CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 02-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2006 |
02-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2792 |
1.2845 |
0.0053 |
0.4% |
1.2874 |
| High |
1.2800 |
1.2858 |
0.0058 |
0.5% |
1.2867 |
| Low |
1.2760 |
1.2855 |
0.0095 |
0.7% |
1.2760 |
| Close |
1.2792 |
1.2845 |
0.0053 |
0.4% |
1.2792 |
| Range |
0.0040 |
0.0003 |
-0.0037 |
-92.5% |
0.0107 |
| ATR |
0.0043 |
0.0044 |
0.0002 |
3.9% |
0.0000 |
| Volume |
76 |
594 |
518 |
681.6% |
903 |
|
| Daily Pivots for day following 02-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2862 |
1.2856 |
1.2847 |
|
| R3 |
1.2859 |
1.2853 |
1.2846 |
|
| R2 |
1.2856 |
1.2856 |
1.2846 |
|
| R1 |
1.2850 |
1.2850 |
1.2845 |
1.2847 |
| PP |
1.2853 |
1.2853 |
1.2853 |
1.2851 |
| S1 |
1.2847 |
1.2847 |
1.2845 |
1.2844 |
| S2 |
1.2850 |
1.2850 |
1.2844 |
|
| S3 |
1.2847 |
1.2844 |
1.2844 |
|
| S4 |
1.2844 |
1.2841 |
1.2843 |
|
|
| 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 |
1.2858 |
1.2760 |
0.0098 |
0.8% |
0.0019 |
0.1% |
87% |
True |
False |
247 |
| 10 |
1.2925 |
1.2760 |
0.0165 |
1.3% |
0.0026 |
0.2% |
52% |
False |
False |
200 |
| 20 |
1.2950 |
1.2760 |
0.0190 |
1.5% |
0.0014 |
0.1% |
45% |
False |
False |
135 |
| 40 |
1.3042 |
1.2760 |
0.0282 |
2.2% |
0.0008 |
0.1% |
30% |
False |
False |
69 |
| 60 |
1.3042 |
1.2670 |
0.0372 |
2.9% |
0.0008 |
0.1% |
47% |
False |
False |
49 |
| 80 |
1.3042 |
1.2670 |
0.0372 |
2.9% |
0.0006 |
0.1% |
47% |
False |
False |
38 |
| 100 |
1.3135 |
1.2670 |
0.0465 |
3.6% |
0.0005 |
0.0% |
38% |
False |
False |
30 |
| 120 |
1.3135 |
1.2322 |
0.0813 |
6.3% |
0.0005 |
0.0% |
64% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2871 |
|
2.618 |
1.2866 |
|
1.618 |
1.2863 |
|
1.000 |
1.2861 |
|
0.618 |
1.2860 |
|
HIGH |
1.2858 |
|
0.618 |
1.2857 |
|
0.500 |
1.2857 |
|
0.382 |
1.2856 |
|
LOW |
1.2855 |
|
0.618 |
1.2853 |
|
1.000 |
1.2852 |
|
1.618 |
1.2850 |
|
2.618 |
1.2847 |
|
4.250 |
1.2842 |
|
|
| Fisher Pivots for day following 02-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2857 |
1.2833 |
| PP |
1.2853 |
1.2821 |
| S1 |
1.2849 |
1.2809 |
|