CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 25-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2006 |
25-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2633 |
1.2680 |
0.0047 |
0.4% |
1.2620 |
| High |
1.2659 |
1.2700 |
0.0041 |
0.3% |
1.2725 |
| Low |
1.2633 |
1.2680 |
0.0047 |
0.4% |
1.2605 |
| Close |
1.2655 |
1.2701 |
0.0046 |
0.4% |
1.2711 |
| Range |
0.0026 |
0.0020 |
-0.0006 |
-23.1% |
0.0120 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
0.1% |
0.0000 |
| Volume |
317 |
245 |
-72 |
-22.7% |
2,000 |
|
| Daily Pivots for day following 25-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2754 |
1.2747 |
1.2712 |
|
| R3 |
1.2734 |
1.2727 |
1.2707 |
|
| R2 |
1.2714 |
1.2714 |
1.2705 |
|
| R1 |
1.2707 |
1.2707 |
1.2703 |
1.2711 |
| PP |
1.2694 |
1.2694 |
1.2694 |
1.2695 |
| S1 |
1.2687 |
1.2687 |
1.2699 |
1.2691 |
| S2 |
1.2674 |
1.2674 |
1.2697 |
|
| S3 |
1.2654 |
1.2667 |
1.2696 |
|
| S4 |
1.2634 |
1.2647 |
1.2690 |
|
|
| Weekly Pivots for week ending 20-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3040 |
1.2996 |
1.2777 |
|
| R3 |
1.2920 |
1.2876 |
1.2744 |
|
| R2 |
1.2800 |
1.2800 |
1.2733 |
|
| R1 |
1.2756 |
1.2756 |
1.2722 |
1.2778 |
| PP |
1.2680 |
1.2680 |
1.2680 |
1.2692 |
| S1 |
1.2636 |
1.2636 |
1.2700 |
1.2658 |
| S2 |
1.2560 |
1.2560 |
1.2689 |
|
| S3 |
1.2440 |
1.2516 |
1.2678 |
|
| S4 |
1.2320 |
1.2396 |
1.2645 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2725 |
1.2633 |
0.0092 |
0.7% |
0.0019 |
0.2% |
74% |
False |
False |
307 |
| 10 |
1.2725 |
1.2585 |
0.0140 |
1.1% |
0.0018 |
0.1% |
83% |
False |
False |
416 |
| 20 |
1.2858 |
1.2585 |
0.0273 |
2.1% |
0.0018 |
0.1% |
42% |
False |
False |
371 |
| 40 |
1.2970 |
1.2585 |
0.0385 |
3.0% |
0.0014 |
0.1% |
30% |
False |
False |
234 |
| 60 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0010 |
0.1% |
25% |
False |
False |
157 |
| 80 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0010 |
0.1% |
25% |
False |
False |
120 |
| 100 |
1.3050 |
1.2585 |
0.0465 |
3.7% |
0.0008 |
0.1% |
25% |
False |
False |
97 |
| 120 |
1.3135 |
1.2585 |
0.0550 |
4.3% |
0.0007 |
0.1% |
21% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2785 |
|
2.618 |
1.2752 |
|
1.618 |
1.2732 |
|
1.000 |
1.2720 |
|
0.618 |
1.2712 |
|
HIGH |
1.2700 |
|
0.618 |
1.2692 |
|
0.500 |
1.2690 |
|
0.382 |
1.2688 |
|
LOW |
1.2680 |
|
0.618 |
1.2668 |
|
1.000 |
1.2660 |
|
1.618 |
1.2648 |
|
2.618 |
1.2628 |
|
4.250 |
1.2595 |
|
|
| Fisher Pivots for day following 25-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2697 |
1.2690 |
| PP |
1.2694 |
1.2678 |
| S1 |
1.2690 |
1.2667 |
|