CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 04-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2006 |
04-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2834 |
1.2815 |
-0.0019 |
-0.1% |
1.2874 |
| High |
1.2845 |
1.2812 |
-0.0033 |
-0.3% |
1.2867 |
| Low |
1.2835 |
1.2780 |
-0.0055 |
-0.4% |
1.2760 |
| Close |
1.2834 |
1.2815 |
-0.0019 |
-0.1% |
1.2792 |
| Range |
0.0010 |
0.0032 |
0.0022 |
220.0% |
0.0107 |
| ATR |
0.0042 |
0.0043 |
0.0001 |
2.1% |
0.0000 |
| Volume |
247 |
73 |
-174 |
-70.4% |
903 |
|
| Daily Pivots for day following 04-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2898 |
1.2889 |
1.2833 |
|
| R3 |
1.2866 |
1.2857 |
1.2824 |
|
| R2 |
1.2834 |
1.2834 |
1.2821 |
|
| R1 |
1.2825 |
1.2825 |
1.2818 |
1.2831 |
| PP |
1.2802 |
1.2802 |
1.2802 |
1.2806 |
| S1 |
1.2793 |
1.2793 |
1.2812 |
1.2799 |
| S2 |
1.2770 |
1.2770 |
1.2809 |
|
| S3 |
1.2738 |
1.2761 |
1.2806 |
|
| S4 |
1.2706 |
1.2729 |
1.2797 |
|
|
| 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% |
0.0022 |
0.2% |
56% |
False |
False |
216 |
| 10 |
1.2925 |
1.2760 |
0.0165 |
1.3% |
0.0023 |
0.2% |
33% |
False |
False |
209 |
| 20 |
1.2925 |
1.2760 |
0.0165 |
1.3% |
0.0016 |
0.1% |
33% |
False |
False |
149 |
| 40 |
1.3042 |
1.2760 |
0.0282 |
2.2% |
0.0009 |
0.1% |
20% |
False |
False |
77 |
| 60 |
1.3042 |
1.2670 |
0.0372 |
2.9% |
0.0009 |
0.1% |
39% |
False |
False |
54 |
| 80 |
1.3042 |
1.2670 |
0.0372 |
2.9% |
0.0007 |
0.1% |
39% |
False |
False |
42 |
| 100 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0006 |
0.0% |
31% |
False |
False |
33 |
| 120 |
1.3135 |
1.2508 |
0.0627 |
4.9% |
0.0005 |
0.0% |
49% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2948 |
|
2.618 |
1.2896 |
|
1.618 |
1.2864 |
|
1.000 |
1.2844 |
|
0.618 |
1.2832 |
|
HIGH |
1.2812 |
|
0.618 |
1.2800 |
|
0.500 |
1.2796 |
|
0.382 |
1.2792 |
|
LOW |
1.2780 |
|
0.618 |
1.2760 |
|
1.000 |
1.2748 |
|
1.618 |
1.2728 |
|
2.618 |
1.2696 |
|
4.250 |
1.2644 |
|
|
| Fisher Pivots for day following 04-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2809 |
1.2819 |
| PP |
1.2802 |
1.2818 |
| S1 |
1.2796 |
1.2816 |
|