CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 27-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2006 |
27-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3202 |
1.3245 |
0.0043 |
0.3% |
1.2928 |
| High |
1.3202 |
1.3250 |
0.0048 |
0.4% |
1.3202 |
| Low |
1.3202 |
1.3241 |
0.0039 |
0.3% |
1.2928 |
| Close |
1.3202 |
1.3242 |
0.0040 |
0.3% |
1.3202 |
| Range |
0.0000 |
0.0009 |
0.0009 |
|
0.0274 |
| ATR |
0.0042 |
0.0042 |
0.0000 |
1.1% |
0.0000 |
| Volume |
4 |
11 |
7 |
175.0% |
6 |
|
| Daily Pivots for day following 27-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3271 |
1.3266 |
1.3247 |
|
| R3 |
1.3262 |
1.3257 |
1.3244 |
|
| R2 |
1.3253 |
1.3253 |
1.3244 |
|
| R1 |
1.3248 |
1.3248 |
1.3243 |
1.3246 |
| PP |
1.3244 |
1.3244 |
1.3244 |
1.3244 |
| S1 |
1.3239 |
1.3239 |
1.3241 |
1.3237 |
| S2 |
1.3235 |
1.3235 |
1.3240 |
|
| S3 |
1.3226 |
1.3230 |
1.3240 |
|
| S4 |
1.3217 |
1.3221 |
1.3237 |
|
|
| Weekly Pivots for week ending 24-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3933 |
1.3841 |
1.3353 |
|
| R3 |
1.3659 |
1.3567 |
1.3277 |
|
| R2 |
1.3385 |
1.3385 |
1.3252 |
|
| R1 |
1.3293 |
1.3293 |
1.3227 |
1.3339 |
| PP |
1.3111 |
1.3111 |
1.3111 |
1.3134 |
| S1 |
1.3019 |
1.3019 |
1.3177 |
1.3065 |
| S2 |
1.2837 |
1.2837 |
1.3152 |
|
| S3 |
1.2563 |
1.2745 |
1.3127 |
|
| S4 |
1.2289 |
1.2471 |
1.3051 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3250 |
1.2928 |
0.0322 |
2.4% |
0.0002 |
0.0% |
98% |
True |
False |
3 |
| 10 |
1.3250 |
1.2912 |
0.0338 |
2.6% |
0.0001 |
0.0% |
98% |
True |
False |
3 |
| 20 |
1.3250 |
1.2830 |
0.0420 |
3.2% |
0.0004 |
0.0% |
98% |
True |
False |
3 |
| 40 |
1.3250 |
1.2642 |
0.0608 |
4.6% |
0.0003 |
0.0% |
99% |
True |
False |
3 |
| 60 |
1.3250 |
1.2642 |
0.0608 |
4.6% |
0.0003 |
0.0% |
99% |
True |
False |
4 |
| 80 |
1.3250 |
1.2642 |
0.0608 |
4.6% |
0.0003 |
0.0% |
99% |
True |
False |
3 |
| 100 |
1.3250 |
1.2642 |
0.0608 |
4.6% |
0.0003 |
0.0% |
99% |
True |
False |
3 |
| 120 |
1.3250 |
1.2642 |
0.0608 |
4.6% |
0.0003 |
0.0% |
99% |
True |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3288 |
|
2.618 |
1.3274 |
|
1.618 |
1.3265 |
|
1.000 |
1.3259 |
|
0.618 |
1.3256 |
|
HIGH |
1.3250 |
|
0.618 |
1.3247 |
|
0.500 |
1.3246 |
|
0.382 |
1.3244 |
|
LOW |
1.3241 |
|
0.618 |
1.3235 |
|
1.000 |
1.3232 |
|
1.618 |
1.3226 |
|
2.618 |
1.3217 |
|
4.250 |
1.3203 |
|
|
| Fisher Pivots for day following 27-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3246 |
1.3210 |
| PP |
1.3244 |
1.3177 |
| S1 |
1.3243 |
1.3145 |
|