CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 28-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2006 |
28-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3186 |
1.3212 |
0.0026 |
0.2% |
1.2905 |
| High |
1.3211 |
1.3262 |
0.0051 |
0.4% |
1.3170 |
| Low |
1.3175 |
1.3209 |
0.0034 |
0.3% |
1.2882 |
| Close |
1.3197 |
1.3259 |
0.0062 |
0.5% |
1.3159 |
| Range |
0.0036 |
0.0053 |
0.0017 |
47.2% |
0.0288 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.7% |
0.0000 |
| Volume |
4,230 |
2,775 |
-1,455 |
-34.4% |
4,608 |
|
| Daily Pivots for day following 28-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3402 |
1.3384 |
1.3288 |
|
| R3 |
1.3349 |
1.3331 |
1.3274 |
|
| R2 |
1.3296 |
1.3296 |
1.3269 |
|
| R1 |
1.3278 |
1.3278 |
1.3264 |
1.3287 |
| PP |
1.3243 |
1.3243 |
1.3243 |
1.3248 |
| S1 |
1.3225 |
1.3225 |
1.3254 |
1.3234 |
| S2 |
1.3190 |
1.3190 |
1.3249 |
|
| S3 |
1.3137 |
1.3172 |
1.3244 |
|
| S4 |
1.3084 |
1.3119 |
1.3230 |
|
|
| 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 |
1.3262 |
1.2892 |
0.0370 |
2.8% |
0.0035 |
0.3% |
99% |
True |
False |
2,114 |
| 10 |
1.3262 |
1.2855 |
0.0407 |
3.1% |
0.0039 |
0.3% |
99% |
True |
False |
1,398 |
| 20 |
1.3262 |
1.2759 |
0.0503 |
3.8% |
0.0039 |
0.3% |
99% |
True |
False |
1,019 |
| 40 |
1.3262 |
1.2585 |
0.0677 |
5.1% |
0.0028 |
0.2% |
100% |
True |
False |
718 |
| 60 |
1.3262 |
1.2585 |
0.0677 |
5.1% |
0.0023 |
0.2% |
100% |
True |
False |
524 |
| 80 |
1.3262 |
1.2585 |
0.0677 |
5.1% |
0.0018 |
0.1% |
100% |
True |
False |
394 |
| 100 |
1.3262 |
1.2585 |
0.0677 |
5.1% |
0.0016 |
0.1% |
100% |
True |
False |
317 |
| 120 |
1.3262 |
1.2585 |
0.0677 |
5.1% |
0.0014 |
0.1% |
100% |
True |
False |
265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3487 |
|
2.618 |
1.3401 |
|
1.618 |
1.3348 |
|
1.000 |
1.3315 |
|
0.618 |
1.3295 |
|
HIGH |
1.3262 |
|
0.618 |
1.3242 |
|
0.500 |
1.3236 |
|
0.382 |
1.3229 |
|
LOW |
1.3209 |
|
0.618 |
1.3176 |
|
1.000 |
1.3156 |
|
1.618 |
1.3123 |
|
2.618 |
1.3070 |
|
4.250 |
1.2984 |
|
|
| Fisher Pivots for day following 28-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3251 |
1.3241 |
| PP |
1.3243 |
1.3223 |
| S1 |
1.3236 |
1.3205 |
|