CME Euro FX Future March 2007
Trading Metrics calculated at close of trading on 09-Oct-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2006 |
09-Oct-2006 |
Change |
Change % |
Previous Week |
Open |
1.2709 |
1.2709 |
0.0000 |
0.0% |
1.2845 |
High |
1.2709 |
1.2709 |
0.0000 |
0.0% |
1.2858 |
Low |
1.2709 |
1.2709 |
0.0000 |
0.0% |
1.2709 |
Close |
1.2709 |
1.2709 |
0.0000 |
0.0% |
1.2709 |
Range |
|
|
|
|
|
ATR |
0.0045 |
0.0042 |
-0.0003 |
-7.1% |
0.0000 |
Volume |
264 |
922 |
658 |
249.2% |
1,437 |
|
Daily Pivots for day following 09-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2709 |
1.2709 |
1.2709 |
|
R3 |
1.2709 |
1.2709 |
1.2709 |
|
R2 |
1.2709 |
1.2709 |
1.2709 |
|
R1 |
1.2709 |
1.2709 |
1.2709 |
1.2709 |
PP |
1.2709 |
1.2709 |
1.2709 |
1.2709 |
S1 |
1.2709 |
1.2709 |
1.2709 |
1.2709 |
S2 |
1.2709 |
1.2709 |
1.2709 |
|
S3 |
1.2709 |
1.2709 |
1.2709 |
|
S4 |
1.2709 |
1.2709 |
1.2709 |
|
|
Weekly Pivots for week ending 06-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3206 |
1.3106 |
1.2791 |
|
R3 |
1.3057 |
1.2957 |
1.2750 |
|
R2 |
1.2908 |
1.2908 |
1.2736 |
|
R1 |
1.2808 |
1.2808 |
1.2723 |
1.2784 |
PP |
1.2759 |
1.2759 |
1.2759 |
1.2746 |
S1 |
1.2659 |
1.2659 |
1.2695 |
1.2635 |
S2 |
1.2610 |
1.2610 |
1.2682 |
|
S3 |
1.2461 |
1.2510 |
1.2668 |
|
S4 |
1.2312 |
1.2361 |
1.2627 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2845 |
1.2709 |
0.0136 |
1.1% |
0.0012 |
0.1% |
0% |
False |
True |
353 |
10 |
1.2858 |
1.2709 |
0.0149 |
1.2% |
0.0015 |
0.1% |
0% |
False |
True |
300 |
20 |
1.2925 |
1.2709 |
0.0216 |
1.7% |
0.0016 |
0.1% |
0% |
False |
True |
216 |
40 |
1.3042 |
1.2709 |
0.0333 |
2.6% |
0.0009 |
0.1% |
0% |
False |
True |
113 |
60 |
1.3042 |
1.2670 |
0.0372 |
2.9% |
0.0009 |
0.1% |
10% |
False |
False |
78 |
80 |
1.3042 |
1.2670 |
0.0372 |
2.9% |
0.0007 |
0.1% |
10% |
False |
False |
60 |
100 |
1.3135 |
1.2670 |
0.0465 |
3.7% |
0.0006 |
0.0% |
8% |
False |
False |
48 |
120 |
1.3135 |
1.2552 |
0.0583 |
4.6% |
0.0005 |
0.0% |
27% |
False |
False |
40 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2709 |
2.618 |
1.2709 |
1.618 |
1.2709 |
1.000 |
1.2709 |
0.618 |
1.2709 |
HIGH |
1.2709 |
0.618 |
1.2709 |
0.500 |
1.2709 |
0.382 |
1.2709 |
LOW |
1.2709 |
0.618 |
1.2709 |
1.000 |
1.2709 |
1.618 |
1.2709 |
2.618 |
1.2709 |
4.250 |
1.2709 |
|
|
Fisher Pivots for day following 09-Oct-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2709 |
1.2753 |
PP |
1.2709 |
1.2738 |
S1 |
1.2709 |
1.2724 |
|