CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 28-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2006 |
28-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3245 |
1.3259 |
0.0014 |
0.1% |
1.2928 |
| High |
1.3250 |
1.3300 |
0.0050 |
0.4% |
1.3202 |
| Low |
1.3241 |
1.3259 |
0.0018 |
0.1% |
1.2928 |
| Close |
1.3242 |
1.3304 |
0.0062 |
0.5% |
1.3202 |
| Range |
0.0009 |
0.0041 |
0.0032 |
355.6% |
0.0274 |
| ATR |
0.0042 |
0.0043 |
0.0001 |
2.7% |
0.0000 |
| Volume |
11 |
76 |
65 |
590.9% |
6 |
|
| Daily Pivots for day following 28-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3411 |
1.3398 |
1.3327 |
|
| R3 |
1.3370 |
1.3357 |
1.3315 |
|
| R2 |
1.3329 |
1.3329 |
1.3312 |
|
| R1 |
1.3316 |
1.3316 |
1.3308 |
1.3323 |
| PP |
1.3288 |
1.3288 |
1.3288 |
1.3291 |
| S1 |
1.3275 |
1.3275 |
1.3300 |
1.3282 |
| S2 |
1.3247 |
1.3247 |
1.3296 |
|
| S3 |
1.3206 |
1.3234 |
1.3293 |
|
| S4 |
1.3165 |
1.3193 |
1.3281 |
|
|
| 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 |
1.3300 |
1.2957 |
0.0343 |
2.6% |
0.0010 |
0.1% |
101% |
True |
False |
18 |
| 10 |
1.3300 |
1.2912 |
0.0388 |
2.9% |
0.0005 |
0.0% |
101% |
True |
False |
10 |
| 20 |
1.3300 |
1.2830 |
0.0470 |
3.5% |
0.0006 |
0.0% |
101% |
True |
False |
7 |
| 40 |
1.3300 |
1.2642 |
0.0658 |
4.9% |
0.0004 |
0.0% |
101% |
True |
False |
5 |
| 60 |
1.3300 |
1.2642 |
0.0658 |
4.9% |
0.0004 |
0.0% |
101% |
True |
False |
5 |
| 80 |
1.3300 |
1.2642 |
0.0658 |
4.9% |
0.0003 |
0.0% |
101% |
True |
False |
4 |
| 100 |
1.3300 |
1.2642 |
0.0658 |
4.9% |
0.0004 |
0.0% |
101% |
True |
False |
3 |
| 120 |
1.3300 |
1.2642 |
0.0658 |
4.9% |
0.0003 |
0.0% |
101% |
True |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3474 |
|
2.618 |
1.3407 |
|
1.618 |
1.3366 |
|
1.000 |
1.3341 |
|
0.618 |
1.3325 |
|
HIGH |
1.3300 |
|
0.618 |
1.3284 |
|
0.500 |
1.3280 |
|
0.382 |
1.3275 |
|
LOW |
1.3259 |
|
0.618 |
1.3234 |
|
1.000 |
1.3218 |
|
1.618 |
1.3193 |
|
2.618 |
1.3152 |
|
4.250 |
1.3085 |
|
|
| Fisher Pivots for day following 28-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3296 |
1.3286 |
| PP |
1.3288 |
1.3269 |
| S1 |
1.3280 |
1.3251 |
|