CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 16-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2006 |
16-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2941 |
1.2912 |
-0.0029 |
-0.2% |
1.2846 |
| High |
1.2941 |
1.2912 |
-0.0029 |
-0.2% |
1.2965 |
| Low |
1.2941 |
1.2912 |
-0.0029 |
-0.2% |
1.2846 |
| Close |
1.2941 |
1.2912 |
-0.0029 |
-0.2% |
1.2965 |
| Range |
|
|
|
|
|
| ATR |
0.0032 |
0.0032 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2912 |
1.2912 |
1.2912 |
|
| R3 |
1.2912 |
1.2912 |
1.2912 |
|
| R2 |
1.2912 |
1.2912 |
1.2912 |
|
| R1 |
1.2912 |
1.2912 |
1.2912 |
1.2912 |
| PP |
1.2912 |
1.2912 |
1.2912 |
1.2912 |
| S1 |
1.2912 |
1.2912 |
1.2912 |
1.2912 |
| S2 |
1.2912 |
1.2912 |
1.2912 |
|
| S3 |
1.2912 |
1.2912 |
1.2912 |
|
| S4 |
1.2912 |
1.2912 |
1.2912 |
|
|
| Weekly Pivots for week ending 10-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3282 |
1.3243 |
1.3030 |
|
| R3 |
1.3163 |
1.3124 |
1.2998 |
|
| R2 |
1.3044 |
1.3044 |
1.2987 |
|
| R1 |
1.3005 |
1.3005 |
1.2976 |
1.3025 |
| PP |
1.2925 |
1.2925 |
1.2925 |
1.2935 |
| S1 |
1.2886 |
1.2886 |
1.2954 |
1.2906 |
| S2 |
1.2806 |
1.2806 |
1.2943 |
|
| S3 |
1.2687 |
1.2767 |
1.2932 |
|
| S4 |
1.2568 |
1.2648 |
1.2900 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2965 |
1.2912 |
0.0053 |
0.4% |
0.0000 |
0.0% |
0% |
False |
True |
4 |
| 10 |
1.2965 |
1.2835 |
0.0130 |
1.0% |
0.0000 |
0.0% |
59% |
False |
False |
3 |
| 20 |
1.2965 |
1.2686 |
0.0279 |
2.2% |
0.0004 |
0.0% |
81% |
False |
False |
2 |
| 40 |
1.2965 |
1.2642 |
0.0323 |
2.5% |
0.0003 |
0.0% |
84% |
False |
False |
5 |
| 60 |
1.3023 |
1.2642 |
0.0381 |
3.0% |
0.0003 |
0.0% |
71% |
False |
False |
4 |
| 80 |
1.3091 |
1.2642 |
0.0449 |
3.5% |
0.0002 |
0.0% |
60% |
False |
False |
3 |
| 100 |
1.3091 |
1.2642 |
0.0449 |
3.5% |
0.0003 |
0.0% |
60% |
False |
False |
2 |
| 120 |
1.3193 |
1.2642 |
0.0551 |
4.3% |
0.0003 |
0.0% |
49% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2912 |
|
2.618 |
1.2912 |
|
1.618 |
1.2912 |
|
1.000 |
1.2912 |
|
0.618 |
1.2912 |
|
HIGH |
1.2912 |
|
0.618 |
1.2912 |
|
0.500 |
1.2912 |
|
0.382 |
1.2912 |
|
LOW |
1.2912 |
|
0.618 |
1.2912 |
|
1.000 |
1.2912 |
|
1.618 |
1.2912 |
|
2.618 |
1.2912 |
|
4.250 |
1.2912 |
|
|
| Fisher Pivots for day following 16-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2912 |
1.2927 |
| PP |
1.2912 |
1.2922 |
| S1 |
1.2912 |
1.2917 |
|