CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 08-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2006 |
08-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3385 |
1.3302 |
-0.0083 |
-0.6% |
1.3420 |
| High |
1.3405 |
1.3460 |
0.0055 |
0.4% |
1.3460 |
| Low |
1.3390 |
1.3310 |
-0.0080 |
-0.6% |
1.3310 |
| Close |
1.3385 |
1.3302 |
-0.0083 |
-0.6% |
1.3302 |
| Range |
0.0015 |
0.0150 |
0.0135 |
900.0% |
0.0150 |
| ATR |
0.0044 |
0.0052 |
0.0008 |
17.1% |
0.0000 |
| Volume |
146 |
77 |
-69 |
-47.3% |
1,008 |
|
| Daily Pivots for day following 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3807 |
1.3705 |
1.3385 |
|
| R3 |
1.3657 |
1.3555 |
1.3343 |
|
| R2 |
1.3507 |
1.3507 |
1.3330 |
|
| R1 |
1.3405 |
1.3405 |
1.3316 |
1.3377 |
| PP |
1.3357 |
1.3357 |
1.3357 |
1.3344 |
| S1 |
1.3255 |
1.3255 |
1.3288 |
1.3227 |
| S2 |
1.3207 |
1.3207 |
1.3275 |
|
| S3 |
1.3057 |
1.3105 |
1.3261 |
|
| S4 |
1.2907 |
1.2955 |
1.3220 |
|
|
| Weekly Pivots for week ending 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3807 |
1.3705 |
1.3385 |
|
| R3 |
1.3657 |
1.3555 |
1.3343 |
|
| R2 |
1.3507 |
1.3507 |
1.3330 |
|
| R1 |
1.3405 |
1.3405 |
1.3316 |
1.3381 |
| PP |
1.3357 |
1.3357 |
1.3357 |
1.3346 |
| S1 |
1.3255 |
1.3255 |
1.3288 |
1.3231 |
| S2 |
1.3207 |
1.3207 |
1.3275 |
|
| S3 |
1.3057 |
1.3105 |
1.3261 |
|
| S4 |
1.2907 |
1.2955 |
1.3220 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3460 |
1.3310 |
0.0150 |
1.1% |
0.0050 |
0.4% |
-5% |
True |
True |
201 |
| 10 |
1.3460 |
1.3241 |
0.0219 |
1.6% |
0.0030 |
0.2% |
28% |
True |
False |
136 |
| 20 |
1.3460 |
1.2912 |
0.0548 |
4.1% |
0.0015 |
0.1% |
71% |
True |
False |
69 |
| 40 |
1.3460 |
1.2642 |
0.0818 |
6.1% |
0.0010 |
0.1% |
81% |
True |
False |
36 |
| 60 |
1.3460 |
1.2642 |
0.0818 |
6.1% |
0.0008 |
0.1% |
81% |
True |
False |
26 |
| 80 |
1.3460 |
1.2642 |
0.0818 |
6.1% |
0.0006 |
0.0% |
81% |
True |
False |
20 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.1% |
0.0005 |
0.0% |
81% |
True |
False |
16 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.1% |
0.0005 |
0.0% |
81% |
True |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4098 |
|
2.618 |
1.3853 |
|
1.618 |
1.3703 |
|
1.000 |
1.3610 |
|
0.618 |
1.3553 |
|
HIGH |
1.3460 |
|
0.618 |
1.3403 |
|
0.500 |
1.3385 |
|
0.382 |
1.3367 |
|
LOW |
1.3310 |
|
0.618 |
1.3217 |
|
1.000 |
1.3160 |
|
1.618 |
1.3067 |
|
2.618 |
1.2917 |
|
4.250 |
1.2673 |
|
|
| Fisher Pivots for day following 08-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3385 |
1.3385 |
| PP |
1.3357 |
1.3357 |
| S1 |
1.3330 |
1.3330 |
|