CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 24-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2006 |
24-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2989 |
1.3150 |
0.0161 |
1.2% |
1.2905 |
| High |
1.3022 |
1.3170 |
0.0148 |
1.1% |
1.3170 |
| Low |
1.2985 |
1.3147 |
0.0162 |
1.2% |
1.2882 |
| Close |
1.2996 |
1.3159 |
0.0163 |
1.3% |
1.3159 |
| Range |
0.0037 |
0.0023 |
-0.0014 |
-37.8% |
0.0288 |
| ATR |
0.0051 |
0.0060 |
0.0009 |
17.4% |
0.0000 |
| Volume |
1,141 |
1,849 |
708 |
62.1% |
4,608 |
|
| Daily Pivots for day following 24-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3228 |
1.3216 |
1.3172 |
|
| R3 |
1.3205 |
1.3193 |
1.3165 |
|
| R2 |
1.3182 |
1.3182 |
1.3163 |
|
| R1 |
1.3170 |
1.3170 |
1.3161 |
1.3176 |
| PP |
1.3159 |
1.3159 |
1.3159 |
1.3162 |
| S1 |
1.3147 |
1.3147 |
1.3157 |
1.3153 |
| S2 |
1.3136 |
1.3136 |
1.3155 |
|
| S3 |
1.3113 |
1.3124 |
1.3153 |
|
| S4 |
1.3090 |
1.3101 |
1.3146 |
|
|
| Weekly Pivots for week ending 24-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3934 |
1.3835 |
1.3317 |
|
| R3 |
1.3646 |
1.3547 |
1.3238 |
|
| R2 |
1.3358 |
1.3358 |
1.3212 |
|
| R1 |
1.3259 |
1.3259 |
1.3185 |
1.3309 |
| PP |
1.3070 |
1.3070 |
1.3070 |
1.3095 |
| S1 |
1.2971 |
1.2971 |
1.3133 |
1.3021 |
| S2 |
1.2782 |
1.2782 |
1.3106 |
|
| S3 |
1.2494 |
1.2683 |
1.3080 |
|
| S4 |
1.2206 |
1.2395 |
1.3001 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3170 |
1.2855 |
0.0315 |
2.4% |
0.0033 |
0.2% |
97% |
True |
False |
1,006 |
| 10 |
1.3170 |
1.2855 |
0.0315 |
2.4% |
0.0036 |
0.3% |
97% |
True |
False |
847 |
| 20 |
1.3170 |
1.2759 |
0.0411 |
3.1% |
0.0035 |
0.3% |
97% |
True |
False |
733 |
| 40 |
1.3170 |
1.2585 |
0.0585 |
4.4% |
0.0027 |
0.2% |
98% |
True |
False |
560 |
| 60 |
1.3170 |
1.2585 |
0.0585 |
4.4% |
0.0022 |
0.2% |
98% |
True |
False |
408 |
| 80 |
1.3170 |
1.2585 |
0.0585 |
4.4% |
0.0017 |
0.1% |
98% |
True |
False |
306 |
| 100 |
1.3170 |
1.2585 |
0.0585 |
4.4% |
0.0015 |
0.1% |
98% |
True |
False |
247 |
| 120 |
1.3170 |
1.2585 |
0.0585 |
4.4% |
0.0013 |
0.1% |
98% |
True |
False |
206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3268 |
|
2.618 |
1.3230 |
|
1.618 |
1.3207 |
|
1.000 |
1.3193 |
|
0.618 |
1.3184 |
|
HIGH |
1.3170 |
|
0.618 |
1.3161 |
|
0.500 |
1.3159 |
|
0.382 |
1.3156 |
|
LOW |
1.3147 |
|
0.618 |
1.3133 |
|
1.000 |
1.3124 |
|
1.618 |
1.3110 |
|
2.618 |
1.3087 |
|
4.250 |
1.3049 |
|
|
| Fisher Pivots for day following 24-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3159 |
1.3116 |
| PP |
1.3159 |
1.3074 |
| S1 |
1.3159 |
1.3031 |
|