CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 30-Oct-2006
Day Change Summary
Previous Current
27-Oct-2006 30-Oct-2006 Change Change % Previous Week
Open 1.2815 1.2799 -0.0016 -0.1% 1.2635
High 1.2825 1.2811 -0.0014 -0.1% 1.2825
Low 1.2815 1.2799 -0.0016 -0.1% 1.2633
Close 1.2821 1.2814 -0.0007 -0.1% 1.2821
Range 0.0010 0.0012 0.0002 20.0% 0.0192
ATR 0.0047 0.0046 -0.0002 -3.8% 0.0000
Volume 844 438 -406 -48.1% 2,206
Daily Pivots for day following 30-Oct-2006
Classic Woodie Camarilla DeMark
R4 1.2844 1.2841 1.2821
R3 1.2832 1.2829 1.2817
R2 1.2820 1.2820 1.2816
R1 1.2817 1.2817 1.2815 1.2819
PP 1.2808 1.2808 1.2808 1.2809
S1 1.2805 1.2805 1.2813 1.2807
S2 1.2796 1.2796 1.2812
S3 1.2784 1.2793 1.2811
S4 1.2772 1.2781 1.2807
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% 0.0020 0.2% 94% False False 451
10 1.2825 1.2605 0.0220 1.7% 0.0019 0.1% 95% False False 391
20 1.2845 1.2585 0.0260 2.0% 0.0017 0.1% 88% False False 417
40 1.2950 1.2585 0.0365 2.8% 0.0015 0.1% 63% False False 276
60 1.3042 1.2585 0.0457 3.6% 0.0011 0.1% 50% False False 185
80 1.3042 1.2585 0.0457 3.6% 0.0011 0.1% 50% False False 141
100 1.3042 1.2585 0.0457 3.6% 0.0009 0.1% 50% False False 114
120 1.3135 1.2585 0.0550 4.3% 0.0007 0.1% 42% False False 95
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 -0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2862
2.618 1.2842
1.618 1.2830
1.000 1.2823
0.618 1.2818
HIGH 1.2811
0.618 1.2806
0.500 1.2805
0.382 1.2804
LOW 1.2799
0.618 1.2792
1.000 1.2787
1.618 1.2780
2.618 1.2768
4.250 1.2748
Fisher Pivots for day following 30-Oct-2006
Pivot 1 day 3 day
R1 1.2811 1.2807
PP 1.2808 1.2799
S1 1.2805 1.2792

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

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