CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 21-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2006 |
21-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3262 |
1.3218 |
-0.0044 |
-0.3% |
1.3235 |
| High |
1.3272 |
1.3237 |
-0.0035 |
-0.3% |
1.3352 |
| Low |
1.3212 |
1.3189 |
-0.0023 |
-0.2% |
1.3114 |
| Close |
1.3230 |
1.3228 |
-0.0002 |
0.0% |
1.3136 |
| Range |
0.0060 |
0.0048 |
-0.0012 |
-20.0% |
0.0238 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
235,342 |
172,314 |
-63,028 |
-26.8% |
601,341 |
|
| Daily Pivots for day following 21-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3362 |
1.3343 |
1.3254 |
|
| R3 |
1.3314 |
1.3295 |
1.3241 |
|
| R2 |
1.3266 |
1.3266 |
1.3237 |
|
| R1 |
1.3247 |
1.3247 |
1.3232 |
1.3257 |
| PP |
1.3218 |
1.3218 |
1.3218 |
1.3223 |
| S1 |
1.3199 |
1.3199 |
1.3224 |
1.3209 |
| S2 |
1.3170 |
1.3170 |
1.3219 |
|
| S3 |
1.3122 |
1.3151 |
1.3215 |
|
| S4 |
1.3074 |
1.3103 |
1.3202 |
|
|
| 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 |
1.3272 |
1.3105 |
0.0167 |
1.3% |
0.0077 |
0.6% |
74% |
False |
False |
214,762 |
| 10 |
1.3421 |
1.3105 |
0.0316 |
2.4% |
0.0085 |
0.6% |
39% |
False |
False |
146,612 |
| 20 |
1.3421 |
1.3105 |
0.0316 |
2.4% |
0.0068 |
0.5% |
39% |
False |
False |
76,619 |
| 40 |
1.3421 |
1.2759 |
0.0662 |
5.0% |
0.0052 |
0.4% |
71% |
False |
False |
38,640 |
| 60 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0041 |
0.3% |
77% |
False |
False |
25,884 |
| 80 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0033 |
0.2% |
77% |
False |
False |
19,437 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0027 |
0.2% |
77% |
False |
False |
15,551 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0024 |
0.2% |
77% |
False |
False |
12,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3441 |
|
2.618 |
1.3363 |
|
1.618 |
1.3315 |
|
1.000 |
1.3285 |
|
0.618 |
1.3267 |
|
HIGH |
1.3237 |
|
0.618 |
1.3219 |
|
0.500 |
1.3213 |
|
0.382 |
1.3207 |
|
LOW |
1.3189 |
|
0.618 |
1.3159 |
|
1.000 |
1.3141 |
|
1.618 |
1.3111 |
|
2.618 |
1.3063 |
|
4.250 |
1.2985 |
|
|
| Fisher Pivots for day following 21-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3223 |
1.3229 |
| PP |
1.3218 |
1.3228 |
| S1 |
1.3213 |
1.3228 |
|