CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 29-Sep-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2006 |
29-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2800 |
1.2792 |
-0.0008 |
-0.1% |
1.2874 |
| High |
1.2818 |
1.2800 |
-0.0018 |
-0.1% |
1.2867 |
| Low |
1.2792 |
1.2760 |
-0.0032 |
-0.3% |
1.2760 |
| Close |
1.2819 |
1.2792 |
-0.0027 |
-0.2% |
1.2792 |
| Range |
0.0026 |
0.0040 |
0.0014 |
53.8% |
0.0107 |
| ATR |
0.0041 |
0.0043 |
0.0001 |
3.1% |
0.0000 |
| Volume |
94 |
76 |
-18 |
-19.1% |
903 |
|
| Daily Pivots for day following 29-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2904 |
1.2888 |
1.2814 |
|
| R3 |
1.2864 |
1.2848 |
1.2803 |
|
| R2 |
1.2824 |
1.2824 |
1.2799 |
|
| R1 |
1.2808 |
1.2808 |
1.2796 |
1.2812 |
| PP |
1.2784 |
1.2784 |
1.2784 |
1.2786 |
| S1 |
1.2768 |
1.2768 |
1.2788 |
1.2772 |
| S2 |
1.2744 |
1.2744 |
1.2785 |
|
| S3 |
1.2704 |
1.2728 |
1.2781 |
|
| S4 |
1.2664 |
1.2688 |
1.2770 |
|
|
| Weekly Pivots for week ending 29-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3127 |
1.3067 |
1.2851 |
|
| R3 |
1.3020 |
1.2960 |
1.2821 |
|
| R2 |
1.2913 |
1.2913 |
1.2812 |
|
| R1 |
1.2853 |
1.2853 |
1.2802 |
1.2830 |
| PP |
1.2806 |
1.2806 |
1.2806 |
1.2795 |
| S1 |
1.2746 |
1.2746 |
1.2782 |
1.2723 |
| S2 |
1.2699 |
1.2699 |
1.2772 |
|
| S3 |
1.2592 |
1.2639 |
1.2763 |
|
| S4 |
1.2485 |
1.2532 |
1.2733 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2867 |
1.2760 |
0.0107 |
0.8% |
0.0021 |
0.2% |
30% |
False |
True |
180 |
| 10 |
1.2925 |
1.2760 |
0.0165 |
1.3% |
0.0026 |
0.2% |
19% |
False |
True |
163 |
| 20 |
1.2950 |
1.2760 |
0.0190 |
1.5% |
0.0013 |
0.1% |
17% |
False |
True |
106 |
| 40 |
1.3042 |
1.2760 |
0.0282 |
2.2% |
0.0008 |
0.1% |
11% |
False |
True |
54 |
| 60 |
1.3042 |
1.2670 |
0.0372 |
2.9% |
0.0008 |
0.1% |
33% |
False |
False |
39 |
| 80 |
1.3042 |
1.2670 |
0.0372 |
2.9% |
0.0006 |
0.0% |
33% |
False |
False |
30 |
| 100 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0005 |
0.0% |
26% |
False |
False |
24 |
| 120 |
1.3135 |
1.2322 |
0.0813 |
6.4% |
0.0005 |
0.0% |
58% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2970 |
|
2.618 |
1.2905 |
|
1.618 |
1.2865 |
|
1.000 |
1.2840 |
|
0.618 |
1.2825 |
|
HIGH |
1.2800 |
|
0.618 |
1.2785 |
|
0.500 |
1.2780 |
|
0.382 |
1.2775 |
|
LOW |
1.2760 |
|
0.618 |
1.2735 |
|
1.000 |
1.2720 |
|
1.618 |
1.2695 |
|
2.618 |
1.2655 |
|
4.250 |
1.2590 |
|
|
| Fisher Pivots for day following 29-Sep-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2788 |
1.2791 |
| PP |
1.2784 |
1.2790 |
| S1 |
1.2780 |
1.2789 |
|