CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 15-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2006 |
15-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3254 |
1.3176 |
-0.0078 |
-0.6% |
1.3359 |
| High |
1.3254 |
1.3176 |
-0.0078 |
-0.6% |
1.3385 |
| Low |
1.3254 |
1.3173 |
-0.0081 |
-0.6% |
1.3173 |
| Close |
1.3254 |
1.3181 |
-0.0073 |
-0.6% |
1.3181 |
| Range |
0.0000 |
0.0003 |
0.0003 |
|
0.0212 |
| ATR |
0.0054 |
0.0056 |
0.0002 |
3.6% |
0.0000 |
| Volume |
112 |
45 |
-67 |
-59.8% |
276 |
|
| Daily Pivots for day following 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3186 |
1.3186 |
1.3183 |
|
| R3 |
1.3183 |
1.3183 |
1.3182 |
|
| R2 |
1.3180 |
1.3180 |
1.3182 |
|
| R1 |
1.3180 |
1.3180 |
1.3181 |
1.3180 |
| PP |
1.3177 |
1.3177 |
1.3177 |
1.3177 |
| S1 |
1.3177 |
1.3177 |
1.3181 |
1.3177 |
| S2 |
1.3174 |
1.3174 |
1.3180 |
|
| S3 |
1.3171 |
1.3174 |
1.3180 |
|
| S4 |
1.3168 |
1.3171 |
1.3179 |
|
|
| Weekly Pivots for week ending 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3882 |
1.3744 |
1.3298 |
|
| R3 |
1.3670 |
1.3532 |
1.3239 |
|
| R2 |
1.3458 |
1.3458 |
1.3220 |
|
| R1 |
1.3320 |
1.3320 |
1.3200 |
1.3283 |
| PP |
1.3246 |
1.3246 |
1.3246 |
1.3228 |
| S1 |
1.3108 |
1.3108 |
1.3162 |
1.3071 |
| S2 |
1.3034 |
1.3034 |
1.3142 |
|
| S3 |
1.2822 |
1.2896 |
1.3123 |
|
| S4 |
1.2610 |
1.2684 |
1.3064 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3385 |
1.3173 |
0.0212 |
1.6% |
0.0024 |
0.2% |
4% |
False |
True |
55 |
| 10 |
1.3460 |
1.3173 |
0.0287 |
2.2% |
0.0037 |
0.3% |
3% |
False |
True |
128 |
| 20 |
1.3460 |
1.2928 |
0.0532 |
4.0% |
0.0021 |
0.2% |
48% |
False |
False |
82 |
| 40 |
1.3460 |
1.2686 |
0.0774 |
5.9% |
0.0012 |
0.1% |
64% |
False |
False |
42 |
| 60 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0009 |
0.1% |
66% |
False |
False |
30 |
| 80 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0007 |
0.1% |
66% |
False |
False |
23 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0006 |
0.0% |
66% |
False |
False |
19 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0006 |
0.0% |
66% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3189 |
|
2.618 |
1.3184 |
|
1.618 |
1.3181 |
|
1.000 |
1.3179 |
|
0.618 |
1.3178 |
|
HIGH |
1.3176 |
|
0.618 |
1.3175 |
|
0.500 |
1.3175 |
|
0.382 |
1.3174 |
|
LOW |
1.3173 |
|
0.618 |
1.3171 |
|
1.000 |
1.3170 |
|
1.618 |
1.3168 |
|
2.618 |
1.3165 |
|
4.250 |
1.3160 |
|
|
| Fisher Pivots for day following 15-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3179 |
1.3240 |
| PP |
1.3177 |
1.3220 |
| S1 |
1.3175 |
1.3201 |
|