CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 20-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2006 |
20-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3292 |
1.3276 |
-0.0016 |
-0.1% |
1.3359 |
| High |
1.3310 |
1.3310 |
0.0000 |
0.0% |
1.3385 |
| Low |
1.3240 |
1.3262 |
0.0022 |
0.2% |
1.3173 |
| Close |
1.3292 |
1.3276 |
-0.0016 |
-0.1% |
1.3181 |
| Range |
0.0070 |
0.0048 |
-0.0022 |
-31.4% |
0.0212 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
159 |
1,160 |
1,001 |
629.6% |
276 |
|
| Daily Pivots for day following 20-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3427 |
1.3399 |
1.3302 |
|
| R3 |
1.3379 |
1.3351 |
1.3289 |
|
| R2 |
1.3331 |
1.3331 |
1.3285 |
|
| R1 |
1.3303 |
1.3303 |
1.3280 |
1.3300 |
| PP |
1.3283 |
1.3283 |
1.3283 |
1.3281 |
| S1 |
1.3255 |
1.3255 |
1.3272 |
1.3252 |
| S2 |
1.3235 |
1.3235 |
1.3267 |
|
| S3 |
1.3187 |
1.3207 |
1.3263 |
|
| S4 |
1.3139 |
1.3159 |
1.3250 |
|
|
| Weekly Pivots for week ending 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3882 |
1.3744 |
1.3298 |
|
| R3 |
1.3670 |
1.3532 |
1.3239 |
|
| R2 |
1.3458 |
1.3458 |
1.3220 |
|
| R1 |
1.3320 |
1.3320 |
1.3200 |
1.3283 |
| PP |
1.3246 |
1.3246 |
1.3246 |
1.3228 |
| S1 |
1.3108 |
1.3108 |
1.3162 |
1.3071 |
| S2 |
1.3034 |
1.3034 |
1.3142 |
|
| S3 |
1.2822 |
1.2896 |
1.3123 |
|
| S4 |
1.2610 |
1.2684 |
1.3064 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3310 |
1.3160 |
0.0150 |
1.1% |
0.0034 |
0.3% |
77% |
True |
False |
323 |
| 10 |
1.3460 |
1.3160 |
0.0300 |
2.3% |
0.0045 |
0.3% |
39% |
False |
False |
196 |
| 20 |
1.3460 |
1.3039 |
0.0421 |
3.2% |
0.0029 |
0.2% |
56% |
False |
False |
155 |
| 40 |
1.3460 |
1.2745 |
0.0715 |
5.4% |
0.0016 |
0.1% |
74% |
False |
False |
79 |
| 60 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0012 |
0.1% |
78% |
False |
False |
54 |
| 80 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0009 |
0.1% |
78% |
False |
False |
41 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0008 |
0.1% |
78% |
False |
False |
33 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0008 |
0.1% |
78% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3514 |
|
2.618 |
1.3436 |
|
1.618 |
1.3388 |
|
1.000 |
1.3358 |
|
0.618 |
1.3340 |
|
HIGH |
1.3310 |
|
0.618 |
1.3292 |
|
0.500 |
1.3286 |
|
0.382 |
1.3280 |
|
LOW |
1.3262 |
|
0.618 |
1.3232 |
|
1.000 |
1.3214 |
|
1.618 |
1.3184 |
|
2.618 |
1.3136 |
|
4.250 |
1.3058 |
|
|
| Fisher Pivots for day following 20-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3286 |
1.3262 |
| PP |
1.3283 |
1.3249 |
| S1 |
1.3279 |
1.3235 |
|