CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 23-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2006 |
23-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2711 |
1.2635 |
-0.0076 |
-0.6% |
1.2620 |
| High |
1.2705 |
1.2641 |
-0.0064 |
-0.5% |
1.2725 |
| Low |
1.2700 |
1.2635 |
-0.0065 |
-0.5% |
1.2605 |
| Close |
1.2711 |
1.2642 |
-0.0069 |
-0.5% |
1.2711 |
| Range |
0.0005 |
0.0006 |
0.0001 |
20.0% |
0.0120 |
| ATR |
0.0043 |
0.0045 |
0.0002 |
5.4% |
0.0000 |
| Volume |
317 |
386 |
69 |
21.8% |
2,000 |
|
| Daily Pivots for day following 23-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2657 |
1.2656 |
1.2645 |
|
| R3 |
1.2651 |
1.2650 |
1.2644 |
|
| R2 |
1.2645 |
1.2645 |
1.2643 |
|
| R1 |
1.2644 |
1.2644 |
1.2643 |
1.2645 |
| PP |
1.2639 |
1.2639 |
1.2639 |
1.2640 |
| S1 |
1.2638 |
1.2638 |
1.2641 |
1.2639 |
| S2 |
1.2633 |
1.2633 |
1.2641 |
|
| S3 |
1.2627 |
1.2632 |
1.2640 |
|
| S4 |
1.2621 |
1.2626 |
1.2639 |
|
|
| 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% |
0.0018 |
0.1% |
31% |
False |
False |
330 |
| 10 |
1.2725 |
1.2585 |
0.0140 |
1.1% |
0.0019 |
0.1% |
41% |
False |
False |
433 |
| 20 |
1.2858 |
1.2585 |
0.0273 |
2.2% |
0.0017 |
0.1% |
21% |
False |
False |
366 |
| 40 |
1.2973 |
1.2585 |
0.0388 |
3.1% |
0.0013 |
0.1% |
15% |
False |
False |
220 |
| 60 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0009 |
0.1% |
12% |
False |
False |
148 |
| 80 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0009 |
0.1% |
12% |
False |
False |
113 |
| 100 |
1.3135 |
1.2585 |
0.0550 |
4.4% |
0.0008 |
0.1% |
10% |
False |
False |
91 |
| 120 |
1.3135 |
1.2585 |
0.0550 |
4.4% |
0.0006 |
0.1% |
10% |
False |
False |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2667 |
|
2.618 |
1.2657 |
|
1.618 |
1.2651 |
|
1.000 |
1.2647 |
|
0.618 |
1.2645 |
|
HIGH |
1.2641 |
|
0.618 |
1.2639 |
|
0.500 |
1.2638 |
|
0.382 |
1.2637 |
|
LOW |
1.2635 |
|
0.618 |
1.2631 |
|
1.000 |
1.2629 |
|
1.618 |
1.2625 |
|
2.618 |
1.2619 |
|
4.250 |
1.2610 |
|
|
| Fisher Pivots for day following 23-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2641 |
1.2680 |
| PP |
1.2639 |
1.2667 |
| S1 |
1.2638 |
1.2655 |
|