CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 18-Aug-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2006 |
18-Aug-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2974 |
1.2973 |
-0.0001 |
0.0% |
1.2870 |
| High |
1.2974 |
1.2973 |
-0.0001 |
0.0% |
1.2991 |
| Low |
1.2974 |
1.2973 |
-0.0001 |
0.0% |
1.2870 |
| Close |
1.2974 |
1.2973 |
-0.0001 |
0.0% |
1.2973 |
| Range |
|
|
|
|
|
| ATR |
0.0047 |
0.0043 |
-0.0003 |
-7.0% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2973 |
1.2973 |
1.2973 |
|
| R3 |
1.2973 |
1.2973 |
1.2973 |
|
| R2 |
1.2973 |
1.2973 |
1.2973 |
|
| R1 |
1.2973 |
1.2973 |
1.2973 |
1.2973 |
| PP |
1.2973 |
1.2973 |
1.2973 |
1.2973 |
| S1 |
1.2973 |
1.2973 |
1.2973 |
1.2973 |
| S2 |
1.2973 |
1.2973 |
1.2973 |
|
| S3 |
1.2973 |
1.2973 |
1.2973 |
|
| S4 |
1.2973 |
1.2973 |
1.2973 |
|
|
| Weekly Pivots for week ending 18-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3308 |
1.3261 |
1.3040 |
|
| R3 |
1.3187 |
1.3140 |
1.3006 |
|
| R2 |
1.3066 |
1.3066 |
1.2995 |
|
| R1 |
1.3019 |
1.3019 |
1.2984 |
1.3043 |
| PP |
1.2945 |
1.2945 |
1.2945 |
1.2956 |
| S1 |
1.2898 |
1.2898 |
1.2962 |
1.2922 |
| S2 |
1.2824 |
1.2824 |
1.2951 |
|
| S3 |
1.2703 |
1.2777 |
1.2940 |
|
| S4 |
1.2582 |
1.2656 |
1.2906 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2991 |
1.2870 |
0.0121 |
0.9% |
0.0000 |
0.0% |
85% |
False |
False |
|
| 10 |
1.3038 |
1.2870 |
0.0168 |
1.3% |
0.0000 |
0.0% |
61% |
False |
False |
|
| 20 |
1.3040 |
1.2761 |
0.0279 |
2.2% |
0.0004 |
0.0% |
76% |
False |
False |
5 |
| 40 |
1.3040 |
1.2670 |
0.0370 |
2.9% |
0.0005 |
0.0% |
82% |
False |
False |
5 |
| 60 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0003 |
0.0% |
65% |
False |
False |
4 |
| 80 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0003 |
0.0% |
65% |
False |
False |
3 |
| 100 |
1.3135 |
1.2259 |
0.0876 |
6.8% |
0.0003 |
0.0% |
82% |
False |
False |
3 |
| 120 |
1.3135 |
1.2143 |
0.0992 |
7.6% |
0.0003 |
0.0% |
84% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2973 |
|
2.618 |
1.2973 |
|
1.618 |
1.2973 |
|
1.000 |
1.2973 |
|
0.618 |
1.2973 |
|
HIGH |
1.2973 |
|
0.618 |
1.2973 |
|
0.500 |
1.2973 |
|
0.382 |
1.2973 |
|
LOW |
1.2973 |
|
0.618 |
1.2973 |
|
1.000 |
1.2973 |
|
1.618 |
1.2973 |
|
2.618 |
1.2973 |
|
4.250 |
1.2973 |
|
|
| Fisher Pivots for day following 18-Aug-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2973 |
1.2982 |
| PP |
1.2973 |
1.2979 |
| S1 |
1.2973 |
1.2976 |
|