CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 21-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2006 |
21-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3276 |
1.3274 |
-0.0002 |
0.0% |
1.3359 |
| High |
1.3310 |
1.3272 |
-0.0038 |
-0.3% |
1.3385 |
| Low |
1.3262 |
1.3245 |
-0.0017 |
-0.1% |
1.3173 |
| Close |
1.3276 |
1.3274 |
-0.0002 |
0.0% |
1.3181 |
| Range |
0.0048 |
0.0027 |
-0.0021 |
-43.8% |
0.0212 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
1,160 |
336 |
-824 |
-71.0% |
276 |
|
| Daily Pivots for day following 21-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3345 |
1.3336 |
1.3289 |
|
| R3 |
1.3318 |
1.3309 |
1.3281 |
|
| R2 |
1.3291 |
1.3291 |
1.3279 |
|
| R1 |
1.3282 |
1.3282 |
1.3276 |
1.3288 |
| PP |
1.3264 |
1.3264 |
1.3264 |
1.3266 |
| S1 |
1.3255 |
1.3255 |
1.3272 |
1.3261 |
| S2 |
1.3237 |
1.3237 |
1.3269 |
|
| S3 |
1.3210 |
1.3228 |
1.3267 |
|
| S4 |
1.3183 |
1.3201 |
1.3259 |
|
|
| 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% |
0.0040 |
0.3% |
76% |
False |
False |
368 |
| 10 |
1.3460 |
1.3160 |
0.0300 |
2.3% |
0.0046 |
0.3% |
38% |
False |
False |
215 |
| 20 |
1.3460 |
1.3160 |
0.0300 |
2.3% |
0.0031 |
0.2% |
38% |
False |
False |
172 |
| 40 |
1.3460 |
1.2822 |
0.0638 |
4.8% |
0.0017 |
0.1% |
71% |
False |
False |
87 |
| 60 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0012 |
0.1% |
77% |
False |
False |
59 |
| 80 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0010 |
0.1% |
77% |
False |
False |
46 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0008 |
0.1% |
77% |
False |
False |
37 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0008 |
0.1% |
77% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3387 |
|
2.618 |
1.3343 |
|
1.618 |
1.3316 |
|
1.000 |
1.3299 |
|
0.618 |
1.3289 |
|
HIGH |
1.3272 |
|
0.618 |
1.3262 |
|
0.500 |
1.3259 |
|
0.382 |
1.3255 |
|
LOW |
1.3245 |
|
0.618 |
1.3228 |
|
1.000 |
1.3218 |
|
1.618 |
1.3201 |
|
2.618 |
1.3174 |
|
4.250 |
1.3130 |
|
|
| Fisher Pivots for day following 21-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3269 |
1.3275 |
| PP |
1.3264 |
1.3275 |
| S1 |
1.3259 |
1.3274 |
|