CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 16-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2006 |
16-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2858 |
1.2869 |
0.0011 |
0.1% |
1.2790 |
| High |
1.2898 |
1.2900 |
0.0002 |
0.0% |
1.2949 |
| Low |
1.2858 |
1.2862 |
0.0004 |
0.0% |
1.2759 |
| Close |
1.2898 |
1.2869 |
-0.0029 |
-0.2% |
1.2922 |
| Range |
0.0040 |
0.0038 |
-0.0002 |
-5.0% |
0.0190 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
753 |
757 |
4 |
0.5% |
2,580 |
|
| Daily Pivots for day following 16-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2991 |
1.2968 |
1.2890 |
|
| R3 |
1.2953 |
1.2930 |
1.2879 |
|
| R2 |
1.2915 |
1.2915 |
1.2876 |
|
| R1 |
1.2892 |
1.2892 |
1.2872 |
1.2888 |
| PP |
1.2877 |
1.2877 |
1.2877 |
1.2875 |
| S1 |
1.2854 |
1.2854 |
1.2866 |
1.2850 |
| S2 |
1.2839 |
1.2839 |
1.2862 |
|
| S3 |
1.2801 |
1.2816 |
1.2859 |
|
| S4 |
1.2763 |
1.2778 |
1.2848 |
|
|
| 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 |
1.2858 |
0.0091 |
0.7% |
0.0039 |
0.3% |
12% |
False |
False |
688 |
| 10 |
1.2949 |
1.2759 |
0.0190 |
1.5% |
0.0040 |
0.3% |
58% |
False |
False |
689 |
| 20 |
1.2949 |
1.2633 |
0.0316 |
2.5% |
0.0031 |
0.2% |
75% |
False |
False |
566 |
| 40 |
1.2949 |
1.2585 |
0.0364 |
2.8% |
0.0025 |
0.2% |
78% |
False |
False |
460 |
| 60 |
1.2973 |
1.2585 |
0.0388 |
3.0% |
0.0019 |
0.1% |
73% |
False |
False |
324 |
| 80 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0016 |
0.1% |
62% |
False |
False |
244 |
| 100 |
1.3042 |
1.2585 |
0.0457 |
3.6% |
0.0014 |
0.1% |
62% |
False |
False |
197 |
| 120 |
1.3135 |
1.2585 |
0.0550 |
4.3% |
0.0012 |
0.1% |
52% |
False |
False |
164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3062 |
|
2.618 |
1.2999 |
|
1.618 |
1.2961 |
|
1.000 |
1.2938 |
|
0.618 |
1.2923 |
|
HIGH |
1.2900 |
|
0.618 |
1.2885 |
|
0.500 |
1.2881 |
|
0.382 |
1.2877 |
|
LOW |
1.2862 |
|
0.618 |
1.2839 |
|
1.000 |
1.2824 |
|
1.618 |
1.2801 |
|
2.618 |
1.2763 |
|
4.250 |
1.2701 |
|
|
| Fisher Pivots for day following 16-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2881 |
1.2899 |
| PP |
1.2877 |
1.2889 |
| S1 |
1.2873 |
1.2879 |
|