CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 15-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2006 |
15-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2935 |
1.2858 |
-0.0077 |
-0.6% |
1.2790 |
| High |
1.2940 |
1.2898 |
-0.0042 |
-0.3% |
1.2949 |
| Low |
1.2880 |
1.2858 |
-0.0022 |
-0.2% |
1.2759 |
| Close |
1.2898 |
1.2898 |
0.0000 |
0.0% |
1.2922 |
| Range |
0.0060 |
0.0040 |
-0.0020 |
-33.3% |
0.0190 |
| ATR |
0.0050 |
0.0050 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
436 |
753 |
317 |
72.7% |
2,580 |
|
| Daily Pivots for day following 15-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3005 |
1.2991 |
1.2920 |
|
| R3 |
1.2965 |
1.2951 |
1.2909 |
|
| R2 |
1.2925 |
1.2925 |
1.2905 |
|
| R1 |
1.2911 |
1.2911 |
1.2902 |
1.2918 |
| PP |
1.2885 |
1.2885 |
1.2885 |
1.2888 |
| S1 |
1.2871 |
1.2871 |
1.2894 |
1.2878 |
| S2 |
1.2845 |
1.2845 |
1.2891 |
|
| S3 |
1.2805 |
1.2831 |
1.2887 |
|
| S4 |
1.2765 |
1.2791 |
1.2876 |
|
|
| 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 |
1.2837 |
0.0112 |
0.9% |
0.0048 |
0.4% |
54% |
False |
False |
586 |
| 10 |
1.2949 |
1.2759 |
0.0190 |
1.5% |
0.0038 |
0.3% |
73% |
False |
False |
668 |
| 20 |
1.2949 |
1.2633 |
0.0316 |
2.4% |
0.0032 |
0.2% |
84% |
False |
False |
541 |
| 40 |
1.2949 |
1.2585 |
0.0364 |
2.8% |
0.0026 |
0.2% |
86% |
False |
False |
443 |
| 60 |
1.2973 |
1.2585 |
0.0388 |
3.0% |
0.0019 |
0.1% |
81% |
False |
False |
312 |
| 80 |
1.3042 |
1.2585 |
0.0457 |
3.5% |
0.0015 |
0.1% |
68% |
False |
False |
235 |
| 100 |
1.3042 |
1.2585 |
0.0457 |
3.5% |
0.0013 |
0.1% |
68% |
False |
False |
189 |
| 120 |
1.3135 |
1.2585 |
0.0550 |
4.3% |
0.0011 |
0.1% |
57% |
False |
False |
158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3068 |
|
2.618 |
1.3003 |
|
1.618 |
1.2963 |
|
1.000 |
1.2938 |
|
0.618 |
1.2923 |
|
HIGH |
1.2898 |
|
0.618 |
1.2883 |
|
0.500 |
1.2878 |
|
0.382 |
1.2873 |
|
LOW |
1.2858 |
|
0.618 |
1.2833 |
|
1.000 |
1.2818 |
|
1.618 |
1.2793 |
|
2.618 |
1.2753 |
|
4.250 |
1.2688 |
|
|
| Fisher Pivots for day following 15-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2891 |
1.2899 |
| PP |
1.2885 |
1.2899 |
| S1 |
1.2878 |
1.2898 |
|