CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 20-Sep-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2006 |
20-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2829 |
1.2812 |
-0.0017 |
-0.1% |
1.2826 |
| High |
1.2832 |
1.2830 |
-0.0002 |
0.0% |
1.2855 |
| Low |
1.2785 |
1.2810 |
0.0025 |
0.2% |
1.2779 |
| Close |
1.2795 |
1.2812 |
0.0017 |
0.1% |
1.2779 |
| Range |
0.0047 |
0.0020 |
-0.0027 |
-57.4% |
0.0076 |
| ATR |
0.0039 |
0.0039 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
69 |
161 |
92 |
133.3% |
429 |
|
| Daily Pivots for day following 20-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2877 |
1.2865 |
1.2823 |
|
| R3 |
1.2857 |
1.2845 |
1.2818 |
|
| R2 |
1.2837 |
1.2837 |
1.2816 |
|
| R1 |
1.2825 |
1.2825 |
1.2814 |
1.2822 |
| PP |
1.2817 |
1.2817 |
1.2817 |
1.2816 |
| S1 |
1.2805 |
1.2805 |
1.2810 |
1.2802 |
| S2 |
1.2797 |
1.2797 |
1.2808 |
|
| S3 |
1.2777 |
1.2785 |
1.2807 |
|
| S4 |
1.2757 |
1.2765 |
1.2801 |
|
|
| Weekly Pivots for week ending 15-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3032 |
1.2982 |
1.2821 |
|
| R3 |
1.2956 |
1.2906 |
1.2800 |
|
| R2 |
1.2880 |
1.2880 |
1.2793 |
|
| R1 |
1.2830 |
1.2830 |
1.2786 |
1.2817 |
| PP |
1.2804 |
1.2804 |
1.2804 |
1.2798 |
| S1 |
1.2754 |
1.2754 |
1.2772 |
1.2741 |
| S2 |
1.2728 |
1.2728 |
1.2765 |
|
| S3 |
1.2652 |
1.2678 |
1.2758 |
|
| S4 |
1.2576 |
1.2602 |
1.2737 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2855 |
1.2779 |
0.0076 |
0.6% |
0.0013 |
0.1% |
43% |
False |
False |
132 |
| 10 |
1.2871 |
1.2779 |
0.0092 |
0.7% |
0.0008 |
0.1% |
36% |
False |
False |
90 |
| 20 |
1.2973 |
1.2779 |
0.0194 |
1.5% |
0.0006 |
0.0% |
17% |
False |
False |
50 |
| 40 |
1.3042 |
1.2779 |
0.0263 |
2.1% |
0.0005 |
0.0% |
13% |
False |
False |
27 |
| 60 |
1.3042 |
1.2670 |
0.0372 |
2.9% |
0.0005 |
0.0% |
38% |
False |
False |
20 |
| 80 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0004 |
0.0% |
31% |
False |
False |
16 |
| 100 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0003 |
0.0% |
31% |
False |
False |
13 |
| 120 |
1.3135 |
1.2322 |
0.0813 |
6.3% |
0.0003 |
0.0% |
60% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2915 |
|
2.618 |
1.2882 |
|
1.618 |
1.2862 |
|
1.000 |
1.2850 |
|
0.618 |
1.2842 |
|
HIGH |
1.2830 |
|
0.618 |
1.2822 |
|
0.500 |
1.2820 |
|
0.382 |
1.2818 |
|
LOW |
1.2810 |
|
0.618 |
1.2798 |
|
1.000 |
1.2790 |
|
1.618 |
1.2778 |
|
2.618 |
1.2758 |
|
4.250 |
1.2725 |
|
|
| Fisher Pivots for day following 20-Sep-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2820 |
1.2811 |
| PP |
1.2817 |
1.2810 |
| S1 |
1.2815 |
1.2809 |
|