CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 15-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2006 |
15-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3246 |
1.3157 |
-0.0089 |
-0.7% |
1.3235 |
| High |
1.3256 |
1.3241 |
-0.0015 |
-0.1% |
1.3352 |
| Low |
1.3198 |
1.3114 |
-0.0084 |
-0.6% |
1.3114 |
| Close |
1.3209 |
1.3136 |
-0.0073 |
-0.6% |
1.3136 |
| Range |
0.0058 |
0.0127 |
0.0069 |
119.0% |
0.0238 |
| ATR |
0.0071 |
0.0075 |
0.0004 |
5.6% |
0.0000 |
| Volume |
165,668 |
229,008 |
63,340 |
38.2% |
601,341 |
|
| Daily Pivots for day following 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3545 |
1.3467 |
1.3206 |
|
| R3 |
1.3418 |
1.3340 |
1.3171 |
|
| R2 |
1.3291 |
1.3291 |
1.3159 |
|
| R1 |
1.3213 |
1.3213 |
1.3148 |
1.3189 |
| PP |
1.3164 |
1.3164 |
1.3164 |
1.3151 |
| S1 |
1.3086 |
1.3086 |
1.3124 |
1.3062 |
| S2 |
1.3037 |
1.3037 |
1.3113 |
|
| S3 |
1.2910 |
1.2959 |
1.3101 |
|
| S4 |
1.2783 |
1.2832 |
1.3066 |
|
|
| Weekly Pivots for week ending 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3915 |
1.3763 |
1.3267 |
|
| R3 |
1.3677 |
1.3525 |
1.3201 |
|
| R2 |
1.3439 |
1.3439 |
1.3180 |
|
| R1 |
1.3287 |
1.3287 |
1.3158 |
1.3244 |
| PP |
1.3201 |
1.3201 |
1.3201 |
1.3179 |
| S1 |
1.3049 |
1.3049 |
1.3114 |
1.3006 |
| S2 |
1.2963 |
1.2963 |
1.3092 |
|
| S3 |
1.2725 |
1.2811 |
1.3071 |
|
| S4 |
1.2487 |
1.2573 |
1.3005 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3352 |
1.3114 |
0.0238 |
1.8% |
0.0085 |
0.6% |
9% |
False |
True |
120,268 |
| 10 |
1.3421 |
1.3114 |
0.0307 |
2.3% |
0.0078 |
0.6% |
7% |
False |
True |
66,331 |
| 20 |
1.3421 |
1.2855 |
0.0566 |
4.3% |
0.0062 |
0.5% |
50% |
False |
False |
34,538 |
| 40 |
1.3421 |
1.2633 |
0.0788 |
6.0% |
0.0047 |
0.4% |
64% |
False |
False |
17,552 |
| 60 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0037 |
0.3% |
66% |
False |
False |
11,819 |
| 80 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0030 |
0.2% |
66% |
False |
False |
8,878 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0025 |
0.2% |
66% |
False |
False |
7,103 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0022 |
0.2% |
66% |
False |
False |
5,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3781 |
|
2.618 |
1.3573 |
|
1.618 |
1.3446 |
|
1.000 |
1.3368 |
|
0.618 |
1.3319 |
|
HIGH |
1.3241 |
|
0.618 |
1.3192 |
|
0.500 |
1.3178 |
|
0.382 |
1.3163 |
|
LOW |
1.3114 |
|
0.618 |
1.3036 |
|
1.000 |
1.2987 |
|
1.618 |
1.2909 |
|
2.618 |
1.2782 |
|
4.250 |
1.2574 |
|
|
| Fisher Pivots for day following 15-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3178 |
1.3220 |
| PP |
1.3164 |
1.3192 |
| S1 |
1.3150 |
1.3164 |
|