CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 19-Sep-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2006 |
19-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2819 |
1.2829 |
0.0010 |
0.1% |
1.2826 |
| High |
1.2819 |
1.2832 |
0.0013 |
0.1% |
1.2855 |
| Low |
1.2819 |
1.2785 |
-0.0034 |
-0.3% |
1.2779 |
| Close |
1.2819 |
1.2795 |
-0.0024 |
-0.2% |
1.2779 |
| Range |
0.0000 |
0.0047 |
0.0047 |
|
0.0076 |
| ATR |
0.0039 |
0.0039 |
0.0001 |
1.5% |
0.0000 |
| Volume |
220 |
69 |
-151 |
-68.6% |
429 |
|
| Daily Pivots for day following 19-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2945 |
1.2917 |
1.2821 |
|
| R3 |
1.2898 |
1.2870 |
1.2808 |
|
| R2 |
1.2851 |
1.2851 |
1.2804 |
|
| R1 |
1.2823 |
1.2823 |
1.2799 |
1.2814 |
| PP |
1.2804 |
1.2804 |
1.2804 |
1.2799 |
| S1 |
1.2776 |
1.2776 |
1.2791 |
1.2767 |
| S2 |
1.2757 |
1.2757 |
1.2786 |
|
| S3 |
1.2710 |
1.2729 |
1.2782 |
|
| S4 |
1.2663 |
1.2682 |
1.2769 |
|
|
| Weekly Pivots for week ending 15-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3032 |
1.2982 |
1.2821 |
|
| R3 |
1.2956 |
1.2906 |
1.2800 |
|
| R2 |
1.2880 |
1.2880 |
1.2793 |
|
| R1 |
1.2830 |
1.2830 |
1.2786 |
1.2817 |
| PP |
1.2804 |
1.2804 |
1.2804 |
1.2798 |
| S1 |
1.2754 |
1.2754 |
1.2772 |
1.2741 |
| S2 |
1.2728 |
1.2728 |
1.2765 |
|
| S3 |
1.2652 |
1.2678 |
1.2758 |
|
| S4 |
1.2576 |
1.2602 |
1.2737 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2855 |
1.2779 |
0.0076 |
0.6% |
0.0009 |
0.1% |
21% |
False |
False |
126 |
| 10 |
1.2945 |
1.2779 |
0.0166 |
1.3% |
0.0006 |
0.0% |
10% |
False |
False |
77 |
| 20 |
1.2973 |
1.2779 |
0.0194 |
1.5% |
0.0005 |
0.0% |
8% |
False |
False |
42 |
| 40 |
1.3042 |
1.2761 |
0.0281 |
2.2% |
0.0004 |
0.0% |
12% |
False |
False |
23 |
| 60 |
1.3042 |
1.2670 |
0.0372 |
2.9% |
0.0005 |
0.0% |
34% |
False |
False |
17 |
| 80 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0004 |
0.0% |
27% |
False |
False |
14 |
| 100 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0003 |
0.0% |
27% |
False |
False |
11 |
| 120 |
1.3135 |
1.2316 |
0.0819 |
6.4% |
0.0003 |
0.0% |
58% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3032 |
|
2.618 |
1.2955 |
|
1.618 |
1.2908 |
|
1.000 |
1.2879 |
|
0.618 |
1.2861 |
|
HIGH |
1.2832 |
|
0.618 |
1.2814 |
|
0.500 |
1.2809 |
|
0.382 |
1.2803 |
|
LOW |
1.2785 |
|
0.618 |
1.2756 |
|
1.000 |
1.2738 |
|
1.618 |
1.2709 |
|
2.618 |
1.2662 |
|
4.250 |
1.2585 |
|
|
| Fisher Pivots for day following 19-Sep-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2809 |
1.2806 |
| PP |
1.2804 |
1.2802 |
| S1 |
1.2800 |
1.2799 |
|