CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 12-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2006 |
12-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2652 |
1.2645 |
-0.0007 |
-0.1% |
1.2845 |
| High |
1.2652 |
1.2640 |
-0.0012 |
-0.1% |
1.2858 |
| Low |
1.2605 |
1.2625 |
0.0020 |
0.2% |
1.2709 |
| Close |
1.2616 |
1.2645 |
0.0029 |
0.2% |
1.2709 |
| Range |
0.0047 |
0.0015 |
-0.0032 |
-68.1% |
0.0149 |
| ATR |
0.0045 |
0.0043 |
-0.0001 |
-3.3% |
0.0000 |
| Volume |
559 |
399 |
-160 |
-28.6% |
1,437 |
|
| Daily Pivots for day following 12-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2682 |
1.2678 |
1.2653 |
|
| R3 |
1.2667 |
1.2663 |
1.2649 |
|
| R2 |
1.2652 |
1.2652 |
1.2648 |
|
| R1 |
1.2648 |
1.2648 |
1.2646 |
1.2653 |
| PP |
1.2637 |
1.2637 |
1.2637 |
1.2639 |
| S1 |
1.2633 |
1.2633 |
1.2644 |
1.2638 |
| S2 |
1.2622 |
1.2622 |
1.2642 |
|
| S3 |
1.2607 |
1.2618 |
1.2641 |
|
| S4 |
1.2592 |
1.2603 |
1.2637 |
|
|
| 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 |
1.2709 |
1.2605 |
0.0104 |
0.8% |
0.0014 |
0.1% |
38% |
False |
False |
462 |
| 10 |
1.2858 |
1.2605 |
0.0253 |
2.0% |
0.0018 |
0.1% |
16% |
False |
False |
356 |
| 20 |
1.2925 |
1.2605 |
0.0320 |
2.5% |
0.0020 |
0.2% |
13% |
False |
False |
259 |
| 40 |
1.3042 |
1.2605 |
0.0437 |
3.5% |
0.0011 |
0.1% |
9% |
False |
False |
141 |
| 60 |
1.3042 |
1.2605 |
0.0437 |
3.5% |
0.0009 |
0.1% |
9% |
False |
False |
97 |
| 80 |
1.3042 |
1.2605 |
0.0437 |
3.5% |
0.0008 |
0.1% |
9% |
False |
False |
73 |
| 100 |
1.3135 |
1.2605 |
0.0530 |
4.2% |
0.0006 |
0.1% |
8% |
False |
False |
59 |
| 120 |
1.3135 |
1.2605 |
0.0530 |
4.2% |
0.0005 |
0.0% |
8% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2704 |
|
2.618 |
1.2679 |
|
1.618 |
1.2664 |
|
1.000 |
1.2655 |
|
0.618 |
1.2649 |
|
HIGH |
1.2640 |
|
0.618 |
1.2634 |
|
0.500 |
1.2633 |
|
0.382 |
1.2631 |
|
LOW |
1.2625 |
|
0.618 |
1.2616 |
|
1.000 |
1.2610 |
|
1.618 |
1.2601 |
|
2.618 |
1.2586 |
|
4.250 |
1.2561 |
|
|
| Fisher Pivots for day following 12-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2641 |
1.2640 |
| PP |
1.2637 |
1.2634 |
| S1 |
1.2633 |
1.2629 |
|