CME Euro FX Future March 2007

Trading Metrics calculated at close of trading on 20-Oct-2006

Day Change Summary
	Previous	Current
	19-Oct-2006	20-Oct-2006	Change	Change %	Previous Week
Open	1.2725	1.2711	-0.0014	-0.1%	1.2620
High	1.2725	1.2705	-0.0020	-0.2%	1.2725
Low	1.2686	1.2700	0.0014	0.1%	1.2605
Close	1.2720	1.2711	-0.0009	-0.1%	1.2711
Range	0.0039	0.0005	-0.0034	-87.2%	0.0120
ATR	0.0045	0.0043	-0.0002	-4.0%	0.0000
Volume	270	317	47	17.4%	2,000

Daily Pivots for day following 20-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	1.2720	1.2721	1.2714
R3	1.2715	1.2716	1.2712
R2	1.2710	1.2710	1.2712
R1	1.2711	1.2711	1.2711	1.2714
PP	1.2705	1.2705	1.2705	1.2707
S1	1.2706	1.2706	1.2711	1.2709
S2	1.2700	1.2700	1.2710
S3	1.2695	1.2701	1.2710
S4	1.2690	1.2696	1.2708

Weekly Pivots for week ending 20-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	1.3040	1.2996	1.2777
R3	1.2920	1.2876	1.2744
R2	1.2800	1.2800	1.2733
R1	1.2756	1.2756	1.2722	1.2778
PP	1.2680	1.2680	1.2680	1.2692
S1	1.2636	1.2636	1.2700	1.2658
S2	1.2560	1.2560	1.2689
S3	1.2440	1.2516	1.2678
S4	1.2320	1.2396	1.2645

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2725	1.2605	0.0120	0.9%	0.0017	0.1%	88%	False	False	400
10	1.2725	1.2585	0.0140	1.1%	0.0018	0.1%	90%	False	False	486
20	1.2867	1.2585	0.0282	2.2%	0.0017	0.1%	45%	False	False	360
40	1.2973	1.2585	0.0388	3.1%	0.0013	0.1%	32%	False	False	211
60	1.3042	1.2585	0.0457	3.6%	0.0009	0.1%	28%	False	False	142
80	1.3042	1.2585	0.0457	3.6%	0.0009	0.1%	28%	False	False	108
100	1.3135	1.2585	0.0550	4.3%	0.0008	0.1%	23%	False	False	87
120	1.3135	1.2585	0.0550	4.3%	0.0006	0.0%	23%	False	False	73

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	-0.0001
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.2726
2.618	1.2718
1.618	1.2713
1.000	1.2710
0.618	1.2708
HIGH	1.2705
0.618	1.2703
0.500	1.2703
0.382	1.2702
LOW	1.2700
0.618	1.2697
1.000	1.2695
1.618	1.2692
2.618	1.2687
4.250	1.2679

Fisher Pivots for day following 20-Oct-2006
Pivot	1 day	3 day
R1	1.2708	1.2696
PP	1.2705	1.2680
S1	1.2703	1.2665

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols