CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 06-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2006 |
06-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3409 |
1.3325 |
-0.0084 |
-0.6% |
1.3186 |
| High |
1.3415 |
1.3382 |
-0.0033 |
-0.2% |
1.3411 |
| Low |
1.3353 |
1.3325 |
-0.0028 |
-0.2% |
1.3175 |
| Close |
1.3392 |
1.3349 |
-0.0043 |
-0.3% |
1.3398 |
| Range |
0.0062 |
0.0057 |
-0.0005 |
-8.1% |
0.0236 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.4% |
0.0000 |
| Volume |
11,517 |
8,574 |
-2,943 |
-25.6% |
22,432 |
|
| Daily Pivots for day following 06-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3523 |
1.3493 |
1.3380 |
|
| R3 |
1.3466 |
1.3436 |
1.3365 |
|
| R2 |
1.3409 |
1.3409 |
1.3359 |
|
| R1 |
1.3379 |
1.3379 |
1.3354 |
1.3394 |
| PP |
1.3352 |
1.3352 |
1.3352 |
1.3360 |
| S1 |
1.3322 |
1.3322 |
1.3344 |
1.3337 |
| S2 |
1.3295 |
1.3295 |
1.3339 |
|
| S3 |
1.3238 |
1.3265 |
1.3333 |
|
| S4 |
1.3181 |
1.3208 |
1.3318 |
|
|
| 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 |
1.3259 |
0.0156 |
1.2% |
0.0067 |
0.5% |
58% |
False |
False |
7,508 |
| 10 |
1.3415 |
1.2985 |
0.0430 |
3.2% |
0.0052 |
0.4% |
85% |
False |
False |
5,247 |
| 20 |
1.3415 |
1.2834 |
0.0581 |
4.4% |
0.0046 |
0.3% |
89% |
False |
False |
2,933 |
| 40 |
1.3415 |
1.2585 |
0.0830 |
6.2% |
0.0035 |
0.3% |
92% |
False |
False |
1,732 |
| 60 |
1.3415 |
1.2585 |
0.0830 |
6.2% |
0.0029 |
0.2% |
92% |
False |
False |
1,229 |
| 80 |
1.3415 |
1.2585 |
0.0830 |
6.2% |
0.0022 |
0.2% |
92% |
False |
False |
925 |
| 100 |
1.3415 |
1.2585 |
0.0830 |
6.2% |
0.0020 |
0.1% |
92% |
False |
False |
741 |
| 120 |
1.3415 |
1.2585 |
0.0830 |
6.2% |
0.0017 |
0.1% |
92% |
False |
False |
618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3624 |
|
2.618 |
1.3531 |
|
1.618 |
1.3474 |
|
1.000 |
1.3439 |
|
0.618 |
1.3417 |
|
HIGH |
1.3382 |
|
0.618 |
1.3360 |
|
0.500 |
1.3354 |
|
0.382 |
1.3347 |
|
LOW |
1.3325 |
|
0.618 |
1.3290 |
|
1.000 |
1.3268 |
|
1.618 |
1.3233 |
|
2.618 |
1.3176 |
|
4.250 |
1.3083 |
|
|
| Fisher Pivots for day following 06-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3354 |
1.3370 |
| PP |
1.3352 |
1.3363 |
| S1 |
1.3351 |
1.3356 |
|