CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 18-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2006 |
18-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2654 |
1.2627 |
-0.0027 |
-0.2% |
1.2709 |
| High |
1.2656 |
1.2623 |
-0.0033 |
-0.3% |
1.2709 |
| Low |
1.2634 |
1.2605 |
-0.0029 |
-0.2% |
1.2585 |
| Close |
1.2636 |
1.2627 |
-0.0009 |
-0.1% |
1.2611 |
| Range |
0.0022 |
0.0018 |
-0.0004 |
-18.2% |
0.0124 |
| ATR |
0.0042 |
0.0041 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
460 |
220 |
-240 |
-52.2% |
2,867 |
|
| Daily Pivots for day following 18-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2672 |
1.2668 |
1.2637 |
|
| R3 |
1.2654 |
1.2650 |
1.2632 |
|
| R2 |
1.2636 |
1.2636 |
1.2630 |
|
| R1 |
1.2632 |
1.2632 |
1.2629 |
1.2636 |
| PP |
1.2618 |
1.2618 |
1.2618 |
1.2621 |
| S1 |
1.2614 |
1.2614 |
1.2625 |
1.2618 |
| S2 |
1.2600 |
1.2600 |
1.2624 |
|
| S3 |
1.2582 |
1.2596 |
1.2622 |
|
| S4 |
1.2564 |
1.2578 |
1.2617 |
|
|
| 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% |
0.0016 |
0.1% |
59% |
False |
False |
526 |
| 10 |
1.2796 |
1.2585 |
0.0211 |
1.7% |
0.0016 |
0.1% |
20% |
False |
False |
480 |
| 20 |
1.2925 |
1.2585 |
0.0340 |
2.7% |
0.0020 |
0.2% |
12% |
False |
False |
344 |
| 40 |
1.2973 |
1.2585 |
0.0388 |
3.1% |
0.0013 |
0.1% |
11% |
False |
False |
197 |
| 60 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0010 |
0.1% |
9% |
False |
False |
133 |
| 80 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0009 |
0.1% |
9% |
False |
False |
101 |
| 100 |
1.3135 |
1.2585 |
0.0550 |
4.4% |
0.0007 |
0.1% |
8% |
False |
False |
81 |
| 120 |
1.3135 |
1.2585 |
0.0550 |
4.4% |
0.0006 |
0.0% |
8% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2700 |
|
2.618 |
1.2670 |
|
1.618 |
1.2652 |
|
1.000 |
1.2641 |
|
0.618 |
1.2634 |
|
HIGH |
1.2623 |
|
0.618 |
1.2616 |
|
0.500 |
1.2614 |
|
0.382 |
1.2612 |
|
LOW |
1.2605 |
|
0.618 |
1.2594 |
|
1.000 |
1.2587 |
|
1.618 |
1.2576 |
|
2.618 |
1.2558 |
|
4.250 |
1.2529 |
|
|
| Fisher Pivots for day following 18-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2623 |
1.2631 |
| PP |
1.2618 |
1.2629 |
| S1 |
1.2614 |
1.2628 |
|