CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 01-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2006 |
01-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3261 |
1.3315 |
0.0054 |
0.4% |
1.3186 |
| High |
1.3339 |
1.3411 |
0.0072 |
0.5% |
1.3411 |
| Low |
1.3259 |
1.3315 |
0.0056 |
0.4% |
1.3175 |
| Close |
1.3315 |
1.3398 |
0.0083 |
0.6% |
1.3398 |
| Range |
0.0080 |
0.0096 |
0.0016 |
20.0% |
0.0236 |
| ATR |
0.0063 |
0.0065 |
0.0002 |
3.7% |
0.0000 |
| Volume |
4,511 |
5,983 |
1,472 |
32.6% |
22,432 |
|
| Daily Pivots for day following 01-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3663 |
1.3626 |
1.3451 |
|
| R3 |
1.3567 |
1.3530 |
1.3424 |
|
| R2 |
1.3471 |
1.3471 |
1.3416 |
|
| R1 |
1.3434 |
1.3434 |
1.3407 |
1.3453 |
| PP |
1.3375 |
1.3375 |
1.3375 |
1.3384 |
| S1 |
1.3338 |
1.3338 |
1.3389 |
1.3357 |
| S2 |
1.3279 |
1.3279 |
1.3380 |
|
| S3 |
1.3183 |
1.3242 |
1.3372 |
|
| S4 |
1.3087 |
1.3146 |
1.3345 |
|
|
| Weekly Pivots for week ending 01-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4036 |
1.3953 |
1.3528 |
|
| R3 |
1.3800 |
1.3717 |
1.3463 |
|
| R2 |
1.3564 |
1.3564 |
1.3441 |
|
| R1 |
1.3481 |
1.3481 |
1.3420 |
1.3523 |
| PP |
1.3328 |
1.3328 |
1.3328 |
1.3349 |
| S1 |
1.3245 |
1.3245 |
1.3376 |
1.3287 |
| S2 |
1.3092 |
1.3092 |
1.3355 |
|
| S3 |
1.2856 |
1.3009 |
1.3333 |
|
| S4 |
1.2620 |
1.2773 |
1.3268 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3411 |
1.3175 |
0.0236 |
1.8% |
0.0059 |
0.4% |
94% |
True |
False |
4,486 |
| 10 |
1.3411 |
1.2855 |
0.0556 |
4.1% |
0.0046 |
0.3% |
98% |
True |
False |
2,746 |
| 20 |
1.3411 |
1.2759 |
0.0652 |
4.9% |
0.0043 |
0.3% |
98% |
True |
False |
1,717 |
| 40 |
1.3411 |
1.2585 |
0.0826 |
6.2% |
0.0032 |
0.2% |
98% |
True |
False |
1,089 |
| 60 |
1.3411 |
1.2585 |
0.0826 |
6.2% |
0.0026 |
0.2% |
98% |
True |
False |
780 |
| 80 |
1.3411 |
1.2585 |
0.0826 |
6.2% |
0.0020 |
0.2% |
98% |
True |
False |
587 |
| 100 |
1.3411 |
1.2585 |
0.0826 |
6.2% |
0.0018 |
0.1% |
98% |
True |
False |
471 |
| 120 |
1.3411 |
1.2585 |
0.0826 |
6.2% |
0.0015 |
0.1% |
98% |
True |
False |
393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3819 |
|
2.618 |
1.3662 |
|
1.618 |
1.3566 |
|
1.000 |
1.3507 |
|
0.618 |
1.3470 |
|
HIGH |
1.3411 |
|
0.618 |
1.3374 |
|
0.500 |
1.3363 |
|
0.382 |
1.3352 |
|
LOW |
1.3315 |
|
0.618 |
1.3256 |
|
1.000 |
1.3219 |
|
1.618 |
1.3160 |
|
2.618 |
1.3064 |
|
4.250 |
1.2907 |
|
|
| Fisher Pivots for day following 01-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3386 |
1.3368 |
| PP |
1.3375 |
1.3338 |
| S1 |
1.3363 |
1.3308 |
|