CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 08-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2006 |
08-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2890 |
1.2834 |
-0.0056 |
-0.4% |
1.2799 |
| High |
1.2896 |
1.2852 |
-0.0044 |
-0.3% |
1.2873 |
| Low |
1.2855 |
1.2834 |
-0.0021 |
-0.2% |
1.2775 |
| Close |
1.2848 |
1.2851 |
0.0003 |
0.0% |
1.2798 |
| Range |
0.0041 |
0.0018 |
-0.0023 |
-56.1% |
0.0098 |
| ATR |
0.0050 |
0.0048 |
-0.0002 |
-4.6% |
0.0000 |
| Volume |
397 |
459 |
62 |
15.6% |
3,702 |
|
| Daily Pivots for day following 08-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2900 |
1.2893 |
1.2861 |
|
| R3 |
1.2882 |
1.2875 |
1.2856 |
|
| R2 |
1.2864 |
1.2864 |
1.2854 |
|
| R1 |
1.2857 |
1.2857 |
1.2853 |
1.2861 |
| PP |
1.2846 |
1.2846 |
1.2846 |
1.2847 |
| S1 |
1.2839 |
1.2839 |
1.2849 |
1.2843 |
| S2 |
1.2828 |
1.2828 |
1.2848 |
|
| S3 |
1.2810 |
1.2821 |
1.2846 |
|
| S4 |
1.2792 |
1.2803 |
1.2841 |
|
|
| 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% |
0.0028 |
0.2% |
67% |
False |
False |
749 |
| 10 |
1.2896 |
1.2759 |
0.0137 |
1.1% |
0.0030 |
0.2% |
67% |
False |
False |
636 |
| 20 |
1.2896 |
1.2585 |
0.0311 |
2.4% |
0.0024 |
0.2% |
86% |
False |
False |
526 |
| 40 |
1.2925 |
1.2585 |
0.0340 |
2.6% |
0.0021 |
0.2% |
78% |
False |
False |
386 |
| 60 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0015 |
0.1% |
58% |
False |
False |
263 |
| 80 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0014 |
0.1% |
58% |
False |
False |
199 |
| 100 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0011 |
0.1% |
58% |
False |
False |
160 |
| 120 |
1.3135 |
1.2585 |
0.0550 |
4.3% |
0.0009 |
0.1% |
48% |
False |
False |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2929 |
|
2.618 |
1.2899 |
|
1.618 |
1.2881 |
|
1.000 |
1.2870 |
|
0.618 |
1.2863 |
|
HIGH |
1.2852 |
|
0.618 |
1.2845 |
|
0.500 |
1.2843 |
|
0.382 |
1.2841 |
|
LOW |
1.2834 |
|
0.618 |
1.2823 |
|
1.000 |
1.2816 |
|
1.618 |
1.2805 |
|
2.618 |
1.2787 |
|
4.250 |
1.2758 |
|
|
| Fisher Pivots for day following 08-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2848 |
1.2843 |
| PP |
1.2846 |
1.2835 |
| S1 |
1.2843 |
1.2828 |
|