CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 02-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2006 |
02-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2844 |
1.2848 |
0.0004 |
0.0% |
1.2635 |
| High |
1.2873 |
1.2862 |
-0.0011 |
-0.1% |
1.2825 |
| Low |
1.2844 |
1.2845 |
0.0001 |
0.0% |
1.2633 |
| Close |
1.2859 |
1.2862 |
0.0003 |
0.0% |
1.2821 |
| Range |
0.0029 |
0.0017 |
-0.0012 |
-41.4% |
0.0192 |
| ATR |
0.0046 |
0.0044 |
-0.0002 |
-4.5% |
0.0000 |
| Volume |
597 |
544 |
-53 |
-8.9% |
2,206 |
|
| Daily Pivots for day following 02-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2907 |
1.2902 |
1.2871 |
|
| R3 |
1.2890 |
1.2885 |
1.2867 |
|
| R2 |
1.2873 |
1.2873 |
1.2865 |
|
| R1 |
1.2868 |
1.2868 |
1.2864 |
1.2871 |
| PP |
1.2856 |
1.2856 |
1.2856 |
1.2858 |
| S1 |
1.2851 |
1.2851 |
1.2860 |
1.2854 |
| S2 |
1.2839 |
1.2839 |
1.2859 |
|
| S3 |
1.2822 |
1.2834 |
1.2857 |
|
| S4 |
1.2805 |
1.2817 |
1.2853 |
|
|
| Weekly Pivots for week ending 27-Oct-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3336 |
1.3270 |
1.2927 |
|
| R3 |
1.3144 |
1.3078 |
1.2874 |
|
| R2 |
1.2952 |
1.2952 |
1.2856 |
|
| R1 |
1.2886 |
1.2886 |
1.2839 |
1.2919 |
| PP |
1.2760 |
1.2760 |
1.2760 |
1.2776 |
| S1 |
1.2694 |
1.2694 |
1.2803 |
1.2727 |
| S2 |
1.2568 |
1.2568 |
1.2786 |
|
| S3 |
1.2376 |
1.2502 |
1.2768 |
|
| S4 |
1.2184 |
1.2310 |
1.2715 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2873 |
1.2786 |
0.0087 |
0.7% |
0.0028 |
0.2% |
87% |
False |
False |
549 |
| 10 |
1.2873 |
1.2633 |
0.0240 |
1.9% |
0.0023 |
0.2% |
95% |
False |
False |
442 |
| 20 |
1.2873 |
1.2585 |
0.0288 |
2.2% |
0.0020 |
0.2% |
96% |
False |
False |
462 |
| 40 |
1.2925 |
1.2585 |
0.0340 |
2.6% |
0.0018 |
0.1% |
81% |
False |
False |
311 |
| 60 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0013 |
0.1% |
61% |
False |
False |
210 |
| 80 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0012 |
0.1% |
61% |
False |
False |
159 |
| 100 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0010 |
0.1% |
61% |
False |
False |
128 |
| 120 |
1.3135 |
1.2585 |
0.0550 |
4.3% |
0.0008 |
0.1% |
50% |
False |
False |
107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2934 |
|
2.618 |
1.2907 |
|
1.618 |
1.2890 |
|
1.000 |
1.2879 |
|
0.618 |
1.2873 |
|
HIGH |
1.2862 |
|
0.618 |
1.2856 |
|
0.500 |
1.2854 |
|
0.382 |
1.2851 |
|
LOW |
1.2845 |
|
0.618 |
1.2834 |
|
1.000 |
1.2828 |
|
1.618 |
1.2817 |
|
2.618 |
1.2800 |
|
4.250 |
1.2773 |
|
|
| Fisher Pivots for day following 02-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2859 |
1.2851 |
| PP |
1.2856 |
1.2840 |
| S1 |
1.2854 |
1.2830 |
|