CME Euro FX Future March 2007


Trading Metrics calculated at close of trading on 10-Oct-2006
Day Change Summary
Previous Current
09-Oct-2006 10-Oct-2006 Change Change % Previous Week
Open 1.2709 1.2633 -0.0076 -0.6% 1.2845
High 1.2709 1.2640 -0.0069 -0.5% 1.2858
Low 1.2709 1.2630 -0.0079 -0.6% 1.2709
Close 1.2709 1.2633 -0.0076 -0.6% 1.2709
Range 0.0000 0.0010 0.0010 0.0149
ATR 0.0042 0.0045 0.0003 6.3% 0.0000
Volume 922 168 -754 -81.8% 1,437
Daily Pivots for day following 10-Oct-2006
Classic Woodie Camarilla DeMark
R4 1.2664 1.2659 1.2639
R3 1.2654 1.2649 1.2636
R2 1.2644 1.2644 1.2635
R1 1.2639 1.2639 1.2634 1.2638
PP 1.2634 1.2634 1.2634 1.2634
S1 1.2629 1.2629 1.2632 1.2628
S2 1.2624 1.2624 1.2631
S3 1.2614 1.2619 1.2630
S4 1.2604 1.2609 1.2628
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 1.2812 1.2630 0.0182 1.4% 0.0012 0.1% 2% False True 337
10 1.2858 1.2630 0.0228 1.8% 0.0014 0.1% 1% False True 284
20 1.2925 1.2630 0.0295 2.3% 0.0017 0.1% 1% False True 225
40 1.3042 1.2630 0.0412 3.3% 0.0009 0.1% 1% False True 117
60 1.3042 1.2630 0.0412 3.3% 0.0010 0.1% 1% False True 81
80 1.3042 1.2630 0.0412 3.3% 0.0007 0.1% 1% False True 62
100 1.3135 1.2630 0.0505 4.0% 0.0006 0.0% 1% False True 50
120 1.3135 1.2577 0.0558 4.4% 0.0005 0.0% 10% False False 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2683
2.618 1.2666
1.618 1.2656
1.000 1.2650
0.618 1.2646
HIGH 1.2640
0.618 1.2636
0.500 1.2635
0.382 1.2634
LOW 1.2630
0.618 1.2624
1.000 1.2620
1.618 1.2614
2.618 1.2604
4.250 1.2588
Fisher Pivots for day following 10-Oct-2006
Pivot 1 day 3 day
R1 1.2635 1.2670
PP 1.2634 1.2657
S1 1.2634 1.2645

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These figures are updated between 7pm and 10pm EST after a trading day.

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