CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 24-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2006 |
24-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2635 |
1.2633 |
-0.0002 |
0.0% |
1.2620 |
| High |
1.2641 |
1.2659 |
0.0018 |
0.1% |
1.2725 |
| Low |
1.2635 |
1.2633 |
-0.0002 |
0.0% |
1.2605 |
| Close |
1.2642 |
1.2655 |
0.0013 |
0.1% |
1.2711 |
| Range |
0.0006 |
0.0026 |
0.0020 |
333.3% |
0.0120 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-3.1% |
0.0000 |
| Volume |
386 |
317 |
-69 |
-17.9% |
2,000 |
|
| Daily Pivots for day following 24-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2727 |
1.2717 |
1.2669 |
|
| R3 |
1.2701 |
1.2691 |
1.2662 |
|
| R2 |
1.2675 |
1.2675 |
1.2660 |
|
| R1 |
1.2665 |
1.2665 |
1.2657 |
1.2670 |
| PP |
1.2649 |
1.2649 |
1.2649 |
1.2652 |
| S1 |
1.2639 |
1.2639 |
1.2653 |
1.2644 |
| S2 |
1.2623 |
1.2623 |
1.2650 |
|
| S3 |
1.2597 |
1.2613 |
1.2648 |
|
| S4 |
1.2571 |
1.2587 |
1.2641 |
|
|
| 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% |
0.0019 |
0.1% |
42% |
False |
False |
302 |
| 10 |
1.2725 |
1.2585 |
0.0140 |
1.1% |
0.0020 |
0.2% |
50% |
False |
False |
448 |
| 20 |
1.2858 |
1.2585 |
0.0273 |
2.2% |
0.0017 |
0.1% |
26% |
False |
False |
366 |
| 40 |
1.2973 |
1.2585 |
0.0388 |
3.1% |
0.0014 |
0.1% |
18% |
False |
False |
228 |
| 60 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0010 |
0.1% |
15% |
False |
False |
153 |
| 80 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0010 |
0.1% |
15% |
False |
False |
117 |
| 100 |
1.3135 |
1.2585 |
0.0550 |
4.3% |
0.0008 |
0.1% |
13% |
False |
False |
94 |
| 120 |
1.3135 |
1.2585 |
0.0550 |
4.3% |
0.0007 |
0.1% |
13% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2770 |
|
2.618 |
1.2727 |
|
1.618 |
1.2701 |
|
1.000 |
1.2685 |
|
0.618 |
1.2675 |
|
HIGH |
1.2659 |
|
0.618 |
1.2649 |
|
0.500 |
1.2646 |
|
0.382 |
1.2643 |
|
LOW |
1.2633 |
|
0.618 |
1.2617 |
|
1.000 |
1.2607 |
|
1.618 |
1.2591 |
|
2.618 |
1.2565 |
|
4.250 |
1.2523 |
|
|
| Fisher Pivots for day following 24-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2652 |
1.2669 |
| PP |
1.2649 |
1.2664 |
| S1 |
1.2646 |
1.2660 |
|