CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 30-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2006 |
30-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3270 |
1.3360 |
0.0090 |
0.7% |
1.2928 |
| High |
1.3278 |
1.3375 |
0.0097 |
0.7% |
1.3202 |
| Low |
1.3278 |
1.3375 |
0.0097 |
0.7% |
1.2928 |
| Close |
1.3270 |
1.3360 |
0.0090 |
0.7% |
1.3202 |
| Range |
|
|
|
|
|
| ATR |
0.0042 |
0.0047 |
0.0004 |
10.7% |
0.0000 |
| Volume |
42 |
4 |
-38 |
-90.5% |
6 |
|
| Daily Pivots for day following 30-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3370 |
1.3365 |
1.3360 |
|
| R3 |
1.3370 |
1.3365 |
1.3360 |
|
| R2 |
1.3370 |
1.3370 |
1.3360 |
|
| R1 |
1.3365 |
1.3365 |
1.3360 |
1.3360 |
| PP |
1.3370 |
1.3370 |
1.3370 |
1.3368 |
| S1 |
1.3365 |
1.3365 |
1.3360 |
1.3360 |
| S2 |
1.3370 |
1.3370 |
1.3360 |
|
| S3 |
1.3370 |
1.3365 |
1.3360 |
|
| S4 |
1.3370 |
1.3365 |
1.3360 |
|
|
| 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 |
1.3375 |
1.3202 |
0.0173 |
1.3% |
0.0010 |
0.1% |
91% |
True |
False |
27 |
| 10 |
1.3375 |
1.2912 |
0.0463 |
3.5% |
0.0005 |
0.0% |
97% |
True |
False |
13 |
| 20 |
1.3375 |
1.2835 |
0.0540 |
4.0% |
0.0003 |
0.0% |
97% |
True |
False |
8 |
| 40 |
1.3375 |
1.2642 |
0.0733 |
5.5% |
0.0004 |
0.0% |
98% |
True |
False |
6 |
| 60 |
1.3375 |
1.2642 |
0.0733 |
5.5% |
0.0004 |
0.0% |
98% |
True |
False |
6 |
| 80 |
1.3375 |
1.2642 |
0.0733 |
5.5% |
0.0003 |
0.0% |
98% |
True |
False |
5 |
| 100 |
1.3375 |
1.2642 |
0.0733 |
5.5% |
0.0004 |
0.0% |
98% |
True |
False |
4 |
| 120 |
1.3375 |
1.2642 |
0.0733 |
5.5% |
0.0003 |
0.0% |
98% |
True |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3375 |
|
2.618 |
1.3375 |
|
1.618 |
1.3375 |
|
1.000 |
1.3375 |
|
0.618 |
1.3375 |
|
HIGH |
1.3375 |
|
0.618 |
1.3375 |
|
0.500 |
1.3375 |
|
0.382 |
1.3375 |
|
LOW |
1.3375 |
|
0.618 |
1.3375 |
|
1.000 |
1.3375 |
|
1.618 |
1.3375 |
|
2.618 |
1.3375 |
|
4.250 |
1.3375 |
|
|
| Fisher Pivots for day following 30-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3375 |
1.3346 |
| PP |
1.3370 |
1.3331 |
| S1 |
1.3365 |
1.3317 |
|