CME Euro FX Future March 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 |
1.2845 |
1.2834 |
-0.0011 |
-0.1% |
1.2874 |
| High |
1.2858 |
1.2845 |
-0.0013 |
-0.1% |
1.2867 |
| Low |
1.2855 |
1.2835 |
-0.0020 |
-0.2% |
1.2760 |
| Close |
1.2845 |
1.2834 |
-0.0011 |
-0.1% |
1.2792 |
| Range |
0.0003 |
0.0010 |
0.0007 |
233.3% |
0.0107 |
| ATR |
0.0044 |
0.0042 |
-0.0002 |
-5.5% |
0.0000 |
| Volume |
594 |
247 |
-347 |
-58.4% |
903 |
|
| Daily Pivots for day following 03-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2868 |
1.2861 |
1.2840 |
|
| R3 |
1.2858 |
1.2851 |
1.2837 |
|
| R2 |
1.2848 |
1.2848 |
1.2836 |
|
| R1 |
1.2841 |
1.2841 |
1.2835 |
1.2839 |
| PP |
1.2838 |
1.2838 |
1.2838 |
1.2837 |
| S1 |
1.2831 |
1.2831 |
1.2833 |
1.2829 |
| S2 |
1.2828 |
1.2828 |
1.2832 |
|
| S3 |
1.2818 |
1.2821 |
1.2831 |
|
| S4 |
1.2808 |
1.2811 |
1.2829 |
|
|
| Weekly Pivots for week ending 29-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3127 |
1.3067 |
1.2851 |
|
| R3 |
1.3020 |
1.2960 |
1.2821 |
|
| R2 |
1.2913 |
1.2913 |
1.2812 |
|
| R1 |
1.2853 |
1.2853 |
1.2802 |
1.2830 |
| PP |
1.2806 |
1.2806 |
1.2806 |
1.2795 |
| S1 |
1.2746 |
1.2746 |
1.2782 |
1.2723 |
| S2 |
1.2699 |
1.2699 |
1.2772 |
|
| S3 |
1.2592 |
1.2639 |
1.2763 |
|
| S4 |
1.2485 |
1.2532 |
1.2733 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2858 |
1.2760 |
0.0098 |
0.8% |
0.0016 |
0.1% |
76% |
False |
False |
231 |
| 10 |
1.2925 |
1.2760 |
0.0165 |
1.3% |
0.0022 |
0.2% |
45% |
False |
False |
218 |
| 20 |
1.2945 |
1.2760 |
0.0185 |
1.4% |
0.0014 |
0.1% |
40% |
False |
False |
147 |
| 40 |
1.3042 |
1.2760 |
0.0282 |
2.2% |
0.0008 |
0.1% |
26% |
False |
False |
75 |
| 60 |
1.3042 |
1.2670 |
0.0372 |
2.9% |
0.0009 |
0.1% |
44% |
False |
False |
53 |
| 80 |
1.3042 |
1.2670 |
0.0372 |
2.9% |
0.0007 |
0.1% |
44% |
False |
False |
41 |
| 100 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0005 |
0.0% |
35% |
False |
False |
33 |
| 120 |
1.3135 |
1.2340 |
0.0795 |
6.2% |
0.0005 |
0.0% |
62% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2888 |
|
2.618 |
1.2871 |
|
1.618 |
1.2861 |
|
1.000 |
1.2855 |
|
0.618 |
1.2851 |
|
HIGH |
1.2845 |
|
0.618 |
1.2841 |
|
0.500 |
1.2840 |
|
0.382 |
1.2839 |
|
LOW |
1.2835 |
|
0.618 |
1.2829 |
|
1.000 |
1.2825 |
|
1.618 |
1.2819 |
|
2.618 |
1.2809 |
|
4.250 |
1.2793 |
|
|
| Fisher Pivots for day following 03-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2840 |
1.2826 |
| PP |
1.2838 |
1.2817 |
| S1 |
1.2836 |
1.2809 |
|