CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 12-Sep-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2006 |
12-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2826 |
1.2810 |
-0.0016 |
-0.1% |
1.2950 |
| High |
1.2826 |
1.2810 |
-0.0016 |
-0.1% |
1.2950 |
| Low |
1.2826 |
1.2807 |
-0.0019 |
-0.1% |
1.2790 |
| Close |
1.2826 |
1.2815 |
-0.0011 |
-0.1% |
1.2799 |
| Range |
0.0000 |
0.0003 |
0.0003 |
|
0.0160 |
| ATR |
0.0040 |
0.0038 |
-0.0001 |
-3.7% |
0.0000 |
| Volume |
79 |
5 |
-74 |
-93.7% |
61 |
|
| Daily Pivots for day following 12-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2820 |
1.2820 |
1.2817 |
|
| R3 |
1.2817 |
1.2817 |
1.2816 |
|
| R2 |
1.2814 |
1.2814 |
1.2816 |
|
| R1 |
1.2814 |
1.2814 |
1.2815 |
1.2814 |
| PP |
1.2811 |
1.2811 |
1.2811 |
1.2811 |
| S1 |
1.2811 |
1.2811 |
1.2815 |
1.2811 |
| S2 |
1.2808 |
1.2808 |
1.2814 |
|
| S3 |
1.2805 |
1.2808 |
1.2814 |
|
| S4 |
1.2802 |
1.2805 |
1.2813 |
|
|
| Weekly Pivots for week ending 08-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3326 |
1.3223 |
1.2887 |
|
| R3 |
1.3166 |
1.3063 |
1.2843 |
|
| R2 |
1.3006 |
1.3006 |
1.2828 |
|
| R1 |
1.2903 |
1.2903 |
1.2814 |
1.2875 |
| PP |
1.2846 |
1.2846 |
1.2846 |
1.2832 |
| S1 |
1.2743 |
1.2743 |
1.2784 |
1.2715 |
| S2 |
1.2686 |
1.2686 |
1.2770 |
|
| S3 |
1.2526 |
1.2583 |
1.2755 |
|
| S4 |
1.2366 |
1.2423 |
1.2711 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2945 |
1.2790 |
0.0155 |
1.2% |
0.0002 |
0.0% |
16% |
False |
False |
28 |
| 10 |
1.2973 |
1.2790 |
0.0183 |
1.4% |
0.0001 |
0.0% |
14% |
False |
False |
17 |
| 20 |
1.3042 |
1.2790 |
0.0252 |
2.0% |
0.0002 |
0.0% |
10% |
False |
False |
10 |
| 40 |
1.3042 |
1.2670 |
0.0372 |
2.9% |
0.0006 |
0.0% |
39% |
False |
False |
9 |
| 60 |
1.3042 |
1.2670 |
0.0372 |
2.9% |
0.0004 |
0.0% |
39% |
False |
False |
7 |
| 80 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0003 |
0.0% |
31% |
False |
False |
6 |
| 100 |
1.3135 |
1.2577 |
0.0558 |
4.4% |
0.0003 |
0.0% |
43% |
False |
False |
5 |
| 120 |
1.3135 |
1.2206 |
0.0929 |
7.2% |
0.0003 |
0.0% |
66% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2823 |
|
2.618 |
1.2818 |
|
1.618 |
1.2815 |
|
1.000 |
1.2813 |
|
0.618 |
1.2812 |
|
HIGH |
1.2810 |
|
0.618 |
1.2809 |
|
0.500 |
1.2809 |
|
0.382 |
1.2808 |
|
LOW |
1.2807 |
|
0.618 |
1.2805 |
|
1.000 |
1.2804 |
|
1.618 |
1.2802 |
|
2.618 |
1.2799 |
|
4.250 |
1.2794 |
|
|
| Fisher Pivots for day following 12-Sep-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2813 |
1.2813 |
| PP |
1.2811 |
1.2810 |
| S1 |
1.2809 |
1.2808 |
|