862 |
1.2797 |
| S2 |
1.2770 |
1.2770 |
1.2847 |
|
| S3 |
1.2609 |
1.2662 |
1.2833 |
|
| S4 |
1.2448 |
1.2501 |
1.2788 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3038 |
1.2877 |
0.0161 |
1.3% |
0.0000 |
0.0% |
0% |
False |
True |
|
| 10 |
1.3040 |
1.2877 |
0.0163 |
1.3% |
0.0000 |
0.0% |
0% |
False |
True |
5 |
| 20 |
1.3040 |
1.2670 |
0.0370 |
2.9% |
0.0010 |
0.1% |
56% |
False |
False |
8 |
| 40 |
1.3040 |
1.2670 |
0.0370 |
2.9% |
0.0005 |
0.0% |
56% |
False |
False |
6 |
| 60 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0003 |
0.0% |
45% |
False |
False |
4 |
| 80 |
1.3135 |
1.2552 |
0.0583 |
4.5% |
0.0003 |
0.0% |
56% |
False |
False |
3 |
| 100 |
1.3135 |
1.2206 |
0.0929 |
7.2% |
0.0003 |
0.0% |
72% |
False |
False |
3 |
| 120 |
1.3135 |
1.2116 |
0.1019 |
7.9% |
0.0003 |
0.0% |
75% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2877 |
|
2.618 |
1.2877 |
|
1.618 |
1.2877 |
|
1.000 |
1.2877 |
|
0.618 |
1.2877 |
|
HIGH |
1.2877 |
|
0.618 |
1.2877 |
|
0.500 |
1.2877 |
|
0.382 |
1.2877 |
|
LOW |
1.2877 |
|
0.618 |
1.2877 |
|
1.000 |
1.2877 |
|
1.618 |
1.2877 |
|
2.618 |
1.2877 |
|
4.250 |
1.2877 |
|
|
| Fisher Pivots for day following 11-Aug-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2877 |
1.2958 |
| PP |
1.2877 |
1.2931 |
| S1 |
1.2877 |
1.2904 |
|