CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 11-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2006 |
11-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3302 |
1.3359 |
0.0057 |
0.4% |
1.3420 |
| High |
1.3460 |
1.3360 |
-0.0100 |
-0.7% |
1.3460 |
| Low |
1.3310 |
1.3290 |
-0.0020 |
-0.2% |
1.3310 |
| Close |
1.3302 |
1.3354 |
0.0052 |
0.4% |
1.3302 |
| Range |
0.0150 |
0.0070 |
-0.0080 |
-53.3% |
0.0150 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
2.5% |
0.0000 |
| Volume |
77 |
74 |
-3 |
-3.9% |
1,008 |
|
| Daily Pivots for day following 11-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3545 |
1.3519 |
1.3393 |
|
| R3 |
1.3475 |
1.3449 |
1.3373 |
|
| R2 |
1.3405 |
1.3405 |
1.3367 |
|
| R1 |
1.3379 |
1.3379 |
1.3360 |
1.3357 |
| PP |
1.3335 |
1.3335 |
1.3335 |
1.3324 |
| S1 |
1.3309 |
1.3309 |
1.3348 |
1.3287 |
| S2 |
1.3265 |
1.3265 |
1.3341 |
|
| S3 |
1.3195 |
1.3239 |
1.3335 |
|
| S4 |
1.3125 |
1.3169 |
1.3316 |
|
|
| Weekly Pivots for week ending 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3807 |
1.3705 |
1.3385 |
|
| R3 |
1.3657 |
1.3555 |
1.3343 |
|
| R2 |
1.3507 |
1.3507 |
1.3330 |
|
| R1 |
1.3405 |
1.3405 |
1.3316 |
1.3381 |
| PP |
1.3357 |
1.3357 |
1.3357 |
1.3346 |
| S1 |
1.3255 |
1.3255 |
1.3288 |
1.3231 |
| S2 |
1.3207 |
1.3207 |
1.3275 |
|
| S3 |
1.3057 |
1.3105 |
1.3261 |
|
| S4 |
1.2907 |
1.2955 |
1.3220 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3460 |
1.3290 |
0.0170 |
1.3% |
0.0058 |
0.4% |
38% |
False |
True |
125 |
| 10 |
1.3460 |
1.3259 |
0.0201 |
1.5% |
0.0036 |
0.3% |
47% |
False |
False |
142 |
| 20 |
1.3460 |
1.2912 |
0.0548 |
4.1% |
0.0018 |
0.1% |
81% |
False |
False |
72 |
| 40 |
1.3460 |
1.2664 |
0.0796 |
6.0% |
0.0011 |
0.1% |
87% |
False |
False |
38 |
| 60 |
1.3460 |
1.2642 |
0.0818 |
6.1% |
0.0009 |
0.1% |
87% |
False |
False |
27 |
| 80 |
1.3460 |
1.2642 |
0.0818 |
6.1% |
0.0007 |
0.1% |
87% |
False |
False |
21 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.1% |
0.0006 |
0.0% |
87% |
False |
False |
17 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.1% |
0.0006 |
0.0% |
87% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3658 |
|
2.618 |
1.3543 |
|
1.618 |
1.3473 |
|
1.000 |
1.3430 |
|
0.618 |
1.3403 |
|
HIGH |
1.3360 |
|
0.618 |
1.3333 |
|
0.500 |
1.3325 |
|
0.382 |
1.3317 |
|
LOW |
1.3290 |
|
0.618 |
1.3247 |
|
1.000 |
1.3220 |
|
1.618 |
1.3177 |
|
2.618 |
1.3107 |
|
4.250 |
1.2993 |
|
|
| Fisher Pivots for day following 11-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3344 |
1.3375 |
| PP |
1.3335 |
1.3368 |
| S1 |
1.3325 |
1.3361 |
|