CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 25-Sep-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2006 |
25-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2909 |
1.2874 |
-0.0035 |
-0.3% |
1.2819 |
| High |
1.2925 |
1.2867 |
-0.0058 |
-0.4% |
1.2925 |
| Low |
1.2900 |
1.2854 |
-0.0046 |
-0.4% |
1.2785 |
| Close |
1.2896 |
1.2874 |
-0.0022 |
-0.2% |
1.2896 |
| Range |
0.0025 |
0.0013 |
-0.0012 |
-48.0% |
0.0140 |
| ATR |
0.0041 |
0.0041 |
0.0000 |
0.1% |
0.0000 |
| Volume |
211 |
260 |
49 |
23.2% |
727 |
|
| Daily Pivots for day following 25-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2904 |
1.2902 |
1.2881 |
|
| R3 |
1.2891 |
1.2889 |
1.2878 |
|
| R2 |
1.2878 |
1.2878 |
1.2876 |
|
| R1 |
1.2876 |
1.2876 |
1.2875 |
1.2881 |
| PP |
1.2865 |
1.2865 |
1.2865 |
1.2867 |
| S1 |
1.2863 |
1.2863 |
1.2873 |
1.2868 |
| S2 |
1.2852 |
1.2852 |
1.2872 |
|
| S3 |
1.2839 |
1.2850 |
1.2870 |
|
| S4 |
1.2826 |
1.2837 |
1.2867 |
|
|
| Weekly Pivots for week ending 22-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3289 |
1.3232 |
1.2973 |
|
| R3 |
1.3149 |
1.3092 |
1.2935 |
|
| R2 |
1.3009 |
1.3009 |
1.2922 |
|
| R1 |
1.2952 |
1.2952 |
1.2909 |
1.2981 |
| PP |
1.2869 |
1.2869 |
1.2869 |
1.2883 |
| S1 |
1.2812 |
1.2812 |
1.2883 |
1.2841 |
| S2 |
1.2729 |
1.2729 |
1.2870 |
|
| S3 |
1.2589 |
1.2672 |
1.2858 |
|
| S4 |
1.2449 |
1.2532 |
1.2819 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2925 |
1.2785 |
0.0140 |
1.1% |
0.0033 |
0.3% |
64% |
False |
False |
153 |
| 10 |
1.2925 |
1.2779 |
0.0146 |
1.1% |
0.0017 |
0.1% |
65% |
False |
False |
133 |
| 20 |
1.2973 |
1.2779 |
0.0194 |
1.5% |
0.0009 |
0.1% |
49% |
False |
False |
75 |
| 40 |
1.3042 |
1.2779 |
0.0263 |
2.0% |
0.0005 |
0.0% |
36% |
False |
False |
39 |
| 60 |
1.3042 |
1.2670 |
0.0372 |
2.9% |
0.0007 |
0.1% |
55% |
False |
False |
29 |
| 80 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0005 |
0.0% |
44% |
False |
False |
22 |
| 100 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0004 |
0.0% |
44% |
False |
False |
18 |
| 120 |
1.3135 |
1.2322 |
0.0813 |
6.3% |
0.0004 |
0.0% |
68% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2922 |
|
2.618 |
1.2901 |
|
1.618 |
1.2888 |
|
1.000 |
1.2880 |
|
0.618 |
1.2875 |
|
HIGH |
1.2867 |
|
0.618 |
1.2862 |
|
0.500 |
1.2861 |
|
0.382 |
1.2859 |
|
LOW |
1.2854 |
|
0.618 |
1.2846 |
|
1.000 |
1.2841 |
|
1.618 |
1.2833 |
|
2.618 |
1.2820 |
|
4.250 |
1.2799 |
|
|
| Fisher Pivots for day following 25-Sep-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2870 |
1.2882 |
| PP |
1.2865 |
1.2879 |
| S1 |
1.2861 |
1.2877 |
|