CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 12-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2006 |
12-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3235 |
1.3303 |
0.0068 |
0.5% |
1.3361 |
| High |
1.3323 |
1.3352 |
0.0029 |
0.2% |
1.3421 |
| Low |
1.3235 |
1.3275 |
0.0040 |
0.3% |
1.3255 |
| Close |
1.3310 |
1.3333 |
0.0023 |
0.2% |
1.3259 |
| Range |
0.0088 |
0.0077 |
-0.0011 |
-12.5% |
0.0166 |
| ATR |
0.0070 |
0.0071 |
0.0000 |
0.7% |
0.0000 |
| Volume |
41,022 |
80,417 |
39,395 |
96.0% |
61,970 |
|
| Daily Pivots for day following 12-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3551 |
1.3519 |
1.3375 |
|
| R3 |
1.3474 |
1.3442 |
1.3354 |
|
| R2 |
1.3397 |
1.3397 |
1.3347 |
|
| R1 |
1.3365 |
1.3365 |
1.3340 |
1.3381 |
| PP |
1.3320 |
1.3320 |
1.3320 |
1.3328 |
| S1 |
1.3288 |
1.3288 |
1.3326 |
1.3304 |
| S2 |
1.3243 |
1.3243 |
1.3319 |
|
| S3 |
1.3166 |
1.3211 |
1.3312 |
|
| S4 |
1.3089 |
1.3134 |
1.3291 |
|
|
| 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 |
1.3235 |
0.0186 |
1.4% |
0.0084 |
0.6% |
53% |
False |
False |
32,986 |
| 10 |
1.3421 |
1.3204 |
0.0217 |
1.6% |
0.0073 |
0.5% |
59% |
False |
False |
19,883 |
| 20 |
1.3421 |
1.2855 |
0.0566 |
4.2% |
0.0056 |
0.4% |
84% |
False |
False |
10,640 |
| 40 |
1.3421 |
1.2605 |
0.0816 |
6.1% |
0.0042 |
0.3% |
89% |
False |
False |
5,578 |
| 60 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0035 |
0.3% |
89% |
False |
False |
3,826 |
| 80 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0027 |
0.2% |
89% |
False |
False |
2,879 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0022 |
0.2% |
89% |
False |
False |
2,304 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0020 |
0.1% |
89% |
False |
False |
1,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3679 |
|
2.618 |
1.3554 |
|
1.618 |
1.3477 |
|
1.000 |
1.3429 |
|
0.618 |
1.3400 |
|
HIGH |
1.3352 |
|
0.618 |
1.3323 |
|
0.500 |
1.3314 |
|
0.382 |
1.3304 |
|
LOW |
1.3275 |
|
0.618 |
1.3227 |
|
1.000 |
1.3198 |
|
1.618 |
1.3150 |
|
2.618 |
1.3073 |
|
4.250 |
1.2948 |
|
|
| Fisher Pivots for day following 12-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3327 |
1.3331 |
| PP |
1.3320 |
1.3330 |
| S1 |
1.3314 |
1.3328 |
|