CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 17-Oct-2006
Day Change Summary
Previous Current
16-Oct-2006 17-Oct-2006 Change Change % Previous Week
Open 1.2620 1.2654 0.0034 0.3% 1.2709
High 1.2620 1.2656 0.0036 0.3% 1.2709
Low 1.2620 1.2634 0.0014 0.1% 1.2585
Close 1.2620 1.2636 0.0016 0.1% 1.2611
Range 0.0000 0.0022 0.0022 0.0124
ATR 0.0042 0.0042 0.0000 -1.0% 0.0000
Volume 733 460 -273 -37.2% 2,867
Daily Pivots for day following 17-Oct-2006
Classic Woodie Camarilla DeMark
R4 1.2708 1.2694 1.2648
R3 1.2686 1.2672 1.2642
R2 1.2664 1.2664 1.2640
R1 1.2650 1.2650 1.2638 1.2646
PP 1.2642 1.2642 1.2642 1.2640
S1 1.2628 1.2628 1.2634 1.2624
S2 1.2620 1.2620 1.2632
S3 1.2598 1.2606 1.2630
S4 1.2576 1.2584 1.2624
Weekly Pivots for week ending 13-Oct-2006
Classic Woodie Camarilla DeMark
R4 1.3007 1.2933 1.2679
R3 1.2883 1.2809 1.2645
R2 1.2759 1.2759 1.2634
R1 1.2685 1.2685 1.2622 1.2660
PP 1.2635 1.2635 1.2635 1.2623
S1 1.2561 1.2561 1.2600 1.2536
S2 1.2511 1.2511 1.2588
S3 1.2387 1.2437 1.2577
S4 1.2263 1.2313 1.2543
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2656 1.2585 0.0071 0.6% 0.0022 0.2% 72% True False 594
10 1.2812 1.2585 0.0227 1.8% 0.0017 0.1% 22% False False 465
20 1.2925 1.2585 0.0340 2.7% 0.0020 0.2% 15% False False 341
40 1.2973 1.2585 0.0388 3.1% 0.0012 0.1% 13% False False 192
60 1.3042 1.2585 0.0457 3.6% 0.0009 0.1% 11% False False 129
80 1.3042 1.2585 0.0457 3.6% 0.0009 0.1% 11% False False 98
100 1.3135 1.2585 0.0550 4.4% 0.0007 0.1% 9% False False 79
120 1.3135 1.2585 0.0550 4.4% 0.0006 0.0% 9% False False 66
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2750
2.618 1.2714
1.618 1.2692
1.000 1.2678
0.618 1.2670
HIGH 1.2656
0.618 1.2648
0.500 1.2645
0.382 1.2642
LOW 1.2634
0.618 1.2620
1.000 1.2612
1.618 1.2598
2.618 1.2576
4.250 1.2541
Fisher Pivots for day following 17-Oct-2006
Pivot 1 day 3 day
R1 1.2645 1.2631
PP 1.2642 1.2626
S1 1.2639 1.2621

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

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