CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 31-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2006 |
31-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2799 |
1.2786 |
-0.0013 |
-0.1% |
1.2635 |
| High |
1.2811 |
1.2860 |
0.0049 |
0.4% |
1.2825 |
| Low |
1.2799 |
1.2786 |
-0.0013 |
-0.1% |
1.2633 |
| Close |
1.2814 |
1.2848 |
0.0034 |
0.3% |
1.2821 |
| Range |
0.0012 |
0.0074 |
0.0062 |
516.7% |
0.0192 |
| ATR |
0.0046 |
0.0048 |
0.0002 |
4.5% |
0.0000 |
| Volume |
438 |
324 |
-114 |
-26.0% |
2,206 |
|
| Daily Pivots for day following 31-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3053 |
1.3025 |
1.2889 |
|
| R3 |
1.2979 |
1.2951 |
1.2868 |
|
| R2 |
1.2905 |
1.2905 |
1.2862 |
|
| R1 |
1.2877 |
1.2877 |
1.2855 |
1.2891 |
| PP |
1.2831 |
1.2831 |
1.2831 |
1.2839 |
| S1 |
1.2803 |
1.2803 |
1.2841 |
1.2817 |
| S2 |
1.2757 |
1.2757 |
1.2834 |
|
| S3 |
1.2683 |
1.2729 |
1.2828 |
|
| S4 |
1.2609 |
1.2655 |
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 |
1.2860 |
1.2680 |
0.0180 |
1.4% |
0.0029 |
0.2% |
93% |
True |
False |
453 |
| 10 |
1.2860 |
1.2605 |
0.0255 |
2.0% |
0.0024 |
0.2% |
95% |
True |
False |
377 |
| 20 |
1.2860 |
1.2585 |
0.0275 |
2.1% |
0.0021 |
0.2% |
96% |
True |
False |
421 |
| 40 |
1.2945 |
1.2585 |
0.0360 |
2.8% |
0.0017 |
0.1% |
73% |
False |
False |
284 |
| 60 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0012 |
0.1% |
58% |
False |
False |
191 |
| 80 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0012 |
0.1% |
58% |
False |
False |
145 |
| 100 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0009 |
0.1% |
58% |
False |
False |
117 |
| 120 |
1.3135 |
1.2585 |
0.0550 |
4.3% |
0.0008 |
0.1% |
48% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3175 |
|
2.618 |
1.3054 |
|
1.618 |
1.2980 |
|
1.000 |
1.2934 |
|
0.618 |
1.2906 |
|
HIGH |
1.2860 |
|
0.618 |
1.2832 |
|
0.500 |
1.2823 |
|
0.382 |
1.2814 |
|
LOW |
1.2786 |
|
0.618 |
1.2740 |
|
1.000 |
1.2712 |
|
1.618 |
1.2666 |
|
2.618 |
1.2592 |
|
4.250 |
1.2472 |
|
|
| Fisher Pivots for day following 31-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2840 |
1.2840 |
| PP |
1.2831 |
1.2831 |
| S1 |
1.2823 |
1.2823 |
|