CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 26-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2006 |
26-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2745 |
1.2822 |
0.0077 |
0.6% |
1.2664 |
| High |
1.2745 |
1.2822 |
0.0077 |
0.6% |
1.2764 |
| Low |
1.2745 |
1.2822 |
0.0077 |
0.6% |
1.2664 |
| Close |
1.2745 |
1.2822 |
0.0077 |
0.6% |
1.2755 |
| Range |
|
|
|
|
|
| ATR |
0.0036 |
0.0039 |
0.0003 |
8.3% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2822 |
1.2822 |
1.2822 |
|
| R3 |
1.2822 |
1.2822 |
1.2822 |
|
| R2 |
1.2822 |
1.2822 |
1.2822 |
|
| R1 |
1.2822 |
1.2822 |
1.2822 |
1.2822 |
| PP |
1.2822 |
1.2822 |
1.2822 |
1.2822 |
| S1 |
1.2822 |
1.2822 |
1.2822 |
1.2822 |
| S2 |
1.2822 |
1.2822 |
1.2822 |
|
| S3 |
1.2822 |
1.2822 |
1.2822 |
|
| S4 |
1.2822 |
1.2822 |
1.2822 |
|
|
| Weekly Pivots for week ending 20-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3028 |
1.2991 |
1.2810 |
|
| R3 |
1.2928 |
1.2891 |
1.2783 |
|
| R2 |
1.2828 |
1.2828 |
1.2773 |
|
| R1 |
1.2791 |
1.2791 |
1.2764 |
1.2810 |
| PP |
1.2728 |
1.2728 |
1.2728 |
1.2737 |
| S1 |
1.2691 |
1.2691 |
1.2746 |
1.2710 |
| S2 |
1.2628 |
1.2628 |
1.2737 |
|
| S3 |
1.2528 |
1.2591 |
1.2728 |
|
| S4 |
1.2428 |
1.2491 |
1.2700 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2822 |
1.2686 |
0.0136 |
1.1% |
0.0000 |
0.0% |
100% |
True |
False |
|
| 10 |
1.2822 |
1.2642 |
0.0180 |
1.4% |
0.0001 |
0.0% |
100% |
True |
False |
2 |
| 20 |
1.2890 |
1.2642 |
0.0248 |
1.9% |
0.0003 |
0.0% |
73% |
False |
False |
3 |
| 40 |
1.3019 |
1.2642 |
0.0377 |
2.9% |
0.0002 |
0.0% |
48% |
False |
False |
4 |
| 60 |
1.3091 |
1.2642 |
0.0449 |
3.5% |
0.0002 |
0.0% |
40% |
False |
False |
3 |
| 80 |
1.3091 |
1.2642 |
0.0449 |
3.5% |
0.0003 |
0.0% |
40% |
False |
False |
2 |
| 100 |
1.3091 |
1.2642 |
0.0449 |
3.5% |
0.0002 |
0.0% |
40% |
False |
False |
2 |
| 120 |
1.3193 |
1.2642 |
0.0551 |
4.3% |
0.0002 |
0.0% |
33% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2822 |
|
2.618 |
1.2822 |
|
1.618 |
1.2822 |
|
1.000 |
1.2822 |
|
0.618 |
1.2822 |
|
HIGH |
1.2822 |
|
0.618 |
1.2822 |
|
0.500 |
1.2822 |
|
0.382 |
1.2822 |
|
LOW |
1.2822 |
|
0.618 |
1.2822 |
|
1.000 |
1.2822 |
|
1.618 |
1.2822 |
|
2.618 |
1.2822 |
|
4.250 |
1.2822 |
|
|
| Fisher Pivots for day following 26-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2822 |
1.2802 |
| PP |
1.2822 |
1.2781 |
| S1 |
1.2822 |
1.2761 |
|