CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 08-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2006 |
08-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3356 |
1.3336 |
-0.0020 |
-0.1% |
1.3361 |
| High |
1.3375 |
1.3421 |
0.0046 |
0.3% |
1.3421 |
| Low |
1.3342 |
1.3255 |
-0.0087 |
-0.7% |
1.3255 |
| Close |
1.3342 |
1.3259 |
-0.0083 |
-0.6% |
1.3259 |
| Range |
0.0033 |
0.0166 |
0.0133 |
403.0% |
0.0166 |
| ATR |
0.0062 |
0.0069 |
0.0007 |
12.1% |
0.0000 |
| Volume |
14,946 |
19,975 |
5,029 |
33.6% |
61,970 |
|
| Daily Pivots for day following 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3810 |
1.3700 |
1.3350 |
|
| R3 |
1.3644 |
1.3534 |
1.3305 |
|
| R2 |
1.3478 |
1.3478 |
1.3289 |
|
| R1 |
1.3368 |
1.3368 |
1.3274 |
1.3340 |
| PP |
1.3312 |
1.3312 |
1.3312 |
1.3298 |
| S1 |
1.3202 |
1.3202 |
1.3244 |
1.3174 |
| S2 |
1.3146 |
1.3146 |
1.3229 |
|
| S3 |
1.2980 |
1.3036 |
1.3213 |
|
| S4 |
1.2814 |
1.2870 |
1.3168 |
|
|
| Weekly Pivots for week ending 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3810 |
1.3700 |
1.3350 |
|
| R3 |
1.3644 |
1.3534 |
1.3305 |
|
| R2 |
1.3478 |
1.3478 |
1.3289 |
|
| R1 |
1.3368 |
1.3368 |
1.3274 |
1.3340 |
| PP |
1.3312 |
1.3312 |
1.3312 |
1.3298 |
| S1 |
1.3202 |
1.3202 |
1.3244 |
1.3174 |
| S2 |
1.3146 |
1.3146 |
1.3229 |
|
| S3 |
1.2980 |
1.3036 |
1.3213 |
|
| S4 |
1.2814 |
1.2870 |
1.3168 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3421 |
1.3255 |
0.0166 |
1.3% |
0.0072 |
0.5% |
2% |
True |
True |
12,394 |
| 10 |
1.3421 |
1.3175 |
0.0246 |
1.9% |
0.0066 |
0.5% |
34% |
True |
False |
8,440 |
| 20 |
1.3421 |
1.2855 |
0.0566 |
4.3% |
0.0051 |
0.4% |
71% |
True |
False |
4,643 |
| 40 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0039 |
0.3% |
81% |
True |
False |
2,581 |
| 60 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0032 |
0.2% |
81% |
True |
False |
1,807 |
| 80 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0025 |
0.2% |
81% |
True |
False |
1,361 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0021 |
0.2% |
81% |
True |
False |
1,090 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0018 |
0.1% |
81% |
True |
False |
909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4127 |
|
2.618 |
1.3856 |
|
1.618 |
1.3690 |
|
1.000 |
1.3587 |
|
0.618 |
1.3524 |
|
HIGH |
1.3421 |
|
0.618 |
1.3358 |
|
0.500 |
1.3338 |
|
0.382 |
1.3318 |
|
LOW |
1.3255 |
|
0.618 |
1.3152 |
|
1.000 |
1.3089 |
|
1.618 |
1.2986 |
|
2.618 |
1.2820 |
|
4.250 |
1.2550 |
|
|
| Fisher Pivots for day following 08-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3338 |
1.3338 |
| PP |
1.3312 |
1.3312 |
| S1 |
1.3285 |
1.3285 |
|