CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 01-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2006 |
01-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2786 |
1.2844 |
0.0058 |
0.5% |
1.2635 |
| High |
1.2860 |
1.2873 |
0.0013 |
0.1% |
1.2825 |
| Low |
1.2786 |
1.2844 |
0.0058 |
0.5% |
1.2633 |
| Close |
1.2848 |
1.2859 |
0.0011 |
0.1% |
1.2821 |
| Range |
0.0074 |
0.0029 |
-0.0045 |
-60.8% |
0.0192 |
| ATR |
0.0048 |
0.0046 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
324 |
597 |
273 |
84.3% |
2,206 |
|
| Daily Pivots for day following 01-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2946 |
1.2931 |
1.2875 |
|
| R3 |
1.2917 |
1.2902 |
1.2867 |
|
| R2 |
1.2888 |
1.2888 |
1.2864 |
|
| R1 |
1.2873 |
1.2873 |
1.2862 |
1.2881 |
| PP |
1.2859 |
1.2859 |
1.2859 |
1.2862 |
| S1 |
1.2844 |
1.2844 |
1.2856 |
1.2852 |
| S2 |
1.2830 |
1.2830 |
1.2854 |
|
| S3 |
1.2801 |
1.2815 |
1.2851 |
|
| S4 |
1.2772 |
1.2786 |
1.2843 |
|
|
| 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 |
1.2873 |
1.2759 |
0.0114 |
0.9% |
0.0031 |
0.2% |
88% |
True |
False |
523 |
| 10 |
1.2873 |
1.2633 |
0.0240 |
1.9% |
0.0025 |
0.2% |
94% |
True |
False |
415 |
| 20 |
1.2873 |
1.2585 |
0.0288 |
2.2% |
0.0020 |
0.2% |
95% |
True |
False |
447 |
| 40 |
1.2925 |
1.2585 |
0.0340 |
2.6% |
0.0018 |
0.1% |
81% |
False |
False |
298 |
| 60 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0013 |
0.1% |
60% |
False |
False |
201 |
| 80 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0012 |
0.1% |
60% |
False |
False |
153 |
| 100 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0010 |
0.1% |
60% |
False |
False |
123 |
| 120 |
1.3135 |
1.2585 |
0.0550 |
4.3% |
0.0008 |
0.1% |
50% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2996 |
|
2.618 |
1.2949 |
|
1.618 |
1.2920 |
|
1.000 |
1.2902 |
|
0.618 |
1.2891 |
|
HIGH |
1.2873 |
|
0.618 |
1.2862 |
|
0.500 |
1.2859 |
|
0.382 |
1.2855 |
|
LOW |
1.2844 |
|
0.618 |
1.2826 |
|
1.000 |
1.2815 |
|
1.618 |
1.2797 |
|
2.618 |
1.2768 |
|
4.250 |
1.2721 |
|
|
| Fisher Pivots for day following 01-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2859 |
1.2849 |
| PP |
1.2859 |
1.2839 |
| S1 |
1.2859 |
1.2830 |
|