CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 17-Apr-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2006 |
17-Apr-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2340 |
1.2525 |
0.0185 |
1.5% |
1.2338 |
| High |
1.2340 |
1.2528 |
0.0188 |
1.5% |
1.2375 |
| Low |
1.2340 |
1.2508 |
0.0168 |
1.4% |
1.2322 |
| Close |
1.2340 |
1.2497 |
0.0157 |
1.3% |
1.2340 |
| Range |
0.0000 |
0.0020 |
0.0020 |
|
0.0053 |
| ATR |
0.0048 |
0.0058 |
0.0010 |
21.0% |
0.0000 |
| Volume |
15 |
0 |
-15 |
-100.0% |
17 |
|
| Daily Pivots for day following 17-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2571 |
1.2554 |
1.2508 |
|
| R3 |
1.2551 |
1.2534 |
1.2503 |
|
| R2 |
1.2531 |
1.2531 |
1.2501 |
|
| R1 |
1.2514 |
1.2514 |
1.2499 |
1.2513 |
| PP |
1.2511 |
1.2511 |
1.2511 |
1.2510 |
| S1 |
1.2494 |
1.2494 |
1.2495 |
1.2493 |
| S2 |
1.2491 |
1.2491 |
1.2493 |
|
| S3 |
1.2471 |
1.2474 |
1.2492 |
|
| S4 |
1.2451 |
1.2454 |
1.2486 |
|
|
| Weekly Pivots for week ending 14-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2505 |
1.2475 |
1.2369 |
|
| R3 |
1.2452 |
1.2422 |
1.2355 |
|
| R2 |
1.2399 |
1.2399 |
1.2350 |
|
| R1 |
1.2369 |
1.2369 |
1.2345 |
1.2384 |
| PP |
1.2346 |
1.2346 |
1.2346 |
1.2353 |
| S1 |
1.2316 |
1.2316 |
1.2335 |
1.2331 |
| S2 |
1.2293 |
1.2293 |
1.2330 |
|
| S3 |
1.2240 |
1.2263 |
1.2325 |
|
| S4 |
1.2187 |
1.2210 |
1.2311 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2528 |
1.2322 |
0.0206 |
1.6% |
0.0007 |
0.1% |
85% |
True |
False |
3 |
| 10 |
1.2537 |
1.2322 |
0.0215 |
1.7% |
0.0004 |
0.0% |
81% |
False |
False |
2 |
| 20 |
1.2537 |
1.2206 |
0.0331 |
2.6% |
0.0005 |
0.0% |
88% |
False |
False |
2 |
| 40 |
1.2537 |
1.2116 |
0.0421 |
3.4% |
0.0003 |
0.0% |
90% |
False |
False |
2 |
| 60 |
1.2580 |
1.2116 |
0.0464 |
3.7% |
0.0002 |
0.0% |
82% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2613 |
|
2.618 |
1.2580 |
|
1.618 |
1.2560 |
|
1.000 |
1.2548 |
|
0.618 |
1.2540 |
|
HIGH |
1.2528 |
|
0.618 |
1.2520 |
|
0.500 |
1.2518 |
|
0.382 |
1.2516 |
|
LOW |
1.2508 |
|
0.618 |
1.2496 |
|
1.000 |
1.2488 |
|
1.618 |
1.2476 |
|
2.618 |
1.2456 |
|
4.250 |
1.2423 |
|
|
| Fisher Pivots for day following 17-Apr-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2518 |
1.2473 |
| PP |
1.2511 |
1.2449 |
| S1 |
1.2504 |
1.2425 |
|