CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 06-Sep-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2006 |
06-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2950 |
1.2945 |
-0.0005 |
0.0% |
1.2928 |
| High |
1.2950 |
1.2945 |
-0.0005 |
0.0% |
1.2973 |
| Low |
1.2950 |
1.2945 |
-0.0005 |
0.0% |
1.2919 |
| Close |
1.2950 |
1.2945 |
-0.0005 |
0.0% |
1.2971 |
| Range |
|
|
|
|
|
| ATR |
0.0037 |
0.0035 |
-0.0002 |
-6.2% |
0.0000 |
| Volume |
3 |
33 |
30 |
1,000.0% |
29 |
|
| Daily Pivots for day following 06-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2945 |
1.2945 |
1.2945 |
|
| R3 |
1.2945 |
1.2945 |
1.2945 |
|
| R2 |
1.2945 |
1.2945 |
1.2945 |
|
| R1 |
1.2945 |
1.2945 |
1.2945 |
1.2945 |
| PP |
1.2945 |
1.2945 |
1.2945 |
1.2945 |
| S1 |
1.2945 |
1.2945 |
1.2945 |
1.2945 |
| S2 |
1.2945 |
1.2945 |
1.2945 |
|
| S3 |
1.2945 |
1.2945 |
1.2945 |
|
| S4 |
1.2945 |
1.2945 |
1.2945 |
|
|
| Weekly Pivots for week ending 01-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3116 |
1.3098 |
1.3001 |
|
| R3 |
1.3062 |
1.3044 |
1.2986 |
|
| R2 |
1.3008 |
1.3008 |
1.2981 |
|
| R1 |
1.2990 |
1.2990 |
1.2976 |
1.2999 |
| PP |
1.2954 |
1.2954 |
1.2954 |
1.2959 |
| S1 |
1.2936 |
1.2936 |
1.2966 |
1.2945 |
| S2 |
1.2900 |
1.2900 |
1.2961 |
|
| S3 |
1.2846 |
1.2882 |
1.2956 |
|
| S4 |
1.2792 |
1.2828 |
1.2941 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2970 |
1.2919 |
0.0051 |
0.4% |
0.0000 |
0.0% |
51% |
False |
False |
11 |
| 10 |
1.2973 |
1.2902 |
0.0071 |
0.5% |
0.0004 |
0.0% |
61% |
False |
False |
9 |
| 20 |
1.3042 |
1.2870 |
0.0172 |
1.3% |
0.0002 |
0.0% |
44% |
False |
False |
5 |
| 40 |
1.3042 |
1.2670 |
0.0372 |
2.9% |
0.0006 |
0.0% |
74% |
False |
False |
7 |
| 60 |
1.3042 |
1.2670 |
0.0372 |
2.9% |
0.0004 |
0.0% |
74% |
False |
False |
6 |
| 80 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0003 |
0.0% |
59% |
False |
False |
5 |
| 100 |
1.3135 |
1.2508 |
0.0627 |
4.8% |
0.0003 |
0.0% |
70% |
False |
False |
4 |
| 120 |
1.3135 |
1.2206 |
0.0929 |
7.2% |
0.0003 |
0.0% |
80% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2945 |
|
2.618 |
1.2945 |
|
1.618 |
1.2945 |
|
1.000 |
1.2945 |
|
0.618 |
1.2945 |
|
HIGH |
1.2945 |
|
0.618 |
1.2945 |
|
0.500 |
1.2945 |
|
0.382 |
1.2945 |
|
LOW |
1.2945 |
|
0.618 |
1.2945 |
|
1.000 |
1.2945 |
|
1.618 |
1.2945 |
|
2.618 |
1.2945 |
|
4.250 |
1.2945 |
|
|
| Fisher Pivots for day following 06-Sep-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2945 |
1.2942 |
| PP |
1.2945 |
1.2938 |
| S1 |
1.2945 |
1.2935 |
|