CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 10-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2006 |
10-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2837 |
1.2939 |
0.0102 |
0.8% |
1.2790 |
| High |
1.2917 |
1.2949 |
0.0032 |
0.2% |
1.2949 |
| Low |
1.2837 |
1.2926 |
0.0089 |
0.7% |
1.2759 |
| Close |
1.2900 |
1.2922 |
0.0022 |
0.2% |
1.2922 |
| Range |
0.0080 |
0.0023 |
-0.0057 |
-71.3% |
0.0190 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
249 |
927 |
678 |
272.3% |
2,580 |
|
| Daily Pivots for day following 10-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3001 |
1.2985 |
1.2935 |
|
| R3 |
1.2978 |
1.2962 |
1.2928 |
|
| R2 |
1.2955 |
1.2955 |
1.2926 |
|
| R1 |
1.2939 |
1.2939 |
1.2924 |
1.2936 |
| PP |
1.2932 |
1.2932 |
1.2932 |
1.2931 |
| S1 |
1.2916 |
1.2916 |
1.2920 |
1.2913 |
| S2 |
1.2909 |
1.2909 |
1.2918 |
|
| S3 |
1.2886 |
1.2893 |
1.2916 |
|
| S4 |
1.2863 |
1.2870 |
1.2909 |
|
|
| Weekly Pivots for week ending 10-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3447 |
1.3374 |
1.3027 |
|
| R3 |
1.3257 |
1.3184 |
1.2974 |
|
| R2 |
1.3067 |
1.3067 |
1.2957 |
|
| R1 |
1.2994 |
1.2994 |
1.2939 |
1.3031 |
| PP |
1.2877 |
1.2877 |
1.2877 |
1.2895 |
| S1 |
1.2804 |
1.2804 |
1.2905 |
1.2841 |
| S2 |
1.2687 |
1.2687 |
1.2887 |
|
| S3 |
1.2497 |
1.2614 |
1.2870 |
|
| S4 |
1.2307 |
1.2424 |
1.2818 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2949 |
1.2759 |
0.0190 |
1.5% |
0.0040 |
0.3% |
86% |
True |
False |
516 |
| 10 |
1.2949 |
1.2759 |
0.0190 |
1.5% |
0.0036 |
0.3% |
86% |
True |
False |
628 |
| 20 |
1.2949 |
1.2605 |
0.0344 |
2.7% |
0.0027 |
0.2% |
92% |
True |
False |
524 |
| 40 |
1.2949 |
1.2585 |
0.0364 |
2.8% |
0.0024 |
0.2% |
93% |
True |
False |
410 |
| 60 |
1.3042 |
1.2585 |
0.0457 |
3.5% |
0.0017 |
0.1% |
74% |
False |
False |
283 |
| 80 |
1.3042 |
1.2585 |
0.0457 |
3.5% |
0.0014 |
0.1% |
74% |
False |
False |
213 |
| 100 |
1.3042 |
1.2585 |
0.0457 |
3.5% |
0.0012 |
0.1% |
74% |
False |
False |
171 |
| 120 |
1.3135 |
1.2585 |
0.0550 |
4.3% |
0.0010 |
0.1% |
61% |
False |
False |
143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3047 |
|
2.618 |
1.3009 |
|
1.618 |
1.2986 |
|
1.000 |
1.2972 |
|
0.618 |
1.2963 |
|
HIGH |
1.2949 |
|
0.618 |
1.2940 |
|
0.500 |
1.2938 |
|
0.382 |
1.2935 |
|
LOW |
1.2926 |
|
0.618 |
1.2912 |
|
1.000 |
1.2903 |
|
1.618 |
1.2889 |
|
2.618 |
1.2866 |
|
4.250 |
1.2828 |
|
|
| Fisher Pivots for day following 10-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2938 |
1.2912 |
| PP |
1.2932 |
1.2902 |
| S1 |
1.2927 |
1.2892 |
|