CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 03-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2006 |
03-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2890 |
1.2878 |
-0.0012 |
-0.1% |
1.2920 |
| High |
1.2890 |
1.2878 |
-0.0012 |
-0.1% |
1.2920 |
| Low |
1.2890 |
1.2878 |
-0.0012 |
-0.1% |
1.2838 |
| Close |
1.2890 |
1.2878 |
-0.0012 |
-0.1% |
1.2838 |
| Range |
|
|
|
|
|
| ATR |
0.0033 |
0.0032 |
-0.0002 |
-4.6% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2878 |
1.2878 |
1.2878 |
|
| R3 |
1.2878 |
1.2878 |
1.2878 |
|
| R2 |
1.2878 |
1.2878 |
1.2878 |
|
| R1 |
1.2878 |
1.2878 |
1.2878 |
1.2878 |
| PP |
1.2878 |
1.2878 |
1.2878 |
1.2878 |
| S1 |
1.2878 |
1.2878 |
1.2878 |
1.2878 |
| S2 |
1.2878 |
1.2878 |
1.2878 |
|
| S3 |
1.2878 |
1.2878 |
1.2878 |
|
| S4 |
1.2878 |
1.2878 |
1.2878 |
|
|
| Weekly Pivots for week ending 29-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3111 |
1.3057 |
1.2883 |
|
| R3 |
1.3029 |
1.2975 |
1.2861 |
|
| R2 |
1.2947 |
1.2947 |
1.2853 |
|
| R1 |
1.2893 |
1.2893 |
1.2846 |
1.2879 |
| PP |
1.2865 |
1.2865 |
1.2865 |
1.2859 |
| S1 |
1.2811 |
1.2811 |
1.2830 |
1.2797 |
| S2 |
1.2783 |
1.2783 |
1.2823 |
|
| S3 |
1.2701 |
1.2729 |
1.2815 |
|
| S4 |
1.2619 |
1.2647 |
1.2793 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2890 |
1.2838 |
0.0052 |
0.4% |
0.0000 |
0.0% |
77% |
False |
False |
|
| 10 |
1.2946 |
1.2838 |
0.0108 |
0.8% |
0.0000 |
0.0% |
37% |
False |
False |
9 |
| 20 |
1.2993 |
1.2825 |
0.0168 |
1.3% |
0.0002 |
0.0% |
32% |
False |
False |
5 |
| 40 |
1.3090 |
1.2825 |
0.0265 |
2.1% |
0.0002 |
0.0% |
20% |
False |
False |
3 |
| 60 |
1.3091 |
1.2723 |
0.0368 |
2.9% |
0.0003 |
0.0% |
42% |
False |
False |
2 |
| 80 |
1.3091 |
1.2723 |
0.0368 |
2.9% |
0.0002 |
0.0% |
42% |
False |
False |
2 |
| 100 |
1.3193 |
1.2723 |
0.0470 |
3.6% |
0.0002 |
0.0% |
33% |
False |
False |
1 |
| 120 |
1.3193 |
1.2395 |
0.0798 |
6.2% |
0.0002 |
0.0% |
61% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2878 |
|
2.618 |
1.2878 |
|
1.618 |
1.2878 |
|
1.000 |
1.2878 |
|
0.618 |
1.2878 |
|
HIGH |
1.2878 |
|
0.618 |
1.2878 |
|
0.500 |
1.2878 |
|
0.382 |
1.2878 |
|
LOW |
1.2878 |
|
0.618 |
1.2878 |
|
1.000 |
1.2878 |
|
1.618 |
1.2878 |
|
2.618 |
1.2878 |
|
4.250 |
1.2878 |
|
|
| Fisher Pivots for day following 03-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2878 |
1.2873 |
| PP |
1.2878 |
1.2869 |
| S1 |
1.2878 |
1.2864 |
|