CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 28-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2006 |
28-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3205 |
1.3217 |
0.0012 |
0.1% |
1.3148 |
| High |
1.3209 |
1.3247 |
0.0038 |
0.3% |
1.3272 |
| Low |
1.3167 |
1.3178 |
0.0011 |
0.1% |
1.3105 |
| Close |
1.3171 |
1.3193 |
0.0022 |
0.2% |
1.3168 |
| Range |
0.0042 |
0.0069 |
0.0027 |
64.3% |
0.0167 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
0.3% |
0.0000 |
| Volume |
28,377 |
113,521 |
85,144 |
300.0% |
1,011,304 |
|
| Daily Pivots for day following 28-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3413 |
1.3372 |
1.3231 |
|
| R3 |
1.3344 |
1.3303 |
1.3212 |
|
| R2 |
1.3275 |
1.3275 |
1.3206 |
|
| R1 |
1.3234 |
1.3234 |
1.3199 |
1.3220 |
| PP |
1.3206 |
1.3206 |
1.3206 |
1.3199 |
| S1 |
1.3165 |
1.3165 |
1.3187 |
1.3151 |
| S2 |
1.3137 |
1.3137 |
1.3180 |
|
| S3 |
1.3068 |
1.3096 |
1.3174 |
|
| S4 |
1.2999 |
1.3027 |
1.3155 |
|
|
| Weekly Pivots for week ending 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3683 |
1.3592 |
1.3260 |
|
| R3 |
1.3516 |
1.3425 |
1.3214 |
|
| R2 |
1.3349 |
1.3349 |
1.3199 |
|
| R1 |
1.3258 |
1.3258 |
1.3183 |
1.3304 |
| PP |
1.3182 |
1.3182 |
1.3182 |
1.3204 |
| S1 |
1.3091 |
1.3091 |
1.3153 |
1.3137 |
| S2 |
1.3015 |
1.3015 |
1.3137 |
|
| S3 |
1.2848 |
1.2924 |
1.3122 |
|
| S4 |
1.2681 |
1.2757 |
1.3076 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3260 |
1.3141 |
0.0119 |
0.9% |
0.0062 |
0.5% |
44% |
False |
False |
126,262 |
| 10 |
1.3272 |
1.3105 |
0.0167 |
1.3% |
0.0070 |
0.5% |
53% |
False |
False |
169,847 |
| 20 |
1.3421 |
1.3105 |
0.0316 |
2.4% |
0.0074 |
0.6% |
28% |
False |
False |
98,880 |
| 40 |
1.3421 |
1.2759 |
0.0662 |
5.0% |
0.0055 |
0.4% |
66% |
False |
False |
50,065 |
| 60 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0044 |
0.3% |
73% |
False |
False |
33,517 |
| 80 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0036 |
0.3% |
73% |
False |
False |
25,175 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0029 |
0.2% |
73% |
False |
False |
20,140 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0026 |
0.2% |
73% |
False |
False |
16,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3540 |
|
2.618 |
1.3428 |
|
1.618 |
1.3359 |
|
1.000 |
1.3316 |
|
0.618 |
1.3290 |
|
HIGH |
1.3247 |
|
0.618 |
1.3221 |
|
0.500 |
1.3213 |
|
0.382 |
1.3204 |
|
LOW |
1.3178 |
|
0.618 |
1.3135 |
|
1.000 |
1.3109 |
|
1.618 |
1.3066 |
|
2.618 |
1.2997 |
|
4.250 |
1.2885 |
|
|
| Fisher Pivots for day following 28-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3213 |
1.3194 |
| PP |
1.3206 |
1.3194 |
| S1 |
1.3200 |
1.3193 |
|