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

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 3 trading days

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

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols