CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 28-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2006 |
28-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3217 |
1.3239 |
0.0022 |
0.2% |
1.3172 |
| High |
1.3220 |
1.3284 |
0.0064 |
0.5% |
1.3310 |
| Low |
1.3220 |
1.3235 |
0.0015 |
0.1% |
1.3160 |
| Close |
1.3217 |
1.3239 |
0.0022 |
0.2% |
1.3214 |
| Range |
0.0000 |
0.0049 |
0.0049 |
|
0.0150 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
2.1% |
0.0000 |
| Volume |
26 |
102 |
76 |
292.3% |
1,904 |
|
| Daily Pivots for day following 28-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3400 |
1.3368 |
1.3266 |
|
| R3 |
1.3351 |
1.3319 |
1.3252 |
|
| R2 |
1.3302 |
1.3302 |
1.3248 |
|
| R1 |
1.3270 |
1.3270 |
1.3243 |
1.3264 |
| PP |
1.3253 |
1.3253 |
1.3253 |
1.3249 |
| S1 |
1.3221 |
1.3221 |
1.3235 |
1.3215 |
| S2 |
1.3204 |
1.3204 |
1.3230 |
|
| S3 |
1.3155 |
1.3172 |
1.3226 |
|
| S4 |
1.3106 |
1.3123 |
1.3212 |
|
|
| Weekly Pivots for week ending 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3678 |
1.3596 |
1.3297 |
|
| R3 |
1.3528 |
1.3446 |
1.3255 |
|
| R2 |
1.3378 |
1.3378 |
1.3242 |
|
| R1 |
1.3296 |
1.3296 |
1.3228 |
1.3337 |
| PP |
1.3228 |
1.3228 |
1.3228 |
1.3249 |
| S1 |
1.3146 |
1.3146 |
1.3200 |
1.3187 |
| S2 |
1.3078 |
1.3078 |
1.3187 |
|
| S3 |
1.2928 |
1.2996 |
1.3173 |
|
| S4 |
1.2778 |
1.2846 |
1.3132 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3284 |
1.3195 |
0.0089 |
0.7% |
0.0015 |
0.1% |
49% |
True |
False |
198 |
| 10 |
1.3310 |
1.3160 |
0.0150 |
1.1% |
0.0025 |
0.2% |
53% |
False |
False |
260 |
| 20 |
1.3460 |
1.3160 |
0.0300 |
2.3% |
0.0031 |
0.2% |
26% |
False |
False |
198 |
| 40 |
1.3460 |
1.2835 |
0.0625 |
4.7% |
0.0017 |
0.1% |
65% |
False |
False |
103 |
| 60 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0013 |
0.1% |
73% |
False |
False |
70 |
| 80 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0010 |
0.1% |
73% |
False |
False |
54 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0009 |
0.1% |
73% |
False |
False |
43 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0008 |
0.1% |
73% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3492 |
|
2.618 |
1.3412 |
|
1.618 |
1.3363 |
|
1.000 |
1.3333 |
|
0.618 |
1.3314 |
|
HIGH |
1.3284 |
|
0.618 |
1.3265 |
|
0.500 |
1.3260 |
|
0.382 |
1.3254 |
|
LOW |
1.3235 |
|
0.618 |
1.3205 |
|
1.000 |
1.3186 |
|
1.618 |
1.3156 |
|
2.618 |
1.3107 |
|
4.250 |
1.3027 |
|
|
| Fisher Pivots for day following 28-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3260 |
1.3240 |
| PP |
1.3253 |
1.3239 |
| S1 |
1.3246 |
1.3239 |
|