CME Euro FX Future March 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 |
1.2697 |
1.2787 |
0.0090 |
0.7% |
1.2931 |
| High |
1.2697 |
1.2790 |
0.0093 |
0.7% |
1.2967 |
| Low |
1.2697 |
1.2670 |
-0.0027 |
-0.2% |
1.2844 |
| Close |
1.2697 |
1.2787 |
0.0090 |
0.7% |
1.2844 |
| Range |
0.0000 |
0.0120 |
0.0120 |
|
0.0123 |
| ATR |
0.0055 |
0.0059 |
0.0005 |
8.5% |
0.0000 |
| Volume |
1 |
8 |
7 |
700.0% |
38 |
|
| Daily Pivots for day following 19-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3109 |
1.3068 |
1.2853 |
|
| R3 |
1.2989 |
1.2948 |
1.2820 |
|
| R2 |
1.2869 |
1.2869 |
1.2809 |
|
| R1 |
1.2828 |
1.2828 |
1.2798 |
1.2847 |
| PP |
1.2749 |
1.2749 |
1.2749 |
1.2759 |
| S1 |
1.2708 |
1.2708 |
1.2776 |
1.2727 |
| S2 |
1.2629 |
1.2629 |
1.2765 |
|
| S3 |
1.2509 |
1.2588 |
1.2754 |
|
| S4 |
1.2389 |
1.2468 |
1.2721 |
|
|
| Weekly Pivots for week ending 14-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3254 |
1.3172 |
1.2912 |
|
| R3 |
1.3131 |
1.3049 |
1.2878 |
|
| R2 |
1.3008 |
1.3008 |
1.2867 |
|
| R1 |
1.2926 |
1.2926 |
1.2855 |
1.2906 |
| PP |
1.2885 |
1.2885 |
1.2885 |
1.2875 |
| S1 |
1.2803 |
1.2803 |
1.2833 |
1.2783 |
| S2 |
1.2762 |
1.2762 |
1.2821 |
|
| S3 |
1.2639 |
1.2680 |
1.2810 |
|
| S4 |
1.2516 |
1.2557 |
1.2776 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2888 |
1.2670 |
0.0218 |
1.7% |
0.0024 |
0.2% |
54% |
False |
True |
4 |
| 10 |
1.3016 |
1.2670 |
0.0346 |
2.7% |
0.0012 |
0.1% |
34% |
False |
True |
5 |
| 20 |
1.3016 |
1.2670 |
0.0346 |
2.7% |
0.0006 |
0.0% |
34% |
False |
True |
2 |
| 40 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0003 |
0.0% |
25% |
False |
True |
3 |
| 60 |
1.3135 |
1.2668 |
0.0467 |
3.7% |
0.0002 |
0.0% |
25% |
False |
False |
2 |
| 80 |
1.3135 |
1.2243 |
0.0892 |
7.0% |
0.0003 |
0.0% |
61% |
False |
False |
2 |
| 100 |
1.3135 |
1.2116 |
0.1019 |
8.0% |
0.0002 |
0.0% |
66% |
False |
False |
2 |
| 120 |
1.3135 |
1.2116 |
0.1019 |
8.0% |
0.0002 |
0.0% |
66% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3300 |
|
2.618 |
1.3104 |
|
1.618 |
1.2984 |
|
1.000 |
1.2910 |
|
0.618 |
1.2864 |
|
HIGH |
1.2790 |
|
0.618 |
1.2744 |
|
0.500 |
1.2730 |
|
0.382 |
1.2716 |
|
LOW |
1.2670 |
|
0.618 |
1.2596 |
|
1.000 |
1.2550 |
|
1.618 |
1.2476 |
|
2.618 |
1.2356 |
|
4.250 |
1.2160 |
|
|
| Fisher Pivots for day following 19-Jul-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2768 |
1.2768 |
| PP |
1.2749 |
1.2749 |
| S1 |
1.2730 |
1.2730 |
|