CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 26-Oct-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2006 |
26-Oct-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2680 |
1.2759 |
0.0079 |
0.6% |
1.2620 |
| High |
1.2700 |
1.2790 |
0.0090 |
0.7% |
1.2725 |
| Low |
1.2680 |
1.2759 |
0.0079 |
0.6% |
1.2605 |
| Close |
1.2701 |
1.2778 |
0.0077 |
0.6% |
1.2711 |
| Range |
0.0020 |
0.0031 |
0.0011 |
55.0% |
0.0120 |
| ATR |
0.0044 |
0.0047 |
0.0003 |
7.3% |
0.0000 |
| Volume |
245 |
414 |
169 |
69.0% |
2,000 |
|
| Daily Pivots for day following 26-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2869 |
1.2854 |
1.2795 |
|
| R3 |
1.2838 |
1.2823 |
1.2787 |
|
| R2 |
1.2807 |
1.2807 |
1.2784 |
|
| R1 |
1.2792 |
1.2792 |
1.2781 |
1.2800 |
| PP |
1.2776 |
1.2776 |
1.2776 |
1.2779 |
| S1 |
1.2761 |
1.2761 |
1.2775 |
1.2769 |
| S2 |
1.2745 |
1.2745 |
1.2772 |
|
| S3 |
1.2714 |
1.2730 |
1.2769 |
|
| S4 |
1.2683 |
1.2699 |
1.2761 |
|
|
| 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 |
1.2790 |
1.2633 |
0.0157 |
1.2% |
0.0018 |
0.1% |
92% |
True |
False |
335 |
| 10 |
1.2790 |
1.2585 |
0.0205 |
1.6% |
0.0019 |
0.2% |
94% |
True |
False |
418 |
| 20 |
1.2858 |
1.2585 |
0.0273 |
2.1% |
0.0018 |
0.1% |
71% |
False |
False |
387 |
| 40 |
1.2950 |
1.2585 |
0.0365 |
2.9% |
0.0015 |
0.1% |
53% |
False |
False |
245 |
| 60 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0011 |
0.1% |
42% |
False |
False |
164 |
| 80 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0010 |
0.1% |
42% |
False |
False |
125 |
| 100 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0008 |
0.1% |
42% |
False |
False |
101 |
| 120 |
1.3135 |
1.2585 |
0.0550 |
4.3% |
0.0007 |
0.1% |
35% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2922 |
|
2.618 |
1.2871 |
|
1.618 |
1.2840 |
|
1.000 |
1.2821 |
|
0.618 |
1.2809 |
|
HIGH |
1.2790 |
|
0.618 |
1.2778 |
|
0.500 |
1.2775 |
|
0.382 |
1.2771 |
|
LOW |
1.2759 |
|
0.618 |
1.2740 |
|
1.000 |
1.2728 |
|
1.618 |
1.2709 |
|
2.618 |
1.2678 |
|
4.250 |
1.2627 |
|
|
| Fisher Pivots for day following 26-Oct-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2777 |
1.2756 |
| PP |
1.2776 |
1.2734 |
| S1 |
1.2775 |
1.2712 |
|