CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 12-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2006 |
12-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3359 |
1.3340 |
-0.0019 |
-0.1% |
1.3420 |
| High |
1.3360 |
1.3385 |
0.0025 |
0.2% |
1.3460 |
| Low |
1.3290 |
1.3340 |
0.0050 |
0.4% |
1.3310 |
| Close |
1.3354 |
1.3377 |
0.0023 |
0.2% |
1.3302 |
| Range |
0.0070 |
0.0045 |
-0.0025 |
-35.7% |
0.0150 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
74 |
14 |
-60 |
-81.1% |
1,008 |
|
| Daily Pivots for day following 12-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3502 |
1.3485 |
1.3402 |
|
| R3 |
1.3457 |
1.3440 |
1.3389 |
|
| R2 |
1.3412 |
1.3412 |
1.3385 |
|
| R1 |
1.3395 |
1.3395 |
1.3381 |
1.3404 |
| PP |
1.3367 |
1.3367 |
1.3367 |
1.3372 |
| S1 |
1.3350 |
1.3350 |
1.3373 |
1.3359 |
| S2 |
1.3322 |
1.3322 |
1.3369 |
|
| S3 |
1.3277 |
1.3305 |
1.3365 |
|
| S4 |
1.3232 |
1.3260 |
1.3352 |
|
|
| 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 |
1.3290 |
0.0170 |
1.3% |
0.0064 |
0.5% |
51% |
False |
False |
110 |
| 10 |
1.3460 |
1.3278 |
0.0182 |
1.4% |
0.0036 |
0.3% |
54% |
False |
False |
136 |
| 20 |
1.3460 |
1.2912 |
0.0548 |
4.1% |
0.0021 |
0.2% |
85% |
False |
False |
73 |
| 40 |
1.3460 |
1.2671 |
0.0789 |
5.9% |
0.0012 |
0.1% |
89% |
False |
False |
38 |
| 60 |
1.3460 |
1.2642 |
0.0818 |
6.1% |
0.0010 |
0.1% |
90% |
False |
False |
28 |
| 80 |
1.3460 |
1.2642 |
0.0818 |
6.1% |
0.0008 |
0.1% |
90% |
False |
False |
21 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.1% |
0.0006 |
0.0% |
90% |
False |
False |
17 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.1% |
0.0006 |
0.0% |
90% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3576 |
|
2.618 |
1.3503 |
|
1.618 |
1.3458 |
|
1.000 |
1.3430 |
|
0.618 |
1.3413 |
|
HIGH |
1.3385 |
|
0.618 |
1.3368 |
|
0.500 |
1.3363 |
|
0.382 |
1.3357 |
|
LOW |
1.3340 |
|
0.618 |
1.3312 |
|
1.000 |
1.3295 |
|
1.618 |
1.3267 |
|
2.618 |
1.3222 |
|
4.250 |
1.3149 |
|
|
| Fisher Pivots for day following 12-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3372 |
1.3376 |
| PP |
1.3367 |
1.3376 |
| S1 |
1.3363 |
1.3375 |
|