CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 09-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2006 |
09-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2834 |
1.2837 |
0.0003 |
0.0% |
1.2799 |
| High |
1.2852 |
1.2917 |
0.0065 |
0.5% |
1.2873 |
| Low |
1.2834 |
1.2837 |
0.0003 |
0.0% |
1.2775 |
| Close |
1.2851 |
1.2900 |
0.0049 |
0.4% |
1.2798 |
| Range |
0.0018 |
0.0080 |
0.0062 |
344.4% |
0.0098 |
| ATR |
0.0048 |
0.0050 |
0.0002 |
4.8% |
0.0000 |
| Volume |
459 |
249 |
-210 |
-45.8% |
3,702 |
|
| Daily Pivots for day following 09-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3125 |
1.3092 |
1.2944 |
|
| R3 |
1.3045 |
1.3012 |
1.2922 |
|
| R2 |
1.2965 |
1.2965 |
1.2915 |
|
| R1 |
1.2932 |
1.2932 |
1.2907 |
1.2949 |
| PP |
1.2885 |
1.2885 |
1.2885 |
1.2893 |
| S1 |
1.2852 |
1.2852 |
1.2893 |
1.2869 |
| S2 |
1.2805 |
1.2805 |
1.2885 |
|
| S3 |
1.2725 |
1.2772 |
1.2878 |
|
| S4 |
1.2645 |
1.2692 |
1.2856 |
|
|
| 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 |
1.2917 |
1.2759 |
0.0158 |
1.2% |
0.0041 |
0.3% |
89% |
True |
False |
690 |
| 10 |
1.2917 |
1.2759 |
0.0158 |
1.2% |
0.0035 |
0.3% |
89% |
True |
False |
619 |
| 20 |
1.2917 |
1.2585 |
0.0332 |
2.6% |
0.0027 |
0.2% |
95% |
True |
False |
519 |
| 40 |
1.2925 |
1.2585 |
0.0340 |
2.6% |
0.0023 |
0.2% |
93% |
False |
False |
389 |
| 60 |
1.3042 |
1.2585 |
0.0457 |
3.5% |
0.0016 |
0.1% |
69% |
False |
False |
267 |
| 80 |
1.3042 |
1.2585 |
0.0457 |
3.5% |
0.0013 |
0.1% |
69% |
False |
False |
202 |
| 100 |
1.3042 |
1.2585 |
0.0457 |
3.5% |
0.0012 |
0.1% |
69% |
False |
False |
162 |
| 120 |
1.3135 |
1.2585 |
0.0550 |
4.3% |
0.0010 |
0.1% |
57% |
False |
False |
136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3257 |
|
2.618 |
1.3126 |
|
1.618 |
1.3046 |
|
1.000 |
1.2997 |
|
0.618 |
1.2966 |
|
HIGH |
1.2917 |
|
0.618 |
1.2886 |
|
0.500 |
1.2877 |
|
0.382 |
1.2868 |
|
LOW |
1.2837 |
|
0.618 |
1.2788 |
|
1.000 |
1.2757 |
|
1.618 |
1.2708 |
|
2.618 |
1.2628 |
|
4.250 |
1.2497 |
|
|
| Fisher Pivots for day following 09-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2892 |
1.2892 |
| PP |
1.2885 |
1.2884 |
| S1 |
1.2877 |
1.2876 |
|