CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 16-Jun-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2006 |
16-Jun-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2829 |
1.2862 |
0.0033 |
0.3% |
1.2822 |
| High |
1.2829 |
1.2862 |
0.0033 |
0.3% |
1.2862 |
| Low |
1.2829 |
1.2856 |
0.0027 |
0.2% |
1.2790 |
| Close |
1.2829 |
1.2865 |
0.0036 |
0.3% |
1.2865 |
| Range |
0.0000 |
0.0006 |
0.0006 |
|
0.0072 |
| ATR |
0.0056 |
0.0054 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
2 |
5 |
3 |
150.0% |
9 |
|
| Daily Pivots for day following 16-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2879 |
1.2878 |
1.2868 |
|
| R3 |
1.2873 |
1.2872 |
1.2867 |
|
| R2 |
1.2867 |
1.2867 |
1.2866 |
|
| R1 |
1.2866 |
1.2866 |
1.2866 |
1.2867 |
| PP |
1.2861 |
1.2861 |
1.2861 |
1.2861 |
| S1 |
1.2860 |
1.2860 |
1.2864 |
1.2861 |
| S2 |
1.2855 |
1.2855 |
1.2864 |
|
| S3 |
1.2849 |
1.2854 |
1.2863 |
|
| S4 |
1.2843 |
1.2848 |
1.2862 |
|
|
| Weekly Pivots for week ending 16-Jun-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3055 |
1.3032 |
1.2905 |
|
| R3 |
1.2983 |
1.2960 |
1.2885 |
|
| R2 |
1.2911 |
1.2911 |
1.2878 |
|
| R1 |
1.2888 |
1.2888 |
1.2872 |
1.2900 |
| PP |
1.2839 |
1.2839 |
1.2839 |
1.2845 |
| S1 |
1.2816 |
1.2816 |
1.2858 |
1.2828 |
| S2 |
1.2767 |
1.2767 |
1.2852 |
|
| S3 |
1.2695 |
1.2744 |
1.2845 |
|
| S4 |
1.2623 |
1.2672 |
1.2825 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2862 |
1.2790 |
0.0072 |
0.6% |
0.0001 |
0.0% |
104% |
True |
False |
1 |
| 10 |
1.3135 |
1.2790 |
0.0345 |
2.7% |
0.0001 |
0.0% |
22% |
False |
False |
2 |
| 20 |
1.3135 |
1.2790 |
0.0345 |
2.7% |
0.0000 |
0.0% |
22% |
False |
False |
1 |
| 40 |
1.3135 |
1.2577 |
0.0558 |
4.3% |
0.0000 |
0.0% |
52% |
False |
False |
1 |
| 60 |
1.3135 |
1.2206 |
0.0929 |
7.2% |
0.0002 |
0.0% |
71% |
False |
False |
1 |
| 80 |
1.3135 |
1.2116 |
0.1019 |
7.9% |
0.0001 |
0.0% |
74% |
False |
False |
1 |
| 100 |
1.3135 |
1.2116 |
0.1019 |
7.9% |
0.0001 |
0.0% |
74% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2888 |
|
2.618 |
1.2878 |
|
1.618 |
1.2872 |
|
1.000 |
1.2868 |
|
0.618 |
1.2866 |
|
HIGH |
1.2862 |
|
0.618 |
1.2860 |
|
0.500 |
1.2859 |
|
0.382 |
1.2858 |
|
LOW |
1.2856 |
|
0.618 |
1.2852 |
|
1.000 |
1.2850 |
|
1.618 |
1.2846 |
|
2.618 |
1.2840 |
|
4.250 |
1.2831 |
|
|
| Fisher Pivots for day following 16-Jun-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2863 |
1.2855 |
| PP |
1.2861 |
1.2845 |
| S1 |
1.2859 |
1.2835 |
|