CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 07-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2006 |
07-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3325 |
1.3356 |
0.0031 |
0.2% |
1.3186 |
| High |
1.3382 |
1.3375 |
-0.0007 |
-0.1% |
1.3411 |
| Low |
1.3325 |
1.3342 |
0.0017 |
0.1% |
1.3175 |
| Close |
1.3349 |
1.3342 |
-0.0007 |
-0.1% |
1.3398 |
| Range |
0.0057 |
0.0033 |
-0.0024 |
-42.1% |
0.0236 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
8,574 |
14,946 |
6,372 |
74.3% |
22,432 |
|
| Daily Pivots for day following 07-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3452 |
1.3430 |
1.3360 |
|
| R3 |
1.3419 |
1.3397 |
1.3351 |
|
| R2 |
1.3386 |
1.3386 |
1.3348 |
|
| R1 |
1.3364 |
1.3364 |
1.3345 |
1.3359 |
| PP |
1.3353 |
1.3353 |
1.3353 |
1.3350 |
| S1 |
1.3331 |
1.3331 |
1.3339 |
1.3326 |
| S2 |
1.3320 |
1.3320 |
1.3336 |
|
| S3 |
1.3287 |
1.3298 |
1.3333 |
|
| S4 |
1.3254 |
1.3265 |
1.3324 |
|
|
| 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 |
1.3315 |
0.0100 |
0.7% |
0.0058 |
0.4% |
27% |
False |
False |
9,595 |
| 10 |
1.3415 |
1.3147 |
0.0268 |
2.0% |
0.0051 |
0.4% |
73% |
False |
False |
6,627 |
| 20 |
1.3415 |
1.2837 |
0.0578 |
4.3% |
0.0047 |
0.3% |
87% |
False |
False |
3,657 |
| 40 |
1.3415 |
1.2585 |
0.0830 |
6.2% |
0.0035 |
0.3% |
91% |
False |
False |
2,092 |
| 60 |
1.3415 |
1.2585 |
0.0830 |
6.2% |
0.0030 |
0.2% |
91% |
False |
False |
1,476 |
| 80 |
1.3415 |
1.2585 |
0.0830 |
6.2% |
0.0023 |
0.2% |
91% |
False |
False |
1,111 |
| 100 |
1.3415 |
1.2585 |
0.0830 |
6.2% |
0.0020 |
0.2% |
91% |
False |
False |
891 |
| 120 |
1.3415 |
1.2585 |
0.0830 |
6.2% |
0.0017 |
0.1% |
91% |
False |
False |
743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3515 |
|
2.618 |
1.3461 |
|
1.618 |
1.3428 |
|
1.000 |
1.3408 |
|
0.618 |
1.3395 |
|
HIGH |
1.3375 |
|
0.618 |
1.3362 |
|
0.500 |
1.3359 |
|
0.382 |
1.3355 |
|
LOW |
1.3342 |
|
0.618 |
1.3322 |
|
1.000 |
1.3309 |
|
1.618 |
1.3289 |
|
2.618 |
1.3256 |
|
4.250 |
1.3202 |
|
|
| Fisher Pivots for day following 07-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3359 |
1.3370 |
| PP |
1.3353 |
1.3361 |
| S1 |
1.3348 |
1.3351 |
|