CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 06-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2006 |
06-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2793 |
1.2709 |
-0.0084 |
-0.7% |
1.2845 |
| High |
1.2796 |
1.2709 |
-0.0087 |
-0.7% |
1.2858 |
| Low |
1.2777 |
1.2709 |
-0.0068 |
-0.5% |
1.2709 |
| Close |
1.2793 |
1.2709 |
-0.0084 |
-0.7% |
1.2709 |
| Range |
0.0019 |
0.0000 |
-0.0019 |
-100.0% |
0.0149 |
| ATR |
0.0042 |
0.0045 |
0.0003 |
7.0% |
0.0000 |
| Volume |
259 |
264 |
5 |
1.9% |
1,437 |
|
| Daily Pivots for day following 06-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2709 |
1.2709 |
1.2709 |
|
| R3 |
1.2709 |
1.2709 |
1.2709 |
|
| R2 |
1.2709 |
1.2709 |
1.2709 |
|
| R1 |
1.2709 |
1.2709 |
1.2709 |
1.2709 |
| PP |
1.2709 |
1.2709 |
1.2709 |
1.2709 |
| S1 |
1.2709 |
1.2709 |
1.2709 |
1.2709 |
| S2 |
1.2709 |
1.2709 |
1.2709 |
|
| S3 |
1.2709 |
1.2709 |
1.2709 |
|
| S4 |
1.2709 |
1.2709 |
1.2709 |
|
|
| Weekly Pivots for week ending 06-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3206 |
1.3106 |
1.2791 |
|
| R3 |
1.3057 |
1.2957 |
1.2750 |
|
| R2 |
1.2908 |
1.2908 |
1.2736 |
|
| R1 |
1.2808 |
1.2808 |
1.2723 |
1.2784 |
| PP |
1.2759 |
1.2759 |
1.2759 |
1.2746 |
| S1 |
1.2659 |
1.2659 |
1.2695 |
1.2635 |
| S2 |
1.2610 |
1.2610 |
1.2682 |
|
| S3 |
1.2461 |
1.2510 |
1.2668 |
|
| S4 |
1.2312 |
1.2361 |
1.2627 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2858 |
1.2709 |
0.0149 |
1.2% |
0.0013 |
0.1% |
0% |
False |
True |
287 |
| 10 |
1.2867 |
1.2709 |
0.0158 |
1.2% |
0.0017 |
0.1% |
0% |
False |
True |
234 |
| 20 |
1.2925 |
1.2709 |
0.0216 |
1.7% |
0.0016 |
0.1% |
0% |
False |
True |
174 |
| 40 |
1.3042 |
1.2709 |
0.0333 |
2.6% |
0.0009 |
0.1% |
0% |
False |
True |
90 |
| 60 |
1.3042 |
1.2670 |
0.0372 |
2.9% |
0.0009 |
0.1% |
10% |
False |
False |
63 |
| 80 |
1.3042 |
1.2670 |
0.0372 |
2.9% |
0.0007 |
0.1% |
10% |
False |
False |
48 |
| 100 |
1.3135 |
1.2670 |
0.0465 |
3.7% |
0.0006 |
0.0% |
8% |
False |
False |
39 |
| 120 |
1.3135 |
1.2552 |
0.0583 |
4.6% |
0.0005 |
0.0% |
27% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2709 |
|
2.618 |
1.2709 |
|
1.618 |
1.2709 |
|
1.000 |
1.2709 |
|
0.618 |
1.2709 |
|
HIGH |
1.2709 |
|
0.618 |
1.2709 |
|
0.500 |
1.2709 |
|
0.382 |
1.2709 |
|
LOW |
1.2709 |
|
0.618 |
1.2709 |
|
1.000 |
1.2709 |
|
1.618 |
1.2709 |
|
2.618 |
1.2709 |
|
4.250 |
1.2709 |
|
|
| Fisher Pivots for day following 06-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2709 |
1.2761 |
| PP |
1.2709 |
1.2743 |
| S1 |
1.2709 |
1.2726 |
|