CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 07-Sep-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2006 |
07-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2945 |
1.2862 |
-0.0083 |
-0.6% |
1.2928 |
| High |
1.2945 |
1.2871 |
-0.0074 |
-0.6% |
1.2973 |
| Low |
1.2945 |
1.2862 |
-0.0083 |
-0.6% |
1.2919 |
| Close |
1.2945 |
1.2862 |
-0.0083 |
-0.6% |
1.2971 |
| Range |
0.0000 |
0.0009 |
0.0009 |
|
0.0054 |
| ATR |
0.0035 |
0.0038 |
0.0003 |
10.0% |
0.0000 |
| Volume |
33 |
18 |
-15 |
-45.5% |
29 |
|
| Daily Pivots for day following 07-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2892 |
1.2886 |
1.2867 |
|
| R3 |
1.2883 |
1.2877 |
1.2864 |
|
| R2 |
1.2874 |
1.2874 |
1.2864 |
|
| R1 |
1.2868 |
1.2868 |
1.2863 |
1.2867 |
| PP |
1.2865 |
1.2865 |
1.2865 |
1.2864 |
| S1 |
1.2859 |
1.2859 |
1.2861 |
1.2858 |
| S2 |
1.2856 |
1.2856 |
1.2860 |
|
| S3 |
1.2847 |
1.2850 |
1.2860 |
|
| S4 |
1.2838 |
1.2841 |
1.2857 |
|
|
| Weekly Pivots for week ending 01-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3116 |
1.3098 |
1.3001 |
|
| R3 |
1.3062 |
1.3044 |
1.2986 |
|
| R2 |
1.3008 |
1.3008 |
1.2981 |
|
| R1 |
1.2990 |
1.2990 |
1.2976 |
1.2999 |
| PP |
1.2954 |
1.2954 |
1.2954 |
1.2959 |
| S1 |
1.2936 |
1.2936 |
1.2966 |
1.2945 |
| S2 |
1.2900 |
1.2900 |
1.2961 |
|
| S3 |
1.2846 |
1.2882 |
1.2956 |
|
| S4 |
1.2792 |
1.2828 |
1.2941 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2950 |
1.2862 |
0.0088 |
0.7% |
0.0002 |
0.0% |
0% |
False |
True |
15 |
| 10 |
1.2973 |
1.2862 |
0.0111 |
0.9% |
0.0002 |
0.0% |
0% |
False |
True |
11 |
| 20 |
1.3042 |
1.2862 |
0.0180 |
1.4% |
0.0002 |
0.0% |
0% |
False |
True |
6 |
| 40 |
1.3042 |
1.2670 |
0.0372 |
2.9% |
0.0006 |
0.0% |
52% |
False |
False |
7 |
| 60 |
1.3042 |
1.2670 |
0.0372 |
2.9% |
0.0004 |
0.0% |
52% |
False |
False |
6 |
| 80 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0003 |
0.0% |
41% |
False |
False |
5 |
| 100 |
1.3135 |
1.2550 |
0.0585 |
4.5% |
0.0003 |
0.0% |
53% |
False |
False |
4 |
| 120 |
1.3135 |
1.2206 |
0.0929 |
7.2% |
0.0003 |
0.0% |
71% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2909 |
|
2.618 |
1.2895 |
|
1.618 |
1.2886 |
|
1.000 |
1.2880 |
|
0.618 |
1.2877 |
|
HIGH |
1.2871 |
|
0.618 |
1.2868 |
|
0.500 |
1.2867 |
|
0.382 |
1.2865 |
|
LOW |
1.2862 |
|
0.618 |
1.2856 |
|
1.000 |
1.2853 |
|
1.618 |
1.2847 |
|
2.618 |
1.2838 |
|
4.250 |
1.2824 |
|
|
| Fisher Pivots for day following 07-Sep-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2867 |
1.2906 |
| PP |
1.2865 |
1.2891 |
| S1 |
1.2864 |
1.2877 |
|