CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 07-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2006 |
07-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3385 |
1.3385 |
0.0000 |
0.0% |
1.3245 |
| High |
1.3425 |
1.3405 |
-0.0020 |
-0.1% |
1.3448 |
| Low |
1.3385 |
1.3390 |
0.0005 |
0.0% |
1.3241 |
| Close |
1.3392 |
1.3385 |
-0.0007 |
-0.1% |
1.3441 |
| Range |
0.0040 |
0.0015 |
-0.0025 |
-62.5% |
0.0207 |
| ATR |
0.0046 |
0.0044 |
-0.0002 |
-4.8% |
0.0000 |
| Volume |
241 |
146 |
-95 |
-39.4% |
357 |
|
| Daily Pivots for day following 07-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3438 |
1.3427 |
1.3393 |
|
| R3 |
1.3423 |
1.3412 |
1.3389 |
|
| R2 |
1.3408 |
1.3408 |
1.3388 |
|
| R1 |
1.3397 |
1.3397 |
1.3386 |
1.3393 |
| PP |
1.3393 |
1.3393 |
1.3393 |
1.3391 |
| S1 |
1.3382 |
1.3382 |
1.3384 |
1.3378 |
| S2 |
1.3378 |
1.3378 |
1.3382 |
|
| S3 |
1.3363 |
1.3367 |
1.3381 |
|
| S4 |
1.3348 |
1.3352 |
1.3377 |
|
|
| 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 |
1.3385 |
0.0063 |
0.5% |
0.0020 |
0.1% |
0% |
False |
False |
231 |
| 10 |
1.3448 |
1.3202 |
0.0246 |
1.8% |
0.0015 |
0.1% |
74% |
False |
False |
129 |
| 20 |
1.3448 |
1.2912 |
0.0536 |
4.0% |
0.0007 |
0.1% |
88% |
False |
False |
65 |
| 40 |
1.3448 |
1.2642 |
0.0806 |
6.0% |
0.0006 |
0.0% |
92% |
False |
False |
34 |
| 60 |
1.3448 |
1.2642 |
0.0806 |
6.0% |
0.0005 |
0.0% |
92% |
False |
False |
25 |
| 80 |
1.3448 |
1.2642 |
0.0806 |
6.0% |
0.0004 |
0.0% |
92% |
False |
False |
19 |
| 100 |
1.3448 |
1.2642 |
0.0806 |
6.0% |
0.0005 |
0.0% |
92% |
False |
False |
15 |
| 120 |
1.3448 |
1.2642 |
0.0806 |
6.0% |
0.0004 |
0.0% |
92% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3469 |
|
2.618 |
1.3444 |
|
1.618 |
1.3429 |
|
1.000 |
1.3420 |
|
0.618 |
1.3414 |
|
HIGH |
1.3405 |
|
0.618 |
1.3399 |
|
0.500 |
1.3398 |
|
0.382 |
1.3396 |
|
LOW |
1.3390 |
|
0.618 |
1.3381 |
|
1.000 |
1.3375 |
|
1.618 |
1.3366 |
|
2.618 |
1.3351 |
|
4.250 |
1.3326 |
|
|
| Fisher Pivots for day following 07-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3398 |
1.3408 |
| PP |
1.3393 |
1.3400 |
| S1 |
1.3389 |
1.3393 |
|