CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 13-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2006 |
13-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2645 |
1.2611 |
-0.0034 |
-0.3% |
1.2709 |
| High |
1.2640 |
1.2610 |
-0.0030 |
-0.2% |
1.2709 |
| Low |
1.2625 |
1.2585 |
-0.0040 |
-0.3% |
1.2585 |
| Close |
1.2645 |
1.2611 |
-0.0034 |
-0.3% |
1.2611 |
| Range |
0.0015 |
0.0025 |
0.0010 |
66.7% |
0.0124 |
| ATR |
0.0043 |
0.0045 |
0.0001 |
2.7% |
0.0000 |
| Volume |
399 |
819 |
420 |
105.3% |
2,867 |
|
| Daily Pivots for day following 13-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2677 |
1.2669 |
1.2625 |
|
| R3 |
1.2652 |
1.2644 |
1.2618 |
|
| R2 |
1.2627 |
1.2627 |
1.2616 |
|
| R1 |
1.2619 |
1.2619 |
1.2613 |
1.2624 |
| PP |
1.2602 |
1.2602 |
1.2602 |
1.2604 |
| S1 |
1.2594 |
1.2594 |
1.2609 |
1.2599 |
| S2 |
1.2577 |
1.2577 |
1.2606 |
|
| S3 |
1.2552 |
1.2569 |
1.2604 |
|
| S4 |
1.2527 |
1.2544 |
1.2597 |
|
|
| Weekly Pivots for week ending 13-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3007 |
1.2933 |
1.2679 |
|
| R3 |
1.2883 |
1.2809 |
1.2645 |
|
| R2 |
1.2759 |
1.2759 |
1.2634 |
|
| R1 |
1.2685 |
1.2685 |
1.2622 |
1.2660 |
| PP |
1.2635 |
1.2635 |
1.2635 |
1.2623 |
| S1 |
1.2561 |
1.2561 |
1.2600 |
1.2536 |
| S2 |
1.2511 |
1.2511 |
1.2588 |
|
| S3 |
1.2387 |
1.2437 |
1.2577 |
|
| S4 |
1.2263 |
1.2313 |
1.2543 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2709 |
1.2585 |
0.0124 |
1.0% |
0.0019 |
0.2% |
21% |
False |
True |
573 |
| 10 |
1.2858 |
1.2585 |
0.0273 |
2.2% |
0.0016 |
0.1% |
10% |
False |
True |
430 |
| 20 |
1.2925 |
1.2585 |
0.0340 |
2.7% |
0.0021 |
0.2% |
8% |
False |
True |
296 |
| 40 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0012 |
0.1% |
6% |
False |
True |
162 |
| 60 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0009 |
0.1% |
6% |
False |
True |
110 |
| 80 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0008 |
0.1% |
6% |
False |
True |
83 |
| 100 |
1.3135 |
1.2585 |
0.0550 |
4.4% |
0.0007 |
0.1% |
5% |
False |
True |
67 |
| 120 |
1.3135 |
1.2585 |
0.0550 |
4.4% |
0.0006 |
0.0% |
5% |
False |
True |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2716 |
|
2.618 |
1.2675 |
|
1.618 |
1.2650 |
|
1.000 |
1.2635 |
|
0.618 |
1.2625 |
|
HIGH |
1.2610 |
|
0.618 |
1.2600 |
|
0.500 |
1.2598 |
|
0.382 |
1.2595 |
|
LOW |
1.2585 |
|
0.618 |
1.2570 |
|
1.000 |
1.2560 |
|
1.618 |
1.2545 |
|
2.618 |
1.2520 |
|
4.250 |
1.2479 |
|
|
| Fisher Pivots for day following 13-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2607 |
1.2619 |
| PP |
1.2602 |
1.2616 |
| S1 |
1.2598 |
1.2614 |
|