CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 25-Aug-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2006 |
25-Aug-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2907 |
1.2903 |
-0.0004 |
0.0% |
1.3042 |
| High |
1.2907 |
1.2910 |
0.0003 |
0.0% |
1.3042 |
| Low |
1.2907 |
1.2902 |
-0.0005 |
0.0% |
1.2902 |
| Close |
1.2907 |
1.2903 |
-0.0004 |
0.0% |
1.2903 |
| Range |
0.0000 |
0.0008 |
0.0008 |
|
0.0140 |
| ATR |
0.0047 |
0.0044 |
-0.0003 |
-5.9% |
0.0000 |
| Volume |
23 |
4 |
-19 |
-82.6% |
41 |
|
| Daily Pivots for day following 25-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2929 |
1.2924 |
1.2907 |
|
| R3 |
1.2921 |
1.2916 |
1.2905 |
|
| R2 |
1.2913 |
1.2913 |
1.2904 |
|
| R1 |
1.2908 |
1.2908 |
1.2904 |
1.2907 |
| PP |
1.2905 |
1.2905 |
1.2905 |
1.2905 |
| S1 |
1.2900 |
1.2900 |
1.2902 |
1.2899 |
| S2 |
1.2897 |
1.2897 |
1.2902 |
|
| S3 |
1.2889 |
1.2892 |
1.2901 |
|
| S4 |
1.2881 |
1.2884 |
1.2899 |
|
|
| Weekly Pivots for week ending 25-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3369 |
1.3276 |
1.2980 |
|
| R3 |
1.3229 |
1.3136 |
1.2942 |
|
| R2 |
1.3089 |
1.3089 |
1.2929 |
|
| R1 |
1.2996 |
1.2996 |
1.2916 |
1.2973 |
| PP |
1.2949 |
1.2949 |
1.2949 |
1.2937 |
| S1 |
1.2856 |
1.2856 |
1.2890 |
1.2833 |
| S2 |
1.2809 |
1.2809 |
1.2877 |
|
| S3 |
1.2669 |
1.2716 |
1.2865 |
|
| S4 |
1.2529 |
1.2576 |
1.2826 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3042 |
1.2902 |
0.0140 |
1.1% |
0.0007 |
0.1% |
1% |
False |
True |
8 |
| 10 |
1.3042 |
1.2870 |
0.0172 |
1.3% |
0.0004 |
0.0% |
19% |
False |
False |
4 |
| 20 |
1.3042 |
1.2870 |
0.0172 |
1.3% |
0.0002 |
0.0% |
19% |
False |
False |
4 |
| 40 |
1.3042 |
1.2670 |
0.0372 |
2.9% |
0.0006 |
0.0% |
63% |
False |
False |
6 |
| 60 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0004 |
0.0% |
50% |
False |
False |
5 |
| 80 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0003 |
0.0% |
50% |
False |
False |
4 |
| 100 |
1.3135 |
1.2322 |
0.0813 |
6.3% |
0.0003 |
0.0% |
71% |
False |
False |
3 |
| 120 |
1.3135 |
1.2165 |
0.0970 |
7.5% |
0.0003 |
0.0% |
76% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2944 |
|
2.618 |
1.2931 |
|
1.618 |
1.2923 |
|
1.000 |
1.2918 |
|
0.618 |
1.2915 |
|
HIGH |
1.2910 |
|
0.618 |
1.2907 |
|
0.500 |
1.2906 |
|
0.382 |
1.2905 |
|
LOW |
1.2902 |
|
0.618 |
1.2897 |
|
1.000 |
1.2894 |
|
1.618 |
1.2889 |
|
2.618 |
1.2881 |
|
4.250 |
1.2868 |
|
|
| Fisher Pivots for day following 25-Aug-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2906 |
1.2931 |
| PP |
1.2905 |
1.2921 |
| S1 |
1.2904 |
1.2912 |
|