CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 29-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2006 |
29-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3239 |
1.3282 |
0.0043 |
0.3% |
1.3195 |
| High |
1.3284 |
1.3290 |
0.0006 |
0.0% |
1.3290 |
| Low |
1.3235 |
1.3248 |
0.0013 |
0.1% |
1.3195 |
| Close |
1.3239 |
1.3282 |
0.0043 |
0.3% |
1.3282 |
| Range |
0.0049 |
0.0042 |
-0.0007 |
-14.3% |
0.0095 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
102 |
262 |
160 |
156.9% |
810 |
|
| Daily Pivots for day following 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3399 |
1.3383 |
1.3305 |
|
| R3 |
1.3357 |
1.3341 |
1.3294 |
|
| R2 |
1.3315 |
1.3315 |
1.3290 |
|
| R1 |
1.3299 |
1.3299 |
1.3286 |
1.3303 |
| PP |
1.3273 |
1.3273 |
1.3273 |
1.3276 |
| S1 |
1.3257 |
1.3257 |
1.3278 |
1.3261 |
| S2 |
1.3231 |
1.3231 |
1.3274 |
|
| S3 |
1.3189 |
1.3215 |
1.3270 |
|
| S4 |
1.3147 |
1.3173 |
1.3259 |
|
|
| Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3541 |
1.3506 |
1.3334 |
|
| R3 |
1.3446 |
1.3411 |
1.3308 |
|
| R2 |
1.3351 |
1.3351 |
1.3299 |
|
| R1 |
1.3316 |
1.3316 |
1.3291 |
1.3334 |
| PP |
1.3256 |
1.3256 |
1.3256 |
1.3264 |
| S1 |
1.3221 |
1.3221 |
1.3273 |
1.3239 |
| S2 |
1.3161 |
1.3161 |
1.3265 |
|
| S3 |
1.3066 |
1.3126 |
1.3256 |
|
| S4 |
1.2971 |
1.3031 |
1.3230 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3290 |
1.3195 |
0.0095 |
0.7% |
0.0018 |
0.1% |
92% |
True |
False |
183 |
| 10 |
1.3310 |
1.3160 |
0.0150 |
1.1% |
0.0029 |
0.2% |
81% |
False |
False |
275 |
| 20 |
1.3460 |
1.3160 |
0.0300 |
2.3% |
0.0033 |
0.2% |
41% |
False |
False |
211 |
| 40 |
1.3460 |
1.2835 |
0.0625 |
4.7% |
0.0018 |
0.1% |
72% |
False |
False |
109 |
| 60 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0014 |
0.1% |
78% |
False |
False |
74 |
| 80 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0011 |
0.1% |
78% |
False |
False |
57 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0009 |
0.1% |
78% |
False |
False |
46 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0009 |
0.1% |
78% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3469 |
|
2.618 |
1.3400 |
|
1.618 |
1.3358 |
|
1.000 |
1.3332 |
|
0.618 |
1.3316 |
|
HIGH |
1.3290 |
|
0.618 |
1.3274 |
|
0.500 |
1.3269 |
|
0.382 |
1.3264 |
|
LOW |
1.3248 |
|
0.618 |
1.3222 |
|
1.000 |
1.3206 |
|
1.618 |
1.3180 |
|
2.618 |
1.3138 |
|
4.250 |
1.3070 |
|
|
| Fisher Pivots for day following 29-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3278 |
1.3273 |
| PP |
1.3273 |
1.3264 |
| S1 |
1.3269 |
1.3255 |
|