CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 06-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2006 |
06-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3414 |
1.3385 |
-0.0029 |
-0.2% |
1.3245 |
| High |
1.3430 |
1.3425 |
-0.0005 |
0.0% |
1.3448 |
| Low |
1.3414 |
1.3385 |
-0.0029 |
-0.2% |
1.3241 |
| Close |
1.3435 |
1.3392 |
-0.0043 |
-0.3% |
1.3441 |
| Range |
0.0016 |
0.0040 |
0.0024 |
150.0% |
0.0207 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
0.6% |
0.0000 |
| Volume |
88 |
241 |
153 |
173.9% |
357 |
|
| Daily Pivots for day following 06-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3521 |
1.3496 |
1.3414 |
|
| R3 |
1.3481 |
1.3456 |
1.3403 |
|
| R2 |
1.3441 |
1.3441 |
1.3399 |
|
| R1 |
1.3416 |
1.3416 |
1.3396 |
1.3429 |
| PP |
1.3401 |
1.3401 |
1.3401 |
1.3407 |
| S1 |
1.3376 |
1.3376 |
1.3388 |
1.3389 |
| S2 |
1.3361 |
1.3361 |
1.3385 |
|
| S3 |
1.3321 |
1.3336 |
1.3381 |
|
| S4 |
1.3281 |
1.3296 |
1.3370 |
|
|
| 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 |
1.3375 |
0.0073 |
0.5% |
0.0017 |
0.1% |
23% |
False |
False |
202 |
| 10 |
1.3448 |
1.3039 |
0.0409 |
3.1% |
0.0013 |
0.1% |
86% |
False |
False |
114 |
| 20 |
1.3448 |
1.2895 |
0.0553 |
4.1% |
0.0007 |
0.1% |
90% |
False |
False |
58 |
| 40 |
1.3448 |
1.2642 |
0.0806 |
6.0% |
0.0006 |
0.0% |
93% |
False |
False |
30 |
| 60 |
1.3448 |
1.2642 |
0.0806 |
6.0% |
0.0005 |
0.0% |
93% |
False |
False |
22 |
| 80 |
1.3448 |
1.2642 |
0.0806 |
6.0% |
0.0004 |
0.0% |
93% |
False |
False |
17 |
| 100 |
1.3448 |
1.2642 |
0.0806 |
6.0% |
0.0005 |
0.0% |
93% |
False |
False |
14 |
| 120 |
1.3448 |
1.2642 |
0.0806 |
6.0% |
0.0004 |
0.0% |
93% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3595 |
|
2.618 |
1.3530 |
|
1.618 |
1.3490 |
|
1.000 |
1.3465 |
|
0.618 |
1.3450 |
|
HIGH |
1.3425 |
|
0.618 |
1.3410 |
|
0.500 |
1.3405 |
|
0.382 |
1.3400 |
|
LOW |
1.3385 |
|
0.618 |
1.3360 |
|
1.000 |
1.3345 |
|
1.618 |
1.3320 |
|
2.618 |
1.3280 |
|
4.250 |
1.3215 |
|
|
| Fisher Pivots for day following 06-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3405 |
1.3413 |
| PP |
1.3401 |
1.3406 |
| S1 |
1.3396 |
1.3399 |
|