CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 20-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2006 |
20-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2725 |
1.2711 |
-0.0014 |
-0.1% |
1.2620 |
| High |
1.2725 |
1.2705 |
-0.0020 |
-0.2% |
1.2725 |
| Low |
1.2686 |
1.2700 |
0.0014 |
0.1% |
1.2605 |
| Close |
1.2720 |
1.2711 |
-0.0009 |
-0.1% |
1.2711 |
| Range |
0.0039 |
0.0005 |
-0.0034 |
-87.2% |
0.0120 |
| ATR |
0.0045 |
0.0043 |
-0.0002 |
-4.0% |
0.0000 |
| Volume |
270 |
317 |
47 |
17.4% |
2,000 |
|
| Daily Pivots for day following 20-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2720 |
1.2721 |
1.2714 |
|
| R3 |
1.2715 |
1.2716 |
1.2712 |
|
| R2 |
1.2710 |
1.2710 |
1.2712 |
|
| R1 |
1.2711 |
1.2711 |
1.2711 |
1.2714 |
| PP |
1.2705 |
1.2705 |
1.2705 |
1.2707 |
| S1 |
1.2706 |
1.2706 |
1.2711 |
1.2709 |
| S2 |
1.2700 |
1.2700 |
1.2710 |
|
| S3 |
1.2695 |
1.2701 |
1.2710 |
|
| S4 |
1.2690 |
1.2696 |
1.2708 |
|
|
| Weekly Pivots for week ending 20-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3040 |
1.2996 |
1.2777 |
|
| R3 |
1.2920 |
1.2876 |
1.2744 |
|
| R2 |
1.2800 |
1.2800 |
1.2733 |
|
| R1 |
1.2756 |
1.2756 |
1.2722 |
1.2778 |
| PP |
1.2680 |
1.2680 |
1.2680 |
1.2692 |
| S1 |
1.2636 |
1.2636 |
1.2700 |
1.2658 |
| S2 |
1.2560 |
1.2560 |
1.2689 |
|
| S3 |
1.2440 |
1.2516 |
1.2678 |
|
| S4 |
1.2320 |
1.2396 |
1.2645 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2725 |
1.2605 |
0.0120 |
0.9% |
0.0017 |
0.1% |
88% |
False |
False |
400 |
| 10 |
1.2725 |
1.2585 |
0.0140 |
1.1% |
0.0018 |
0.1% |
90% |
False |
False |
486 |
| 20 |
1.2867 |
1.2585 |
0.0282 |
2.2% |
0.0017 |
0.1% |
45% |
False |
False |
360 |
| 40 |
1.2973 |
1.2585 |
0.0388 |
3.1% |
0.0013 |
0.1% |
32% |
False |
False |
211 |
| 60 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0009 |
0.1% |
28% |
False |
False |
142 |
| 80 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0009 |
0.1% |
28% |
False |
False |
108 |
| 100 |
1.3135 |
1.2585 |
0.0550 |
4.3% |
0.0008 |
0.1% |
23% |
False |
False |
87 |
| 120 |
1.3135 |
1.2585 |
0.0550 |
4.3% |
0.0006 |
0.0% |
23% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2726 |
|
2.618 |
1.2718 |
|
1.618 |
1.2713 |
|
1.000 |
1.2710 |
|
0.618 |
1.2708 |
|
HIGH |
1.2705 |
|
0.618 |
1.2703 |
|
0.500 |
1.2703 |
|
0.382 |
1.2702 |
|
LOW |
1.2700 |
|
0.618 |
1.2697 |
|
1.000 |
1.2695 |
|
1.618 |
1.2692 |
|
2.618 |
1.2687 |
|
4.250 |
1.2679 |
|
|
| Fisher Pivots for day following 20-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2708 |
1.2696 |
| PP |
1.2705 |
1.2680 |
| S1 |
1.2703 |
1.2665 |
|