CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 26-Sep-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2006 |
26-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2874 |
1.2810 |
-0.0064 |
-0.5% |
1.2819 |
| High |
1.2867 |
1.2802 |
-0.0065 |
-0.5% |
1.2925 |
| Low |
1.2854 |
1.2778 |
-0.0076 |
-0.6% |
1.2785 |
| Close |
1.2874 |
1.2810 |
-0.0064 |
-0.5% |
1.2896 |
| Range |
0.0013 |
0.0024 |
0.0011 |
84.6% |
0.0140 |
| ATR |
0.0041 |
0.0045 |
0.0004 |
9.5% |
0.0000 |
| Volume |
260 |
325 |
65 |
25.0% |
727 |
|
| Daily Pivots for day following 26-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2869 |
1.2863 |
1.2823 |
|
| R3 |
1.2845 |
1.2839 |
1.2817 |
|
| R2 |
1.2821 |
1.2821 |
1.2814 |
|
| R1 |
1.2815 |
1.2815 |
1.2812 |
1.2822 |
| PP |
1.2797 |
1.2797 |
1.2797 |
1.2800 |
| S1 |
1.2791 |
1.2791 |
1.2808 |
1.2798 |
| S2 |
1.2773 |
1.2773 |
1.2806 |
|
| S3 |
1.2749 |
1.2767 |
1.2803 |
|
| S4 |
1.2725 |
1.2743 |
1.2797 |
|
|
| Weekly Pivots for week ending 22-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3289 |
1.3232 |
1.2973 |
|
| R3 |
1.3149 |
1.3092 |
1.2935 |
|
| R2 |
1.3009 |
1.3009 |
1.2922 |
|
| R1 |
1.2952 |
1.2952 |
1.2909 |
1.2981 |
| PP |
1.2869 |
1.2869 |
1.2869 |
1.2883 |
| S1 |
1.2812 |
1.2812 |
1.2883 |
1.2841 |
| S2 |
1.2729 |
1.2729 |
1.2870 |
|
| S3 |
1.2589 |
1.2672 |
1.2858 |
|
| S4 |
1.2449 |
1.2532 |
1.2819 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2925 |
1.2778 |
0.0147 |
1.1% |
0.0029 |
0.2% |
22% |
False |
True |
204 |
| 10 |
1.2925 |
1.2778 |
0.0147 |
1.1% |
0.0019 |
0.1% |
22% |
False |
True |
165 |
| 20 |
1.2973 |
1.2778 |
0.0195 |
1.5% |
0.0010 |
0.1% |
16% |
False |
True |
91 |
| 40 |
1.3042 |
1.2778 |
0.0264 |
2.1% |
0.0006 |
0.0% |
12% |
False |
True |
47 |
| 60 |
1.3042 |
1.2670 |
0.0372 |
2.9% |
0.0007 |
0.1% |
38% |
False |
False |
34 |
| 80 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0006 |
0.0% |
30% |
False |
False |
26 |
| 100 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0004 |
0.0% |
30% |
False |
False |
21 |
| 120 |
1.3135 |
1.2322 |
0.0813 |
6.3% |
0.0004 |
0.0% |
60% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2904 |
|
2.618 |
1.2865 |
|
1.618 |
1.2841 |
|
1.000 |
1.2826 |
|
0.618 |
1.2817 |
|
HIGH |
1.2802 |
|
0.618 |
1.2793 |
|
0.500 |
1.2790 |
|
0.382 |
1.2787 |
|
LOW |
1.2778 |
|
0.618 |
1.2763 |
|
1.000 |
1.2754 |
|
1.618 |
1.2739 |
|
2.618 |
1.2715 |
|
4.250 |
1.2676 |
|
|
| Fisher Pivots for day following 26-Sep-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2803 |
1.2852 |
| PP |
1.2797 |
1.2838 |
| S1 |
1.2790 |
1.2824 |
|