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
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 -0.0001
Narrowest range in 7 trading days
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

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

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