CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 27-Jul-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2006 |
27-Jul-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2874 |
1.2867 |
-0.0007 |
-0.1% |
1.2711 |
| High |
1.2874 |
1.2940 |
0.0066 |
0.5% |
1.2872 |
| Low |
1.2874 |
1.2860 |
-0.0014 |
-0.1% |
1.2670 |
| Close |
1.2874 |
1.2867 |
-0.0007 |
-0.1% |
1.2870 |
| Range |
0.0000 |
0.0080 |
0.0080 |
|
0.0202 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
2.3% |
0.0000 |
| Volume |
2 |
16 |
14 |
700.0% |
46 |
|
| Daily Pivots for day following 27-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3129 |
1.3078 |
1.2911 |
|
| R3 |
1.3049 |
1.2998 |
1.2889 |
|
| R2 |
1.2969 |
1.2969 |
1.2882 |
|
| R1 |
1.2918 |
1.2918 |
1.2874 |
1.2907 |
| PP |
1.2889 |
1.2889 |
1.2889 |
1.2884 |
| S1 |
1.2838 |
1.2838 |
1.2860 |
1.2827 |
| S2 |
1.2809 |
1.2809 |
1.2852 |
|
| S3 |
1.2729 |
1.2758 |
1.2845 |
|
| S4 |
1.2649 |
1.2678 |
1.2823 |
|
|
| Weekly Pivots for week ending 21-Jul-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3410 |
1.3342 |
1.2981 |
|
| R3 |
1.3208 |
1.3140 |
1.2926 |
|
| R2 |
1.3006 |
1.3006 |
1.2907 |
|
| R1 |
1.2938 |
1.2938 |
1.2889 |
1.2972 |
| PP |
1.2804 |
1.2804 |
1.2804 |
1.2821 |
| S1 |
1.2736 |
1.2736 |
1.2851 |
1.2770 |
| S2 |
1.2602 |
1.2602 |
1.2833 |
|
| S3 |
1.2400 |
1.2534 |
1.2814 |
|
| S4 |
1.2198 |
1.2332 |
1.2759 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2940 |
1.2761 |
0.0179 |
1.4% |
0.0016 |
0.1% |
59% |
True |
False |
12 |
| 10 |
1.2940 |
1.2670 |
0.0270 |
2.1% |
0.0020 |
0.2% |
73% |
True |
False |
11 |
| 20 |
1.3016 |
1.2670 |
0.0346 |
2.7% |
0.0010 |
0.1% |
57% |
False |
False |
7 |
| 40 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0005 |
0.0% |
42% |
False |
False |
5 |
| 60 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0003 |
0.0% |
42% |
False |
False |
4 |
| 80 |
1.3135 |
1.2322 |
0.0813 |
6.3% |
0.0003 |
0.0% |
67% |
False |
False |
3 |
| 100 |
1.3135 |
1.2143 |
0.0992 |
7.7% |
0.0003 |
0.0% |
73% |
False |
False |
3 |
| 120 |
1.3135 |
1.2116 |
0.1019 |
7.9% |
0.0003 |
0.0% |
74% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3280 |
|
2.618 |
1.3149 |
|
1.618 |
1.3069 |
|
1.000 |
1.3020 |
|
0.618 |
1.2989 |
|
HIGH |
1.2940 |
|
0.618 |
1.2909 |
|
0.500 |
1.2900 |
|
0.382 |
1.2891 |
|
LOW |
1.2860 |
|
0.618 |
1.2811 |
|
1.000 |
1.2780 |
|
1.618 |
1.2731 |
|
2.618 |
1.2651 |
|
4.250 |
1.2520 |
|
|
| Fisher Pivots for day following 27-Jul-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2900 |
1.2862 |
| PP |
1.2889 |
1.2856 |
| S1 |
1.2878 |
1.2851 |
|