CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 13-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2006 |
13-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2939 |
1.2907 |
-0.0032 |
-0.2% |
1.2790 |
| High |
1.2949 |
1.2912 |
-0.0037 |
-0.3% |
1.2949 |
| Low |
1.2926 |
1.2877 |
-0.0049 |
-0.4% |
1.2759 |
| Close |
1.2922 |
1.2886 |
-0.0036 |
-0.3% |
1.2922 |
| Range |
0.0023 |
0.0035 |
0.0012 |
52.2% |
0.0190 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
927 |
569 |
-358 |
-38.6% |
2,580 |
|
| Daily Pivots for day following 13-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2997 |
1.2976 |
1.2905 |
|
| R3 |
1.2962 |
1.2941 |
1.2896 |
|
| R2 |
1.2927 |
1.2927 |
1.2892 |
|
| R1 |
1.2906 |
1.2906 |
1.2889 |
1.2899 |
| PP |
1.2892 |
1.2892 |
1.2892 |
1.2888 |
| S1 |
1.2871 |
1.2871 |
1.2883 |
1.2864 |
| S2 |
1.2857 |
1.2857 |
1.2880 |
|
| S3 |
1.2822 |
1.2836 |
1.2876 |
|
| S4 |
1.2787 |
1.2801 |
1.2867 |
|
|
| Weekly Pivots for week ending 10-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3447 |
1.3374 |
1.3027 |
|
| R3 |
1.3257 |
1.3184 |
1.2974 |
|
| R2 |
1.3067 |
1.3067 |
1.2957 |
|
| R1 |
1.2994 |
1.2994 |
1.2939 |
1.3031 |
| PP |
1.2877 |
1.2877 |
1.2877 |
1.2895 |
| S1 |
1.2804 |
1.2804 |
1.2905 |
1.2841 |
| S2 |
1.2687 |
1.2687 |
1.2887 |
|
| S3 |
1.2497 |
1.2614 |
1.2870 |
|
| S4 |
1.2307 |
1.2424 |
1.2818 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2949 |
1.2834 |
0.0115 |
0.9% |
0.0039 |
0.3% |
45% |
False |
False |
520 |
| 10 |
1.2949 |
1.2759 |
0.0190 |
1.5% |
0.0038 |
0.3% |
67% |
False |
False |
641 |
| 20 |
1.2949 |
1.2605 |
0.0344 |
2.7% |
0.0029 |
0.2% |
82% |
False |
False |
516 |
| 40 |
1.2949 |
1.2585 |
0.0364 |
2.8% |
0.0025 |
0.2% |
83% |
False |
False |
419 |
| 60 |
1.3042 |
1.2585 |
0.0457 |
3.5% |
0.0017 |
0.1% |
66% |
False |
False |
292 |
| 80 |
1.3042 |
1.2585 |
0.0457 |
3.5% |
0.0014 |
0.1% |
66% |
False |
False |
220 |
| 100 |
1.3042 |
1.2585 |
0.0457 |
3.5% |
0.0012 |
0.1% |
66% |
False |
False |
177 |
| 120 |
1.3135 |
1.2585 |
0.0550 |
4.3% |
0.0010 |
0.1% |
55% |
False |
False |
148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3061 |
|
2.618 |
1.3004 |
|
1.618 |
1.2969 |
|
1.000 |
1.2947 |
|
0.618 |
1.2934 |
|
HIGH |
1.2912 |
|
0.618 |
1.2899 |
|
0.500 |
1.2895 |
|
0.382 |
1.2890 |
|
LOW |
1.2877 |
|
0.618 |
1.2855 |
|
1.000 |
1.2842 |
|
1.618 |
1.2820 |
|
2.618 |
1.2785 |
|
4.250 |
1.2728 |
|
|
| Fisher Pivots for day following 13-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2895 |
1.2893 |
| PP |
1.2892 |
1.2891 |
| S1 |
1.2889 |
1.2888 |
|