CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 18-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2006 |
18-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3157 |
1.3148 |
-0.0009 |
-0.1% |
1.3235 |
| High |
1.3241 |
1.3172 |
-0.0069 |
-0.5% |
1.3352 |
| Low |
1.3114 |
1.3105 |
-0.0009 |
-0.1% |
1.3114 |
| Close |
1.3136 |
1.3152 |
0.0016 |
0.1% |
1.3136 |
| Range |
0.0127 |
0.0067 |
-0.0060 |
-47.2% |
0.0238 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
229,008 |
287,723 |
58,715 |
25.6% |
601,341 |
|
| Daily Pivots for day following 18-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3344 |
1.3315 |
1.3189 |
|
| R3 |
1.3277 |
1.3248 |
1.3170 |
|
| R2 |
1.3210 |
1.3210 |
1.3164 |
|
| R1 |
1.3181 |
1.3181 |
1.3158 |
1.3196 |
| PP |
1.3143 |
1.3143 |
1.3143 |
1.3150 |
| S1 |
1.3114 |
1.3114 |
1.3146 |
1.3129 |
| S2 |
1.3076 |
1.3076 |
1.3140 |
|
| S3 |
1.3009 |
1.3047 |
1.3134 |
|
| S4 |
1.2942 |
1.2980 |
1.3115 |
|
|
| 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 |
1.3105 |
0.0247 |
1.9% |
0.0081 |
0.6% |
19% |
False |
True |
169,608 |
| 10 |
1.3421 |
1.3105 |
0.0316 |
2.4% |
0.0081 |
0.6% |
15% |
False |
True |
94,407 |
| 20 |
1.3421 |
1.2882 |
0.0539 |
4.1% |
0.0063 |
0.5% |
50% |
False |
False |
48,903 |
| 40 |
1.3421 |
1.2633 |
0.0788 |
6.0% |
0.0048 |
0.4% |
66% |
False |
False |
24,737 |
| 60 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0038 |
0.3% |
68% |
False |
False |
16,611 |
| 80 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0031 |
0.2% |
68% |
False |
False |
12,474 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0025 |
0.2% |
68% |
False |
False |
9,980 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0022 |
0.2% |
68% |
False |
False |
8,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3457 |
|
2.618 |
1.3347 |
|
1.618 |
1.3280 |
|
1.000 |
1.3239 |
|
0.618 |
1.3213 |
|
HIGH |
1.3172 |
|
0.618 |
1.3146 |
|
0.500 |
1.3139 |
|
0.382 |
1.3131 |
|
LOW |
1.3105 |
|
0.618 |
1.3064 |
|
1.000 |
1.3038 |
|
1.618 |
1.2997 |
|
2.618 |
1.2930 |
|
4.250 |
1.2820 |
|
|
| Fisher Pivots for day following 18-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3148 |
1.3181 |
| PP |
1.3143 |
1.3171 |
| S1 |
1.3139 |
1.3162 |
|