CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 03-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2006 |
03-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2848 |
1.2786 |
-0.0062 |
-0.5% |
1.2799 |
| High |
1.2862 |
1.2800 |
-0.0062 |
-0.5% |
1.2873 |
| Low |
1.2845 |
1.2775 |
-0.0070 |
-0.5% |
1.2775 |
| Close |
1.2862 |
1.2798 |
-0.0064 |
-0.5% |
1.2798 |
| Range |
0.0017 |
0.0025 |
0.0008 |
47.1% |
0.0098 |
| ATR |
0.0044 |
0.0047 |
0.0003 |
6.9% |
0.0000 |
| Volume |
544 |
1,799 |
1,255 |
230.7% |
3,702 |
|
| Daily Pivots for day following 03-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2866 |
1.2857 |
1.2812 |
|
| R3 |
1.2841 |
1.2832 |
1.2805 |
|
| R2 |
1.2816 |
1.2816 |
1.2803 |
|
| R1 |
1.2807 |
1.2807 |
1.2800 |
1.2812 |
| PP |
1.2791 |
1.2791 |
1.2791 |
1.2793 |
| S1 |
1.2782 |
1.2782 |
1.2796 |
1.2787 |
| S2 |
1.2766 |
1.2766 |
1.2793 |
|
| S3 |
1.2741 |
1.2757 |
1.2791 |
|
| S4 |
1.2716 |
1.2732 |
1.2784 |
|
|
| Weekly Pivots for week ending 03-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3109 |
1.3052 |
1.2852 |
|
| R3 |
1.3011 |
1.2954 |
1.2825 |
|
| R2 |
1.2913 |
1.2913 |
1.2816 |
|
| R1 |
1.2856 |
1.2856 |
1.2807 |
1.2836 |
| PP |
1.2815 |
1.2815 |
1.2815 |
1.2805 |
| S1 |
1.2758 |
1.2758 |
1.2789 |
1.2738 |
| S2 |
1.2717 |
1.2717 |
1.2780 |
|
| S3 |
1.2619 |
1.2660 |
1.2771 |
|
| S4 |
1.2521 |
1.2562 |
1.2744 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2873 |
1.2775 |
0.0098 |
0.8% |
0.0031 |
0.2% |
23% |
False |
True |
740 |
| 10 |
1.2873 |
1.2633 |
0.0240 |
1.9% |
0.0025 |
0.2% |
69% |
False |
False |
590 |
| 20 |
1.2873 |
1.2585 |
0.0288 |
2.3% |
0.0022 |
0.2% |
74% |
False |
False |
538 |
| 40 |
1.2925 |
1.2585 |
0.0340 |
2.7% |
0.0019 |
0.1% |
63% |
False |
False |
356 |
| 60 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0013 |
0.1% |
47% |
False |
False |
240 |
| 80 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0013 |
0.1% |
47% |
False |
False |
182 |
| 100 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0010 |
0.1% |
47% |
False |
False |
146 |
| 120 |
1.3135 |
1.2585 |
0.0550 |
4.3% |
0.0008 |
0.1% |
39% |
False |
False |
122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2906 |
|
2.618 |
1.2865 |
|
1.618 |
1.2840 |
|
1.000 |
1.2825 |
|
0.618 |
1.2815 |
|
HIGH |
1.2800 |
|
0.618 |
1.2790 |
|
0.500 |
1.2788 |
|
0.382 |
1.2785 |
|
LOW |
1.2775 |
|
0.618 |
1.2760 |
|
1.000 |
1.2750 |
|
1.618 |
1.2735 |
|
2.618 |
1.2710 |
|
4.250 |
1.2669 |
|
|
| Fisher Pivots for day following 03-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2795 |
1.2824 |
| PP |
1.2791 |
1.2815 |
| S1 |
1.2788 |
1.2807 |
|