CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 07-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2006 |
07-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2790 |
1.2890 |
0.0100 |
0.8% |
1.2799 |
| High |
1.2798 |
1.2896 |
0.0098 |
0.8% |
1.2873 |
| Low |
1.2759 |
1.2855 |
0.0096 |
0.8% |
1.2775 |
| Close |
1.2802 |
1.2848 |
0.0046 |
0.4% |
1.2798 |
| Range |
0.0039 |
0.0041 |
0.0002 |
5.1% |
0.0098 |
| ATR |
0.0047 |
0.0050 |
0.0003 |
7.3% |
0.0000 |
| Volume |
548 |
397 |
-151 |
-27.6% |
3,702 |
|
| Daily Pivots for day following 07-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2989 |
1.2960 |
1.2871 |
|
| R3 |
1.2948 |
1.2919 |
1.2859 |
|
| R2 |
1.2907 |
1.2907 |
1.2856 |
|
| R1 |
1.2878 |
1.2878 |
1.2852 |
1.2872 |
| PP |
1.2866 |
1.2866 |
1.2866 |
1.2864 |
| S1 |
1.2837 |
1.2837 |
1.2844 |
1.2831 |
| S2 |
1.2825 |
1.2825 |
1.2840 |
|
| S3 |
1.2784 |
1.2796 |
1.2837 |
|
| S4 |
1.2743 |
1.2755 |
1.2825 |
|
|
| 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 |
1.2896 |
1.2759 |
0.0137 |
1.1% |
0.0030 |
0.2% |
65% |
True |
False |
777 |
| 10 |
1.2896 |
1.2680 |
0.0216 |
1.7% |
0.0030 |
0.2% |
78% |
True |
False |
615 |
| 20 |
1.2896 |
1.2585 |
0.0311 |
2.4% |
0.0025 |
0.2% |
85% |
True |
False |
531 |
| 40 |
1.2925 |
1.2585 |
0.0340 |
2.6% |
0.0021 |
0.2% |
77% |
False |
False |
378 |
| 60 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0015 |
0.1% |
58% |
False |
False |
255 |
| 80 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0014 |
0.1% |
58% |
False |
False |
193 |
| 100 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0011 |
0.1% |
58% |
False |
False |
156 |
| 120 |
1.3135 |
1.2585 |
0.0550 |
4.3% |
0.0009 |
0.1% |
48% |
False |
False |
130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3070 |
|
2.618 |
1.3003 |
|
1.618 |
1.2962 |
|
1.000 |
1.2937 |
|
0.618 |
1.2921 |
|
HIGH |
1.2896 |
|
0.618 |
1.2880 |
|
0.500 |
1.2876 |
|
0.382 |
1.2871 |
|
LOW |
1.2855 |
|
0.618 |
1.2830 |
|
1.000 |
1.2814 |
|
1.618 |
1.2789 |
|
2.618 |
1.2748 |
|
4.250 |
1.2681 |
|
|
| Fisher Pivots for day following 07-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2876 |
1.2841 |
| PP |
1.2866 |
1.2834 |
| S1 |
1.2857 |
1.2828 |
|