CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 26-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2006 |
26-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3214 |
1.3195 |
-0.0019 |
-0.1% |
1.3172 |
| High |
1.3214 |
1.3195 |
-0.0019 |
-0.1% |
1.3310 |
| Low |
1.3214 |
1.3195 |
-0.0019 |
-0.1% |
1.3160 |
| Close |
1.3214 |
1.3195 |
-0.0019 |
-0.1% |
1.3214 |
| Range |
|
|
|
|
|
| ATR |
0.0057 |
0.0054 |
-0.0003 |
-4.8% |
0.0000 |
| Volume |
106 |
420 |
314 |
296.2% |
1,904 |
|
| Daily Pivots for day following 26-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3195 |
1.3195 |
1.3195 |
|
| R3 |
1.3195 |
1.3195 |
1.3195 |
|
| R2 |
1.3195 |
1.3195 |
1.3195 |
|
| R1 |
1.3195 |
1.3195 |
1.3195 |
1.3195 |
| PP |
1.3195 |
1.3195 |
1.3195 |
1.3195 |
| S1 |
1.3195 |
1.3195 |
1.3195 |
1.3195 |
| S2 |
1.3195 |
1.3195 |
1.3195 |
|
| S3 |
1.3195 |
1.3195 |
1.3195 |
|
| S4 |
1.3195 |
1.3195 |
1.3195 |
|
|
| Weekly Pivots for week ending 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3678 |
1.3596 |
1.3297 |
|
| R3 |
1.3528 |
1.3446 |
1.3255 |
|
| R2 |
1.3378 |
1.3378 |
1.3242 |
|
| R1 |
1.3296 |
1.3296 |
1.3228 |
1.3337 |
| PP |
1.3228 |
1.3228 |
1.3228 |
1.3249 |
| S1 |
1.3146 |
1.3146 |
1.3200 |
1.3187 |
| S2 |
1.3078 |
1.3078 |
1.3187 |
|
| S3 |
1.2928 |
1.2996 |
1.3173 |
|
| S4 |
1.2778 |
1.2846 |
1.3132 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3310 |
1.3195 |
0.0115 |
0.9% |
0.0029 |
0.2% |
0% |
False |
True |
436 |
| 10 |
1.3385 |
1.3160 |
0.0225 |
1.7% |
0.0024 |
0.2% |
16% |
False |
False |
252 |
| 20 |
1.3460 |
1.3160 |
0.0300 |
2.3% |
0.0030 |
0.2% |
12% |
False |
False |
197 |
| 40 |
1.3460 |
1.2830 |
0.0630 |
4.8% |
0.0017 |
0.1% |
58% |
False |
False |
100 |
| 60 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0012 |
0.1% |
68% |
False |
False |
68 |
| 80 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0010 |
0.1% |
68% |
False |
False |
52 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0008 |
0.1% |
68% |
False |
False |
42 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0008 |
0.1% |
68% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3195 |
|
2.618 |
1.3195 |
|
1.618 |
1.3195 |
|
1.000 |
1.3195 |
|
0.618 |
1.3195 |
|
HIGH |
1.3195 |
|
0.618 |
1.3195 |
|
0.500 |
1.3195 |
|
0.382 |
1.3195 |
|
LOW |
1.3195 |
|
0.618 |
1.3195 |
|
1.000 |
1.3195 |
|
1.618 |
1.3195 |
|
2.618 |
1.3195 |
|
4.250 |
1.3195 |
|
|
| Fisher Pivots for day following 26-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3195 |
1.3234 |
| PP |
1.3195 |
1.3221 |
| S1 |
1.3195 |
1.3208 |
|