CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 19-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2006 |
19-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3172 |
1.3292 |
0.0120 |
0.9% |
1.3359 |
| High |
1.3210 |
1.3310 |
0.0100 |
0.8% |
1.3385 |
| Low |
1.3160 |
1.3240 |
0.0080 |
0.6% |
1.3173 |
| Close |
1.3198 |
1.3292 |
0.0094 |
0.7% |
1.3181 |
| Range |
0.0050 |
0.0070 |
0.0020 |
40.0% |
0.0212 |
| ATR |
0.0055 |
0.0059 |
0.0004 |
7.4% |
0.0000 |
| Volume |
143 |
159 |
16 |
11.2% |
276 |
|
| Daily Pivots for day following 19-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3491 |
1.3461 |
1.3331 |
|
| R3 |
1.3421 |
1.3391 |
1.3311 |
|
| R2 |
1.3351 |
1.3351 |
1.3305 |
|
| R1 |
1.3321 |
1.3321 |
1.3298 |
1.3327 |
| PP |
1.3281 |
1.3281 |
1.3281 |
1.3284 |
| S1 |
1.3251 |
1.3251 |
1.3286 |
1.3257 |
| S2 |
1.3211 |
1.3211 |
1.3279 |
|
| S3 |
1.3141 |
1.3181 |
1.3273 |
|
| S4 |
1.3071 |
1.3111 |
1.3254 |
|
|
| 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 |
1.3310 |
1.3160 |
0.0150 |
1.1% |
0.0025 |
0.2% |
88% |
True |
False |
98 |
| 10 |
1.3460 |
1.3160 |
0.0300 |
2.3% |
0.0044 |
0.3% |
44% |
False |
False |
104 |
| 20 |
1.3460 |
1.2957 |
0.0503 |
3.8% |
0.0027 |
0.2% |
67% |
False |
False |
97 |
| 40 |
1.3460 |
1.2699 |
0.0761 |
5.7% |
0.0015 |
0.1% |
78% |
False |
False |
50 |
| 60 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0011 |
0.1% |
79% |
False |
False |
35 |
| 80 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0009 |
0.1% |
79% |
False |
False |
27 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0007 |
0.1% |
79% |
False |
False |
22 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0007 |
0.1% |
79% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3608 |
|
2.618 |
1.3493 |
|
1.618 |
1.3423 |
|
1.000 |
1.3380 |
|
0.618 |
1.3353 |
|
HIGH |
1.3310 |
|
0.618 |
1.3283 |
|
0.500 |
1.3275 |
|
0.382 |
1.3267 |
|
LOW |
1.3240 |
|
0.618 |
1.3197 |
|
1.000 |
1.3170 |
|
1.618 |
1.3127 |
|
2.618 |
1.3057 |
|
4.250 |
1.2943 |
|
|
| Fisher Pivots for day following 19-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3286 |
1.3273 |
| PP |
1.3281 |
1.3254 |
| S1 |
1.3275 |
1.3235 |
|