CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 27-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2006 |
27-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2759 |
1.2815 |
0.0056 |
0.4% |
1.2635 |
| High |
1.2790 |
1.2825 |
0.0035 |
0.3% |
1.2825 |
| Low |
1.2759 |
1.2815 |
0.0056 |
0.4% |
1.2633 |
| Close |
1.2778 |
1.2821 |
0.0043 |
0.3% |
1.2821 |
| Range |
0.0031 |
0.0010 |
-0.0021 |
-67.7% |
0.0192 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
414 |
844 |
430 |
103.9% |
2,206 |
|
| Daily Pivots for day following 27-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2850 |
1.2846 |
1.2827 |
|
| R3 |
1.2840 |
1.2836 |
1.2824 |
|
| R2 |
1.2830 |
1.2830 |
1.2823 |
|
| R1 |
1.2826 |
1.2826 |
1.2822 |
1.2828 |
| PP |
1.2820 |
1.2820 |
1.2820 |
1.2822 |
| S1 |
1.2816 |
1.2816 |
1.2820 |
1.2818 |
| S2 |
1.2810 |
1.2810 |
1.2819 |
|
| S3 |
1.2800 |
1.2806 |
1.2818 |
|
| S4 |
1.2790 |
1.2796 |
1.2816 |
|
|
| Weekly Pivots for week ending 27-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3336 |
1.3270 |
1.2927 |
|
| R3 |
1.3144 |
1.3078 |
1.2874 |
|
| R2 |
1.2952 |
1.2952 |
1.2856 |
|
| R1 |
1.2886 |
1.2886 |
1.2839 |
1.2919 |
| PP |
1.2760 |
1.2760 |
1.2760 |
1.2776 |
| S1 |
1.2694 |
1.2694 |
1.2803 |
1.2727 |
| S2 |
1.2568 |
1.2568 |
1.2786 |
|
| S3 |
1.2376 |
1.2502 |
1.2768 |
|
| S4 |
1.2184 |
1.2310 |
1.2715 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2825 |
1.2633 |
0.0192 |
1.5% |
0.0019 |
0.1% |
98% |
True |
False |
441 |
| 10 |
1.2825 |
1.2605 |
0.0220 |
1.7% |
0.0018 |
0.1% |
98% |
True |
False |
420 |
| 20 |
1.2858 |
1.2585 |
0.0273 |
2.1% |
0.0017 |
0.1% |
86% |
False |
False |
425 |
| 40 |
1.2950 |
1.2585 |
0.0365 |
2.8% |
0.0015 |
0.1% |
65% |
False |
False |
266 |
| 60 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0011 |
0.1% |
52% |
False |
False |
178 |
| 80 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0011 |
0.1% |
52% |
False |
False |
136 |
| 100 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0008 |
0.1% |
52% |
False |
False |
109 |
| 120 |
1.3135 |
1.2585 |
0.0550 |
4.3% |
0.0007 |
0.1% |
43% |
False |
False |
91 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2868 |
|
2.618 |
1.2851 |
|
1.618 |
1.2841 |
|
1.000 |
1.2835 |
|
0.618 |
1.2831 |
|
HIGH |
1.2825 |
|
0.618 |
1.2821 |
|
0.500 |
1.2820 |
|
0.382 |
1.2819 |
|
LOW |
1.2815 |
|
0.618 |
1.2809 |
|
1.000 |
1.2805 |
|
1.618 |
1.2799 |
|
2.618 |
1.2789 |
|
4.250 |
1.2773 |
|
|
| Fisher Pivots for day following 27-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2821 |
1.2798 |
| PP |
1.2820 |
1.2775 |
| S1 |
1.2820 |
1.2753 |
|