CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 29-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2006 |
29-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3212 |
1.3211 |
-0.0001 |
0.0% |
1.2905 |
| High |
1.3262 |
1.3235 |
-0.0027 |
-0.2% |
1.3170 |
| Low |
1.3209 |
1.3204 |
-0.0005 |
0.0% |
1.2882 |
| Close |
1.3259 |
1.3225 |
-0.0034 |
-0.3% |
1.3159 |
| Range |
0.0053 |
0.0031 |
-0.0022 |
-41.5% |
0.0288 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
2,775 |
4,933 |
2,158 |
77.8% |
4,608 |
|
| Daily Pivots for day following 29-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3314 |
1.3301 |
1.3242 |
|
| R3 |
1.3283 |
1.3270 |
1.3234 |
|
| R2 |
1.3252 |
1.3252 |
1.3231 |
|
| R1 |
1.3239 |
1.3239 |
1.3228 |
1.3246 |
| PP |
1.3221 |
1.3221 |
1.3221 |
1.3225 |
| S1 |
1.3208 |
1.3208 |
1.3222 |
1.3215 |
| S2 |
1.3190 |
1.3190 |
1.3219 |
|
| S3 |
1.3159 |
1.3177 |
1.3216 |
|
| S4 |
1.3128 |
1.3146 |
1.3208 |
|
|
| 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 |
1.2985 |
0.0277 |
2.1% |
0.0036 |
0.3% |
87% |
False |
False |
2,985 |
| 10 |
1.3262 |
1.2855 |
0.0407 |
3.1% |
0.0036 |
0.3% |
91% |
False |
False |
1,848 |
| 20 |
1.3262 |
1.2759 |
0.0503 |
3.8% |
0.0036 |
0.3% |
93% |
False |
False |
1,250 |
| 40 |
1.3262 |
1.2585 |
0.0677 |
5.1% |
0.0029 |
0.2% |
95% |
False |
False |
835 |
| 60 |
1.3262 |
1.2585 |
0.0677 |
5.1% |
0.0024 |
0.2% |
95% |
False |
False |
606 |
| 80 |
1.3262 |
1.2585 |
0.0677 |
5.1% |
0.0018 |
0.1% |
95% |
False |
False |
455 |
| 100 |
1.3262 |
1.2585 |
0.0677 |
5.1% |
0.0017 |
0.1% |
95% |
False |
False |
366 |
| 120 |
1.3262 |
1.2585 |
0.0677 |
5.1% |
0.0014 |
0.1% |
95% |
False |
False |
306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3367 |
|
2.618 |
1.3316 |
|
1.618 |
1.3285 |
|
1.000 |
1.3266 |
|
0.618 |
1.3254 |
|
HIGH |
1.3235 |
|
0.618 |
1.3223 |
|
0.500 |
1.3220 |
|
0.382 |
1.3216 |
|
LOW |
1.3204 |
|
0.618 |
1.3185 |
|
1.000 |
1.3173 |
|
1.618 |
1.3154 |
|
2.618 |
1.3123 |
|
4.250 |
1.3072 |
|
|
| Fisher Pivots for day following 29-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3223 |
1.3223 |
| PP |
1.3221 |
1.3221 |
| S1 |
1.3220 |
1.3219 |
|