CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 14-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2006 |
14-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2907 |
1.2935 |
0.0028 |
0.2% |
1.2790 |
| High |
1.2912 |
1.2940 |
0.0028 |
0.2% |
1.2949 |
| Low |
1.2877 |
1.2880 |
0.0003 |
0.0% |
1.2759 |
| Close |
1.2886 |
1.2898 |
0.0012 |
0.1% |
1.2922 |
| Range |
0.0035 |
0.0060 |
0.0025 |
71.4% |
0.0190 |
| ATR |
0.0050 |
0.0050 |
0.0001 |
1.5% |
0.0000 |
| Volume |
569 |
436 |
-133 |
-23.4% |
2,580 |
|
| Daily Pivots for day following 14-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3086 |
1.3052 |
1.2931 |
|
| R3 |
1.3026 |
1.2992 |
1.2915 |
|
| R2 |
1.2966 |
1.2966 |
1.2909 |
|
| R1 |
1.2932 |
1.2932 |
1.2904 |
1.2919 |
| PP |
1.2906 |
1.2906 |
1.2906 |
1.2900 |
| S1 |
1.2872 |
1.2872 |
1.2893 |
1.2859 |
| S2 |
1.2846 |
1.2846 |
1.2887 |
|
| S3 |
1.2786 |
1.2812 |
1.2882 |
|
| S4 |
1.2726 |
1.2752 |
1.2865 |
|
|
| Weekly Pivots for week ending 10-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3447 |
1.3374 |
1.3027 |
|
| R3 |
1.3257 |
1.3184 |
1.2974 |
|
| R2 |
1.3067 |
1.3067 |
1.2957 |
|
| R1 |
1.2994 |
1.2994 |
1.2939 |
1.3031 |
| PP |
1.2877 |
1.2877 |
1.2877 |
1.2895 |
| S1 |
1.2804 |
1.2804 |
1.2905 |
1.2841 |
| S2 |
1.2687 |
1.2687 |
1.2887 |
|
| S3 |
1.2497 |
1.2614 |
1.2870 |
|
| S4 |
1.2307 |
1.2424 |
1.2818 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2949 |
1.2834 |
0.0115 |
0.9% |
0.0043 |
0.3% |
56% |
False |
False |
528 |
| 10 |
1.2949 |
1.2759 |
0.0190 |
1.5% |
0.0037 |
0.3% |
73% |
False |
False |
652 |
| 20 |
1.2949 |
1.2605 |
0.0344 |
2.7% |
0.0030 |
0.2% |
85% |
False |
False |
515 |
| 40 |
1.2949 |
1.2585 |
0.0364 |
2.8% |
0.0025 |
0.2% |
86% |
False |
False |
428 |
| 60 |
1.2973 |
1.2585 |
0.0388 |
3.0% |
0.0018 |
0.1% |
81% |
False |
False |
299 |
| 80 |
1.3042 |
1.2585 |
0.0457 |
3.5% |
0.0015 |
0.1% |
68% |
False |
False |
225 |
| 100 |
1.3042 |
1.2585 |
0.0457 |
3.5% |
0.0013 |
0.1% |
68% |
False |
False |
181 |
| 120 |
1.3135 |
1.2585 |
0.0550 |
4.3% |
0.0011 |
0.1% |
57% |
False |
False |
152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3195 |
|
2.618 |
1.3097 |
|
1.618 |
1.3037 |
|
1.000 |
1.3000 |
|
0.618 |
1.2977 |
|
HIGH |
1.2940 |
|
0.618 |
1.2917 |
|
0.500 |
1.2910 |
|
0.382 |
1.2903 |
|
LOW |
1.2880 |
|
0.618 |
1.2843 |
|
1.000 |
1.2820 |
|
1.618 |
1.2783 |
|
2.618 |
1.2723 |
|
4.250 |
1.2625 |
|
|
| Fisher Pivots for day following 14-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2910 |
1.2913 |
| PP |
1.2906 |
1.2908 |
| S1 |
1.2902 |
1.2903 |
|