CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 28-Sep-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2006 |
28-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2816 |
1.2800 |
-0.0016 |
-0.1% |
1.2819 |
| High |
1.2816 |
1.2818 |
0.0002 |
0.0% |
1.2925 |
| Low |
1.2816 |
1.2792 |
-0.0024 |
-0.2% |
1.2785 |
| Close |
1.2816 |
1.2819 |
0.0003 |
0.0% |
1.2896 |
| Range |
0.0000 |
0.0026 |
0.0026 |
|
0.0140 |
| ATR |
0.0042 |
0.0041 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
148 |
94 |
-54 |
-36.5% |
727 |
|
| Daily Pivots for day following 28-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2888 |
1.2879 |
1.2833 |
|
| R3 |
1.2862 |
1.2853 |
1.2826 |
|
| R2 |
1.2836 |
1.2836 |
1.2824 |
|
| R1 |
1.2827 |
1.2827 |
1.2821 |
1.2832 |
| PP |
1.2810 |
1.2810 |
1.2810 |
1.2812 |
| S1 |
1.2801 |
1.2801 |
1.2817 |
1.2806 |
| S2 |
1.2784 |
1.2784 |
1.2814 |
|
| S3 |
1.2758 |
1.2775 |
1.2812 |
|
| S4 |
1.2732 |
1.2749 |
1.2805 |
|
|
| 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 |
1.2778 |
0.0147 |
1.1% |
0.0018 |
0.1% |
28% |
False |
False |
207 |
| 10 |
1.2925 |
1.2778 |
0.0147 |
1.1% |
0.0022 |
0.2% |
28% |
False |
False |
163 |
| 20 |
1.2950 |
1.2778 |
0.0172 |
1.3% |
0.0011 |
0.1% |
24% |
False |
False |
103 |
| 40 |
1.3042 |
1.2778 |
0.0264 |
2.1% |
0.0007 |
0.1% |
16% |
False |
False |
52 |
| 60 |
1.3042 |
1.2670 |
0.0372 |
2.9% |
0.0008 |
0.1% |
40% |
False |
False |
38 |
| 80 |
1.3042 |
1.2670 |
0.0372 |
2.9% |
0.0006 |
0.0% |
40% |
False |
False |
29 |
| 100 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0005 |
0.0% |
32% |
False |
False |
24 |
| 120 |
1.3135 |
1.2322 |
0.0813 |
6.3% |
0.0004 |
0.0% |
61% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2929 |
|
2.618 |
1.2886 |
|
1.618 |
1.2860 |
|
1.000 |
1.2844 |
|
0.618 |
1.2834 |
|
HIGH |
1.2818 |
|
0.618 |
1.2808 |
|
0.500 |
1.2805 |
|
0.382 |
1.2802 |
|
LOW |
1.2792 |
|
0.618 |
1.2776 |
|
1.000 |
1.2766 |
|
1.618 |
1.2750 |
|
2.618 |
1.2724 |
|
4.250 |
1.2682 |
|
|
| Fisher Pivots for day following 28-Sep-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2814 |
1.2812 |
| PP |
1.2810 |
1.2805 |
| S1 |
1.2805 |
1.2798 |
|