CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 21-Sep-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2006 |
21-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2812 |
1.2900 |
0.0088 |
0.7% |
1.2826 |
| High |
1.2830 |
1.2900 |
0.0070 |
0.5% |
1.2855 |
| Low |
1.2810 |
1.2839 |
0.0029 |
0.2% |
1.2779 |
| Close |
1.2812 |
1.2900 |
0.0088 |
0.7% |
1.2779 |
| Range |
0.0020 |
0.0061 |
0.0041 |
205.0% |
0.0076 |
| ATR |
0.0039 |
0.0043 |
0.0003 |
9.0% |
0.0000 |
| Volume |
161 |
66 |
-95 |
-59.0% |
429 |
|
| Daily Pivots for day following 21-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3063 |
1.3042 |
1.2934 |
|
| R3 |
1.3002 |
1.2981 |
1.2917 |
|
| R2 |
1.2941 |
1.2941 |
1.2911 |
|
| R1 |
1.2920 |
1.2920 |
1.2906 |
1.2931 |
| PP |
1.2880 |
1.2880 |
1.2880 |
1.2885 |
| S1 |
1.2859 |
1.2859 |
1.2894 |
1.2870 |
| S2 |
1.2819 |
1.2819 |
1.2889 |
|
| S3 |
1.2758 |
1.2798 |
1.2883 |
|
| S4 |
1.2697 |
1.2737 |
1.2866 |
|
|
| 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 |
1.2900 |
1.2779 |
0.0121 |
0.9% |
0.0026 |
0.2% |
100% |
True |
False |
119 |
| 10 |
1.2900 |
1.2779 |
0.0121 |
0.9% |
0.0013 |
0.1% |
100% |
True |
False |
95 |
| 20 |
1.2973 |
1.2779 |
0.0194 |
1.5% |
0.0007 |
0.1% |
62% |
False |
False |
53 |
| 40 |
1.3042 |
1.2779 |
0.0263 |
2.0% |
0.0006 |
0.0% |
46% |
False |
False |
28 |
| 60 |
1.3042 |
1.2670 |
0.0372 |
2.9% |
0.0006 |
0.0% |
62% |
False |
False |
21 |
| 80 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0005 |
0.0% |
49% |
False |
False |
17 |
| 100 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0004 |
0.0% |
49% |
False |
False |
13 |
| 120 |
1.3135 |
1.2322 |
0.0813 |
6.3% |
0.0003 |
0.0% |
71% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3159 |
|
2.618 |
1.3060 |
|
1.618 |
1.2999 |
|
1.000 |
1.2961 |
|
0.618 |
1.2938 |
|
HIGH |
1.2900 |
|
0.618 |
1.2877 |
|
0.500 |
1.2870 |
|
0.382 |
1.2862 |
|
LOW |
1.2839 |
|
0.618 |
1.2801 |
|
1.000 |
1.2778 |
|
1.618 |
1.2740 |
|
2.618 |
1.2679 |
|
4.250 |
1.2580 |
|
|
| Fisher Pivots for day following 21-Sep-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2890 |
1.2881 |
| PP |
1.2880 |
1.2862 |
| S1 |
1.2870 |
1.2843 |
|