CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 19-Jul-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2006 |
19-Jul-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2753 |
1.2843 |
0.0090 |
0.7% |
1.2987 |
| High |
1.2753 |
1.2845 |
0.0092 |
0.7% |
1.3026 |
| Low |
1.2753 |
1.2723 |
-0.0030 |
-0.2% |
1.2903 |
| Close |
1.2753 |
1.2843 |
0.0090 |
0.7% |
1.2903 |
| Range |
0.0000 |
0.0122 |
0.0122 |
|
0.0123 |
| ATR |
0.0055 |
0.0060 |
0.0005 |
8.6% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3170 |
1.3128 |
1.2910 |
|
| R3 |
1.3048 |
1.3006 |
1.2877 |
|
| R2 |
1.2926 |
1.2926 |
1.2865 |
|
| R1 |
1.2884 |
1.2884 |
1.2854 |
1.2904 |
| PP |
1.2804 |
1.2804 |
1.2804 |
1.2814 |
| S1 |
1.2762 |
1.2762 |
1.2832 |
1.2782 |
| S2 |
1.2682 |
1.2682 |
1.2821 |
|
| S3 |
1.2560 |
1.2640 |
1.2809 |
|
| S4 |
1.2438 |
1.2518 |
1.2776 |
|
|
| Weekly Pivots for week ending 14-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3313 |
1.3231 |
1.2971 |
|
| R3 |
1.3190 |
1.3108 |
1.2937 |
|
| R2 |
1.3067 |
1.3067 |
1.2926 |
|
| R1 |
1.2985 |
1.2985 |
1.2914 |
1.2965 |
| PP |
1.2944 |
1.2944 |
1.2944 |
1.2934 |
| S1 |
1.2862 |
1.2862 |
1.2892 |
1.2842 |
| S2 |
1.2821 |
1.2821 |
1.2880 |
|
| S3 |
1.2698 |
1.2739 |
1.2869 |
|
| S4 |
1.2575 |
1.2616 |
1.2835 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2947 |
1.2723 |
0.0224 |
1.7% |
0.0024 |
0.2% |
54% |
False |
True |
|
| 10 |
1.3075 |
1.2723 |
0.0352 |
2.7% |
0.0012 |
0.1% |
34% |
False |
True |
|
| 20 |
1.3075 |
1.2723 |
0.0352 |
2.7% |
0.0006 |
0.0% |
34% |
False |
True |
|
| 40 |
1.3193 |
1.2723 |
0.0470 |
3.7% |
0.0003 |
0.0% |
26% |
False |
True |
|
| 60 |
1.3193 |
1.2723 |
0.0470 |
3.7% |
0.0002 |
0.0% |
26% |
False |
True |
1 |
| 80 |
1.3193 |
1.2298 |
0.0895 |
7.0% |
0.0002 |
0.0% |
61% |
False |
False |
1 |
| 100 |
1.3193 |
1.2174 |
0.1019 |
7.9% |
0.0001 |
0.0% |
66% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3364 |
|
2.618 |
1.3164 |
|
1.618 |
1.3042 |
|
1.000 |
1.2967 |
|
0.618 |
1.2920 |
|
HIGH |
1.2845 |
|
0.618 |
1.2798 |
|
0.500 |
1.2784 |
|
0.382 |
1.2770 |
|
LOW |
1.2723 |
|
0.618 |
1.2648 |
|
1.000 |
1.2601 |
|
1.618 |
1.2526 |
|
2.618 |
1.2404 |
|
4.250 |
1.2205 |
|
|
| Fisher Pivots for day following 19-Jul-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2823 |
1.2823 |
| PP |
1.2804 |
1.2804 |
| S1 |
1.2784 |
1.2784 |
|