CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 29-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2006 |
29-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3217 |
1.3218 |
0.0001 |
0.0% |
1.3184 |
| High |
1.3247 |
1.3248 |
0.0001 |
0.0% |
1.3248 |
| Low |
1.3178 |
1.3197 |
0.0019 |
0.1% |
1.3141 |
| Close |
1.3193 |
1.3236 |
0.0043 |
0.3% |
1.3236 |
| Range |
0.0069 |
0.0051 |
-0.0018 |
-26.1% |
0.0107 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
113,521 |
157,067 |
43,546 |
38.4% |
449,565 |
|
| Daily Pivots for day following 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3380 |
1.3359 |
1.3264 |
|
| R3 |
1.3329 |
1.3308 |
1.3250 |
|
| R2 |
1.3278 |
1.3278 |
1.3245 |
|
| R1 |
1.3257 |
1.3257 |
1.3241 |
1.3268 |
| PP |
1.3227 |
1.3227 |
1.3227 |
1.3232 |
| S1 |
1.3206 |
1.3206 |
1.3231 |
1.3217 |
| S2 |
1.3176 |
1.3176 |
1.3227 |
|
| S3 |
1.3125 |
1.3155 |
1.3222 |
|
| S4 |
1.3074 |
1.3104 |
1.3208 |
|
|
| Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3529 |
1.3490 |
1.3295 |
|
| R3 |
1.3422 |
1.3383 |
1.3265 |
|
| R2 |
1.3315 |
1.3315 |
1.3256 |
|
| R1 |
1.3276 |
1.3276 |
1.3246 |
1.3296 |
| PP |
1.3208 |
1.3208 |
1.3208 |
1.3218 |
| S1 |
1.3169 |
1.3169 |
1.3226 |
1.3189 |
| S2 |
1.3101 |
1.3101 |
1.3216 |
|
| S3 |
1.2994 |
1.3062 |
1.3207 |
|
| S4 |
1.2887 |
1.2955 |
1.3177 |
|
|
| 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% |
80% |
False |
False |
123,213 |
| 10 |
1.3272 |
1.3105 |
0.0167 |
1.3% |
0.0070 |
0.5% |
78% |
False |
False |
168,987 |
| 20 |
1.3421 |
1.3105 |
0.0316 |
2.4% |
0.0073 |
0.5% |
41% |
False |
False |
106,508 |
| 40 |
1.3421 |
1.2759 |
0.0662 |
5.0% |
0.0056 |
0.4% |
72% |
False |
False |
53,977 |
| 60 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0044 |
0.3% |
78% |
False |
False |
36,133 |
| 80 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0037 |
0.3% |
78% |
False |
False |
27,137 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0030 |
0.2% |
78% |
False |
False |
21,711 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0027 |
0.2% |
78% |
False |
False |
18,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3465 |
|
2.618 |
1.3382 |
|
1.618 |
1.3331 |
|
1.000 |
1.3299 |
|
0.618 |
1.3280 |
|
HIGH |
1.3248 |
|
0.618 |
1.3229 |
|
0.500 |
1.3223 |
|
0.382 |
1.3216 |
|
LOW |
1.3197 |
|
0.618 |
1.3165 |
|
1.000 |
1.3146 |
|
1.618 |
1.3114 |
|
2.618 |
1.3063 |
|
4.250 |
1.2980 |
|
|
| Fisher Pivots for day following 29-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3232 |
1.3227 |
| PP |
1.3227 |
1.3217 |
| S1 |
1.3223 |
1.3208 |
|