CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 06-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2006 |
06-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2786 |
1.2790 |
0.0004 |
0.0% |
1.2799 |
| High |
1.2800 |
1.2798 |
-0.0002 |
0.0% |
1.2873 |
| Low |
1.2775 |
1.2759 |
-0.0016 |
-0.1% |
1.2775 |
| Close |
1.2798 |
1.2802 |
0.0004 |
0.0% |
1.2798 |
| Range |
0.0025 |
0.0039 |
0.0014 |
56.0% |
0.0098 |
| ATR |
0.0047 |
0.0047 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
1,799 |
548 |
-1,251 |
-69.5% |
3,702 |
|
| Daily Pivots for day following 06-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2903 |
1.2892 |
1.2823 |
|
| R3 |
1.2864 |
1.2853 |
1.2813 |
|
| R2 |
1.2825 |
1.2825 |
1.2809 |
|
| R1 |
1.2814 |
1.2814 |
1.2806 |
1.2820 |
| PP |
1.2786 |
1.2786 |
1.2786 |
1.2789 |
| S1 |
1.2775 |
1.2775 |
1.2798 |
1.2781 |
| S2 |
1.2747 |
1.2747 |
1.2795 |
|
| S3 |
1.2708 |
1.2736 |
1.2791 |
|
| S4 |
1.2669 |
1.2697 |
1.2781 |
|
|
| Weekly Pivots for week ending 03-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3109 |
1.3052 |
1.2852 |
|
| R3 |
1.3011 |
1.2954 |
1.2825 |
|
| R2 |
1.2913 |
1.2913 |
1.2816 |
|
| R1 |
1.2856 |
1.2856 |
1.2807 |
1.2836 |
| PP |
1.2815 |
1.2815 |
1.2815 |
1.2805 |
| S1 |
1.2758 |
1.2758 |
1.2789 |
1.2738 |
| S2 |
1.2717 |
1.2717 |
1.2780 |
|
| S3 |
1.2619 |
1.2660 |
1.2771 |
|
| S4 |
1.2521 |
1.2562 |
1.2744 |
|
|
| 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% |
0.0037 |
0.3% |
38% |
False |
True |
762 |
| 10 |
1.2873 |
1.2633 |
0.0240 |
1.9% |
0.0028 |
0.2% |
70% |
False |
False |
607 |
| 20 |
1.2873 |
1.2585 |
0.0288 |
2.2% |
0.0024 |
0.2% |
75% |
False |
False |
520 |
| 40 |
1.2925 |
1.2585 |
0.0340 |
2.7% |
0.0020 |
0.2% |
64% |
False |
False |
368 |
| 60 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0014 |
0.1% |
47% |
False |
False |
249 |
| 80 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0013 |
0.1% |
47% |
False |
False |
188 |
| 100 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0010 |
0.1% |
47% |
False |
False |
152 |
| 120 |
1.3135 |
1.2585 |
0.0550 |
4.3% |
0.0009 |
0.1% |
39% |
False |
False |
127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2964 |
|
2.618 |
1.2900 |
|
1.618 |
1.2861 |
|
1.000 |
1.2837 |
|
0.618 |
1.2822 |
|
HIGH |
1.2798 |
|
0.618 |
1.2783 |
|
0.500 |
1.2779 |
|
0.382 |
1.2774 |
|
LOW |
1.2759 |
|
0.618 |
1.2735 |
|
1.000 |
1.2720 |
|
1.618 |
1.2696 |
|
2.618 |
1.2657 |
|
4.250 |
1.2593 |
|
|
| Fisher Pivots for day following 06-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2794 |
1.2811 |
| PP |
1.2786 |
1.2808 |
| S1 |
1.2779 |
1.2805 |
|