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 |
|
|
|
| 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 |
|