CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 23-Aug-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2006 |
23-Aug-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2993 |
1.2989 |
-0.0004 |
0.0% |
1.2921 |
| High |
1.2996 |
1.3008 |
0.0012 |
0.1% |
1.3041 |
| Low |
1.2996 |
1.2980 |
-0.0016 |
-0.1% |
1.2921 |
| Close |
1.2993 |
1.2989 |
-0.0004 |
0.0% |
1.3023 |
| Range |
0.0000 |
0.0028 |
0.0028 |
|
0.0120 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
7 |
0 |
-7 |
-100.0% |
5 |
|
| Daily Pivots for day following 23-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3076 |
1.3061 |
1.3004 |
|
| R3 |
1.3048 |
1.3033 |
1.2997 |
|
| R2 |
1.3020 |
1.3020 |
1.2994 |
|
| R1 |
1.3005 |
1.3005 |
1.2992 |
1.3003 |
| PP |
1.2992 |
1.2992 |
1.2992 |
1.2992 |
| S1 |
1.2977 |
1.2977 |
1.2986 |
1.2975 |
| S2 |
1.2964 |
1.2964 |
1.2984 |
|
| S3 |
1.2936 |
1.2949 |
1.2981 |
|
| S4 |
1.2908 |
1.2921 |
1.2974 |
|
|
| Weekly Pivots for week ending 18-Aug-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3355 |
1.3309 |
1.3089 |
|
| R3 |
1.3235 |
1.3189 |
1.3056 |
|
| R2 |
1.3115 |
1.3115 |
1.3045 |
|
| R1 |
1.3069 |
1.3069 |
1.3034 |
1.3092 |
| PP |
1.2995 |
1.2995 |
1.2995 |
1.3007 |
| S1 |
1.2949 |
1.2949 |
1.3012 |
1.2972 |
| S2 |
1.2875 |
1.2875 |
1.3001 |
|
| S3 |
1.2755 |
1.2829 |
1.2990 |
|
| S4 |
1.2635 |
1.2709 |
1.2957 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3087 |
1.2980 |
0.0107 |
0.8% |
0.0006 |
0.0% |
8% |
False |
True |
1 |
| 10 |
1.3087 |
1.2921 |
0.0166 |
1.3% |
0.0003 |
0.0% |
41% |
False |
False |
1 |
| 20 |
1.3091 |
1.2921 |
0.0170 |
1.3% |
0.0001 |
0.0% |
40% |
False |
False |
1 |
| 40 |
1.3091 |
1.2723 |
0.0368 |
2.8% |
0.0004 |
0.0% |
72% |
False |
False |
|
| 60 |
1.3193 |
1.2723 |
0.0470 |
3.6% |
0.0003 |
0.0% |
57% |
False |
False |
|
| 80 |
1.3193 |
1.2723 |
0.0470 |
3.6% |
0.0002 |
0.0% |
57% |
False |
False |
|
| 100 |
1.3193 |
1.2393 |
0.0800 |
6.2% |
0.0002 |
0.0% |
75% |
False |
False |
|
| 120 |
1.3193 |
1.2201 |
0.0992 |
7.6% |
0.0001 |
0.0% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3127 |
|
2.618 |
1.3081 |
|
1.618 |
1.3053 |
|
1.000 |
1.3036 |
|
0.618 |
1.3025 |
|
HIGH |
1.3008 |
|
0.618 |
1.2997 |
|
0.500 |
1.2994 |
|
0.382 |
1.2991 |
|
LOW |
1.2980 |
|
0.618 |
1.2963 |
|
1.000 |
1.2952 |
|
1.618 |
1.2935 |
|
2.618 |
1.2907 |
|
4.250 |
1.2861 |
|
|
| Fisher Pivots for day following 23-Aug-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2994 |
1.3034 |
| PP |
1.2992 |
1.3019 |
| S1 |
1.2991 |
1.3004 |
|