CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 10-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2006 |
10-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2709 |
1.2633 |
-0.0076 |
-0.6% |
1.2845 |
| High |
1.2709 |
1.2640 |
-0.0069 |
-0.5% |
1.2858 |
| Low |
1.2709 |
1.2630 |
-0.0079 |
-0.6% |
1.2709 |
| Close |
1.2709 |
1.2633 |
-0.0076 |
-0.6% |
1.2709 |
| Range |
0.0000 |
0.0010 |
0.0010 |
|
0.0149 |
| ATR |
0.0042 |
0.0045 |
0.0003 |
6.3% |
0.0000 |
| Volume |
922 |
168 |
-754 |
-81.8% |
1,437 |
|
| Daily Pivots for day following 10-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2664 |
1.2659 |
1.2639 |
|
| R3 |
1.2654 |
1.2649 |
1.2636 |
|
| R2 |
1.2644 |
1.2644 |
1.2635 |
|
| R1 |
1.2639 |
1.2639 |
1.2634 |
1.2638 |
| PP |
1.2634 |
1.2634 |
1.2634 |
1.2634 |
| S1 |
1.2629 |
1.2629 |
1.2632 |
1.2628 |
| S2 |
1.2624 |
1.2624 |
1.2631 |
|
| S3 |
1.2614 |
1.2619 |
1.2630 |
|
| S4 |
1.2604 |
1.2609 |
1.2628 |
|
|
| 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 |
1.2812 |
1.2630 |
0.0182 |
1.4% |
0.0012 |
0.1% |
2% |
False |
True |
337 |
| 10 |
1.2858 |
1.2630 |
0.0228 |
1.8% |
0.0014 |
0.1% |
1% |
False |
True |
284 |
| 20 |
1.2925 |
1.2630 |
0.0295 |
2.3% |
0.0017 |
0.1% |
1% |
False |
True |
225 |
| 40 |
1.3042 |
1.2630 |
0.0412 |
3.3% |
0.0009 |
0.1% |
1% |
False |
True |
117 |
| 60 |
1.3042 |
1.2630 |
0.0412 |
3.3% |
0.0010 |
0.1% |
1% |
False |
True |
81 |
| 80 |
1.3042 |
1.2630 |
0.0412 |
3.3% |
0.0007 |
0.1% |
1% |
False |
True |
62 |
| 100 |
1.3135 |
1.2630 |
0.0505 |
4.0% |
0.0006 |
0.0% |
1% |
False |
True |
50 |
| 120 |
1.3135 |
1.2577 |
0.0558 |
4.4% |
0.0005 |
0.0% |
10% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2683 |
|
2.618 |
1.2666 |
|
1.618 |
1.2656 |
|
1.000 |
1.2650 |
|
0.618 |
1.2646 |
|
HIGH |
1.2640 |
|
0.618 |
1.2636 |
|
0.500 |
1.2635 |
|
0.382 |
1.2634 |
|
LOW |
1.2630 |
|
0.618 |
1.2624 |
|
1.000 |
1.2620 |
|
1.618 |
1.2614 |
|
2.618 |
1.2604 |
|
4.250 |
1.2588 |
|
|
| Fisher Pivots for day following 10-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2635 |
1.2670 |
| PP |
1.2634 |
1.2657 |
| S1 |
1.2634 |
1.2645 |
|