CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 19-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2006 |
19-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2627 |
1.2725 |
0.0098 |
0.8% |
1.2709 |
| High |
1.2623 |
1.2725 |
0.0102 |
0.8% |
1.2709 |
| Low |
1.2605 |
1.2686 |
0.0081 |
0.6% |
1.2585 |
| Close |
1.2627 |
1.2720 |
0.0093 |
0.7% |
1.2611 |
| Range |
0.0018 |
0.0039 |
0.0021 |
116.7% |
0.0124 |
| ATR |
0.0041 |
0.0045 |
0.0004 |
10.0% |
0.0000 |
| Volume |
220 |
270 |
50 |
22.7% |
2,867 |
|
| Daily Pivots for day following 19-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2827 |
1.2813 |
1.2741 |
|
| R3 |
1.2788 |
1.2774 |
1.2731 |
|
| R2 |
1.2749 |
1.2749 |
1.2727 |
|
| R1 |
1.2735 |
1.2735 |
1.2724 |
1.2723 |
| PP |
1.2710 |
1.2710 |
1.2710 |
1.2704 |
| S1 |
1.2696 |
1.2696 |
1.2716 |
1.2684 |
| S2 |
1.2671 |
1.2671 |
1.2713 |
|
| S3 |
1.2632 |
1.2657 |
1.2709 |
|
| S4 |
1.2593 |
1.2618 |
1.2699 |
|
|
| 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 |
1.2725 |
1.2585 |
0.0140 |
1.1% |
0.0021 |
0.2% |
96% |
True |
False |
500 |
| 10 |
1.2725 |
1.2585 |
0.0140 |
1.1% |
0.0018 |
0.1% |
96% |
True |
False |
481 |
| 20 |
1.2925 |
1.2585 |
0.0340 |
2.7% |
0.0018 |
0.1% |
40% |
False |
False |
355 |
| 40 |
1.2973 |
1.2585 |
0.0388 |
3.1% |
0.0013 |
0.1% |
35% |
False |
False |
204 |
| 60 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0010 |
0.1% |
30% |
False |
False |
137 |
| 80 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0009 |
0.1% |
30% |
False |
False |
104 |
| 100 |
1.3135 |
1.2585 |
0.0550 |
4.3% |
0.0008 |
0.1% |
25% |
False |
False |
84 |
| 120 |
1.3135 |
1.2585 |
0.0550 |
4.3% |
0.0006 |
0.0% |
25% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2891 |
|
2.618 |
1.2827 |
|
1.618 |
1.2788 |
|
1.000 |
1.2764 |
|
0.618 |
1.2749 |
|
HIGH |
1.2725 |
|
0.618 |
1.2710 |
|
0.500 |
1.2706 |
|
0.382 |
1.2701 |
|
LOW |
1.2686 |
|
0.618 |
1.2662 |
|
1.000 |
1.2647 |
|
1.618 |
1.2623 |
|
2.618 |
1.2584 |
|
4.250 |
1.2520 |
|
|
| Fisher Pivots for day following 19-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2715 |
1.2702 |
| PP |
1.2710 |
1.2683 |
| S1 |
1.2706 |
1.2665 |
|