CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 05-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2006 |
05-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3420 |
1.3414 |
-0.0006 |
0.0% |
1.3245 |
| High |
1.3440 |
1.3430 |
-0.0010 |
-0.1% |
1.3448 |
| Low |
1.3412 |
1.3414 |
0.0002 |
0.0% |
1.3241 |
| Close |
1.3435 |
1.3435 |
0.0000 |
0.0% |
1.3441 |
| Range |
0.0028 |
0.0016 |
-0.0012 |
-42.9% |
0.0207 |
| ATR |
0.0048 |
0.0046 |
-0.0002 |
-4.0% |
0.0000 |
| Volume |
456 |
88 |
-368 |
-80.7% |
357 |
|
| Daily Pivots for day following 05-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3474 |
1.3471 |
1.3444 |
|
| R3 |
1.3458 |
1.3455 |
1.3439 |
|
| R2 |
1.3442 |
1.3442 |
1.3438 |
|
| R1 |
1.3439 |
1.3439 |
1.3436 |
1.3441 |
| PP |
1.3426 |
1.3426 |
1.3426 |
1.3427 |
| S1 |
1.3423 |
1.3423 |
1.3434 |
1.3425 |
| S2 |
1.3410 |
1.3410 |
1.3432 |
|
| S3 |
1.3394 |
1.3407 |
1.3431 |
|
| S4 |
1.3378 |
1.3391 |
1.3426 |
|
|
| Weekly Pivots for week ending 01-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3998 |
1.3926 |
1.3555 |
|
| R3 |
1.3791 |
1.3719 |
1.3498 |
|
| R2 |
1.3584 |
1.3584 |
1.3479 |
|
| R1 |
1.3512 |
1.3512 |
1.3460 |
1.3548 |
| PP |
1.3377 |
1.3377 |
1.3377 |
1.3395 |
| S1 |
1.3305 |
1.3305 |
1.3422 |
1.3341 |
| S2 |
1.3170 |
1.3170 |
1.3403 |
|
| S3 |
1.2963 |
1.3098 |
1.3384 |
|
| S4 |
1.2756 |
1.2891 |
1.3327 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3448 |
1.3278 |
0.0170 |
1.3% |
0.0009 |
0.1% |
92% |
False |
False |
162 |
| 10 |
1.3448 |
1.2957 |
0.0491 |
3.7% |
0.0009 |
0.1% |
97% |
False |
False |
90 |
| 20 |
1.3448 |
1.2895 |
0.0553 |
4.1% |
0.0005 |
0.0% |
98% |
False |
False |
46 |
| 40 |
1.3448 |
1.2642 |
0.0806 |
6.0% |
0.0005 |
0.0% |
98% |
False |
False |
24 |
| 60 |
1.3448 |
1.2642 |
0.0806 |
6.0% |
0.0004 |
0.0% |
98% |
False |
False |
18 |
| 80 |
1.3448 |
1.2642 |
0.0806 |
6.0% |
0.0004 |
0.0% |
98% |
False |
False |
14 |
| 100 |
1.3448 |
1.2642 |
0.0806 |
6.0% |
0.0004 |
0.0% |
98% |
False |
False |
11 |
| 120 |
1.3448 |
1.2642 |
0.0806 |
6.0% |
0.0003 |
0.0% |
98% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3498 |
|
2.618 |
1.3472 |
|
1.618 |
1.3456 |
|
1.000 |
1.3446 |
|
0.618 |
1.3440 |
|
HIGH |
1.3430 |
|
0.618 |
1.3424 |
|
0.500 |
1.3422 |
|
0.382 |
1.3420 |
|
LOW |
1.3414 |
|
0.618 |
1.3404 |
|
1.000 |
1.3398 |
|
1.618 |
1.3388 |
|
2.618 |
1.3372 |
|
4.250 |
1.3346 |
|
|
| Fisher Pivots for day following 05-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3431 |
1.3433 |
| PP |
1.3426 |
1.3432 |
| S1 |
1.3422 |
1.3430 |
|