CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 05-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2006 |
05-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3361 |
1.3409 |
0.0048 |
0.4% |
1.3186 |
| High |
1.3399 |
1.3415 |
0.0016 |
0.1% |
1.3411 |
| Low |
1.3357 |
1.3353 |
-0.0004 |
0.0% |
1.3175 |
| Close |
1.3392 |
1.3392 |
0.0000 |
0.0% |
1.3398 |
| Range |
0.0042 |
0.0062 |
0.0020 |
47.6% |
0.0236 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
6,958 |
11,517 |
4,559 |
65.5% |
22,432 |
|
| Daily Pivots for day following 05-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3573 |
1.3544 |
1.3426 |
|
| R3 |
1.3511 |
1.3482 |
1.3409 |
|
| R2 |
1.3449 |
1.3449 |
1.3403 |
|
| R1 |
1.3420 |
1.3420 |
1.3398 |
1.3404 |
| PP |
1.3387 |
1.3387 |
1.3387 |
1.3378 |
| S1 |
1.3358 |
1.3358 |
1.3386 |
1.3342 |
| S2 |
1.3325 |
1.3325 |
1.3381 |
|
| S3 |
1.3263 |
1.3296 |
1.3375 |
|
| S4 |
1.3201 |
1.3234 |
1.3358 |
|
|
| 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 |
1.3415 |
1.3204 |
0.0211 |
1.6% |
0.0062 |
0.5% |
89% |
True |
False |
6,780 |
| 10 |
1.3415 |
1.2892 |
0.0523 |
3.9% |
0.0049 |
0.4% |
96% |
True |
False |
4,447 |
| 20 |
1.3415 |
1.2834 |
0.0581 |
4.3% |
0.0045 |
0.3% |
96% |
True |
False |
2,524 |
| 40 |
1.3415 |
1.2585 |
0.0830 |
6.2% |
0.0034 |
0.3% |
97% |
True |
False |
1,522 |
| 60 |
1.3415 |
1.2585 |
0.0830 |
6.2% |
0.0028 |
0.2% |
97% |
True |
False |
1,087 |
| 80 |
1.3415 |
1.2585 |
0.0830 |
6.2% |
0.0022 |
0.2% |
97% |
True |
False |
817 |
| 100 |
1.3415 |
1.2585 |
0.0830 |
6.2% |
0.0019 |
0.1% |
97% |
True |
False |
656 |
| 120 |
1.3415 |
1.2585 |
0.0830 |
6.2% |
0.0016 |
0.1% |
97% |
True |
False |
547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3679 |
|
2.618 |
1.3577 |
|
1.618 |
1.3515 |
|
1.000 |
1.3477 |
|
0.618 |
1.3453 |
|
HIGH |
1.3415 |
|
0.618 |
1.3391 |
|
0.500 |
1.3384 |
|
0.382 |
1.3377 |
|
LOW |
1.3353 |
|
0.618 |
1.3315 |
|
1.000 |
1.3291 |
|
1.618 |
1.3253 |
|
2.618 |
1.3191 |
|
4.250 |
1.3090 |
|
|
| Fisher Pivots for day following 05-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3389 |
1.3383 |
| PP |
1.3387 |
1.3374 |
| S1 |
1.3384 |
1.3365 |
|