CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 30-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2006 |
30-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3211 |
1.3261 |
0.0050 |
0.4% |
1.2905 |
| High |
1.3235 |
1.3339 |
0.0104 |
0.8% |
1.3170 |
| Low |
1.3204 |
1.3259 |
0.0055 |
0.4% |
1.2882 |
| Close |
1.3225 |
1.3315 |
0.0090 |
0.7% |
1.3159 |
| Range |
0.0031 |
0.0080 |
0.0049 |
158.1% |
0.0288 |
| ATR |
0.0059 |
0.0063 |
0.0004 |
6.6% |
0.0000 |
| Volume |
4,933 |
4,511 |
-422 |
-8.6% |
4,608 |
|
| Daily Pivots for day following 30-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3544 |
1.3510 |
1.3359 |
|
| R3 |
1.3464 |
1.3430 |
1.3337 |
|
| R2 |
1.3384 |
1.3384 |
1.3330 |
|
| R1 |
1.3350 |
1.3350 |
1.3322 |
1.3367 |
| PP |
1.3304 |
1.3304 |
1.3304 |
1.3313 |
| S1 |
1.3270 |
1.3270 |
1.3308 |
1.3287 |
| S2 |
1.3224 |
1.3224 |
1.3300 |
|
| S3 |
1.3144 |
1.3190 |
1.3293 |
|
| S4 |
1.3064 |
1.3110 |
1.3271 |
|
|
| 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 |
1.3339 |
1.3147 |
0.0192 |
1.4% |
0.0045 |
0.3% |
88% |
True |
False |
3,659 |
| 10 |
1.3339 |
1.2855 |
0.0484 |
3.6% |
0.0040 |
0.3% |
95% |
True |
False |
2,223 |
| 20 |
1.3339 |
1.2759 |
0.0580 |
4.4% |
0.0039 |
0.3% |
96% |
True |
False |
1,445 |
| 40 |
1.3339 |
1.2585 |
0.0754 |
5.7% |
0.0030 |
0.2% |
97% |
True |
False |
946 |
| 60 |
1.3339 |
1.2585 |
0.0754 |
5.7% |
0.0025 |
0.2% |
97% |
True |
False |
681 |
| 80 |
1.3339 |
1.2585 |
0.0754 |
5.7% |
0.0019 |
0.1% |
97% |
True |
False |
512 |
| 100 |
1.3339 |
1.2585 |
0.0754 |
5.7% |
0.0017 |
0.1% |
97% |
True |
False |
411 |
| 120 |
1.3339 |
1.2585 |
0.0754 |
5.7% |
0.0015 |
0.1% |
97% |
True |
False |
343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3679 |
|
2.618 |
1.3548 |
|
1.618 |
1.3468 |
|
1.000 |
1.3419 |
|
0.618 |
1.3388 |
|
HIGH |
1.3339 |
|
0.618 |
1.3308 |
|
0.500 |
1.3299 |
|
0.382 |
1.3290 |
|
LOW |
1.3259 |
|
0.618 |
1.3210 |
|
1.000 |
1.3179 |
|
1.618 |
1.3130 |
|
2.618 |
1.3050 |
|
4.250 |
1.2919 |
|
|
| Fisher Pivots for day following 30-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3310 |
1.3301 |
| PP |
1.3304 |
1.3286 |
| S1 |
1.3299 |
1.3272 |
|