CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 17-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2006 |
17-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2620 |
1.2654 |
0.0034 |
0.3% |
1.2709 |
| High |
1.2620 |
1.2656 |
0.0036 |
0.3% |
1.2709 |
| Low |
1.2620 |
1.2634 |
0.0014 |
0.1% |
1.2585 |
| Close |
1.2620 |
1.2636 |
0.0016 |
0.1% |
1.2611 |
| Range |
0.0000 |
0.0022 |
0.0022 |
|
0.0124 |
| ATR |
0.0042 |
0.0042 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
733 |
460 |
-273 |
-37.2% |
2,867 |
|
| Daily Pivots for day following 17-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2708 |
1.2694 |
1.2648 |
|
| R3 |
1.2686 |
1.2672 |
1.2642 |
|
| R2 |
1.2664 |
1.2664 |
1.2640 |
|
| R1 |
1.2650 |
1.2650 |
1.2638 |
1.2646 |
| PP |
1.2642 |
1.2642 |
1.2642 |
1.2640 |
| S1 |
1.2628 |
1.2628 |
1.2634 |
1.2624 |
| S2 |
1.2620 |
1.2620 |
1.2632 |
|
| S3 |
1.2598 |
1.2606 |
1.2630 |
|
| S4 |
1.2576 |
1.2584 |
1.2624 |
|
|
| 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 |
1.2656 |
1.2585 |
0.0071 |
0.6% |
0.0022 |
0.2% |
72% |
True |
False |
594 |
| 10 |
1.2812 |
1.2585 |
0.0227 |
1.8% |
0.0017 |
0.1% |
22% |
False |
False |
465 |
| 20 |
1.2925 |
1.2585 |
0.0340 |
2.7% |
0.0020 |
0.2% |
15% |
False |
False |
341 |
| 40 |
1.2973 |
1.2585 |
0.0388 |
3.1% |
0.0012 |
0.1% |
13% |
False |
False |
192 |
| 60 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0009 |
0.1% |
11% |
False |
False |
129 |
| 80 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0009 |
0.1% |
11% |
False |
False |
98 |
| 100 |
1.3135 |
1.2585 |
0.0550 |
4.4% |
0.0007 |
0.1% |
9% |
False |
False |
79 |
| 120 |
1.3135 |
1.2585 |
0.0550 |
4.4% |
0.0006 |
0.0% |
9% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2750 |
|
2.618 |
1.2714 |
|
1.618 |
1.2692 |
|
1.000 |
1.2678 |
|
0.618 |
1.2670 |
|
HIGH |
1.2656 |
|
0.618 |
1.2648 |
|
0.500 |
1.2645 |
|
0.382 |
1.2642 |
|
LOW |
1.2634 |
|
0.618 |
1.2620 |
|
1.000 |
1.2612 |
|
1.618 |
1.2598 |
|
2.618 |
1.2576 |
|
4.250 |
1.2541 |
|
|
| Fisher Pivots for day following 17-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2645 |
1.2631 |
| PP |
1.2642 |
1.2626 |
| S1 |
1.2639 |
1.2621 |
|