CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 13-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2006 |
13-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2689 |
1.2642 |
-0.0047 |
-0.4% |
1.2753 |
| High |
1.2689 |
1.2655 |
-0.0034 |
-0.3% |
1.2753 |
| Low |
1.2689 |
1.2642 |
-0.0047 |
-0.4% |
1.2642 |
| Close |
1.2689 |
1.2655 |
-0.0034 |
-0.3% |
1.2655 |
| Range |
0.0000 |
0.0013 |
0.0013 |
|
0.0111 |
| ATR |
0.0036 |
0.0037 |
0.0001 |
2.2% |
0.0000 |
| Volume |
2 |
4 |
2 |
100.0% |
9 |
|
| Daily Pivots for day following 13-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2690 |
1.2685 |
1.2662 |
|
| R3 |
1.2677 |
1.2672 |
1.2659 |
|
| R2 |
1.2664 |
1.2664 |
1.2657 |
|
| R1 |
1.2659 |
1.2659 |
1.2656 |
1.2662 |
| PP |
1.2651 |
1.2651 |
1.2651 |
1.2652 |
| S1 |
1.2646 |
1.2646 |
1.2654 |
1.2649 |
| S2 |
1.2638 |
1.2638 |
1.2653 |
|
| S3 |
1.2625 |
1.2633 |
1.2651 |
|
| S4 |
1.2612 |
1.2620 |
1.2648 |
|
|
| Weekly Pivots for week ending 13-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3016 |
1.2947 |
1.2716 |
|
| R3 |
1.2905 |
1.2836 |
1.2686 |
|
| R2 |
1.2794 |
1.2794 |
1.2675 |
|
| R1 |
1.2725 |
1.2725 |
1.2665 |
1.2704 |
| PP |
1.2683 |
1.2683 |
1.2683 |
1.2673 |
| S1 |
1.2614 |
1.2614 |
1.2645 |
1.2593 |
| S2 |
1.2572 |
1.2572 |
1.2635 |
|
| S3 |
1.2461 |
1.2503 |
1.2624 |
|
| S4 |
1.2350 |
1.2392 |
1.2594 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2753 |
1.2642 |
0.0111 |
0.9% |
0.0011 |
0.1% |
12% |
False |
True |
1 |
| 10 |
1.2890 |
1.2642 |
0.0248 |
2.0% |
0.0005 |
0.0% |
5% |
False |
True |
4 |
| 20 |
1.2946 |
1.2642 |
0.0304 |
2.4% |
0.0005 |
0.0% |
4% |
False |
True |
7 |
| 40 |
1.3087 |
1.2642 |
0.0445 |
3.5% |
0.0003 |
0.0% |
3% |
False |
True |
4 |
| 60 |
1.3091 |
1.2642 |
0.0449 |
3.5% |
0.0002 |
0.0% |
3% |
False |
True |
3 |
| 80 |
1.3091 |
1.2642 |
0.0449 |
3.5% |
0.0003 |
0.0% |
3% |
False |
True |
2 |
| 100 |
1.3193 |
1.2642 |
0.0551 |
4.4% |
0.0002 |
0.0% |
2% |
False |
True |
2 |
| 120 |
1.3193 |
1.2642 |
0.0551 |
4.4% |
0.0002 |
0.0% |
2% |
False |
True |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2710 |
|
2.618 |
1.2689 |
|
1.618 |
1.2676 |
|
1.000 |
1.2668 |
|
0.618 |
1.2663 |
|
HIGH |
1.2655 |
|
0.618 |
1.2650 |
|
0.500 |
1.2649 |
|
0.382 |
1.2647 |
|
LOW |
1.2642 |
|
0.618 |
1.2634 |
|
1.000 |
1.2629 |
|
1.618 |
1.2621 |
|
2.618 |
1.2608 |
|
4.250 |
1.2587 |
|
|
| Fisher Pivots for day following 13-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2653 |
1.2666 |
| PP |
1.2651 |
1.2662 |
| S1 |
1.2649 |
1.2659 |
|