CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 22-Sep-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2006 |
22-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2900 |
1.2909 |
0.0009 |
0.1% |
1.2819 |
| High |
1.2900 |
1.2925 |
0.0025 |
0.2% |
1.2925 |
| Low |
1.2839 |
1.2900 |
0.0061 |
0.5% |
1.2785 |
| Close |
1.2900 |
1.2896 |
-0.0004 |
0.0% |
1.2896 |
| Range |
0.0061 |
0.0025 |
-0.0036 |
-59.0% |
0.0140 |
| ATR |
0.0043 |
0.0041 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
66 |
211 |
145 |
219.7% |
727 |
|
| Daily Pivots for day following 22-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2982 |
1.2964 |
1.2910 |
|
| R3 |
1.2957 |
1.2939 |
1.2903 |
|
| R2 |
1.2932 |
1.2932 |
1.2901 |
|
| R1 |
1.2914 |
1.2914 |
1.2898 |
1.2911 |
| PP |
1.2907 |
1.2907 |
1.2907 |
1.2905 |
| S1 |
1.2889 |
1.2889 |
1.2894 |
1.2886 |
| S2 |
1.2882 |
1.2882 |
1.2891 |
|
| S3 |
1.2857 |
1.2864 |
1.2889 |
|
| S4 |
1.2832 |
1.2839 |
1.2882 |
|
|
| Weekly Pivots for week ending 22-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3289 |
1.3232 |
1.2973 |
|
| R3 |
1.3149 |
1.3092 |
1.2935 |
|
| R2 |
1.3009 |
1.3009 |
1.2922 |
|
| R1 |
1.2952 |
1.2952 |
1.2909 |
1.2981 |
| PP |
1.2869 |
1.2869 |
1.2869 |
1.2883 |
| S1 |
1.2812 |
1.2812 |
1.2883 |
1.2841 |
| S2 |
1.2729 |
1.2729 |
1.2870 |
|
| S3 |
1.2589 |
1.2672 |
1.2858 |
|
| S4 |
1.2449 |
1.2532 |
1.2819 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2925 |
1.2785 |
0.0140 |
1.1% |
0.0031 |
0.2% |
79% |
True |
False |
145 |
| 10 |
1.2925 |
1.2779 |
0.0146 |
1.1% |
0.0016 |
0.1% |
80% |
True |
False |
115 |
| 20 |
1.2973 |
1.2779 |
0.0194 |
1.5% |
0.0009 |
0.1% |
60% |
False |
False |
62 |
| 40 |
1.3042 |
1.2779 |
0.0263 |
2.0% |
0.0005 |
0.0% |
44% |
False |
False |
33 |
| 60 |
1.3042 |
1.2670 |
0.0372 |
2.9% |
0.0007 |
0.1% |
61% |
False |
False |
24 |
| 80 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0005 |
0.0% |
49% |
False |
False |
19 |
| 100 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0004 |
0.0% |
49% |
False |
False |
15 |
| 120 |
1.3135 |
1.2322 |
0.0813 |
6.3% |
0.0004 |
0.0% |
71% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3031 |
|
2.618 |
1.2990 |
|
1.618 |
1.2965 |
|
1.000 |
1.2950 |
|
0.618 |
1.2940 |
|
HIGH |
1.2925 |
|
0.618 |
1.2915 |
|
0.500 |
1.2913 |
|
0.382 |
1.2910 |
|
LOW |
1.2900 |
|
0.618 |
1.2885 |
|
1.000 |
1.2875 |
|
1.618 |
1.2860 |
|
2.618 |
1.2835 |
|
4.250 |
1.2794 |
|
|
| Fisher Pivots for day following 22-Sep-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2913 |
1.2887 |
| PP |
1.2907 |
1.2877 |
| S1 |
1.2902 |
1.2868 |
|