CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 17-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2006 |
17-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2869 |
1.2887 |
0.0018 |
0.1% |
1.2907 |
| High |
1.2900 |
1.2910 |
0.0010 |
0.1% |
1.2940 |
| Low |
1.2862 |
1.2855 |
-0.0007 |
-0.1% |
1.2855 |
| Close |
1.2869 |
1.2887 |
0.0018 |
0.1% |
1.2887 |
| Range |
0.0038 |
0.0055 |
0.0017 |
44.7% |
0.0085 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
0.9% |
0.0000 |
| Volume |
757 |
424 |
-333 |
-44.0% |
2,939 |
|
| Daily Pivots for day following 17-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3049 |
1.3023 |
1.2917 |
|
| R3 |
1.2994 |
1.2968 |
1.2902 |
|
| R2 |
1.2939 |
1.2939 |
1.2897 |
|
| R1 |
1.2913 |
1.2913 |
1.2892 |
1.2915 |
| PP |
1.2884 |
1.2884 |
1.2884 |
1.2885 |
| S1 |
1.2858 |
1.2858 |
1.2882 |
1.2860 |
| S2 |
1.2829 |
1.2829 |
1.2877 |
|
| S3 |
1.2774 |
1.2803 |
1.2872 |
|
| S4 |
1.2719 |
1.2748 |
1.2857 |
|
|
| Weekly Pivots for week ending 17-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3149 |
1.3103 |
1.2934 |
|
| R3 |
1.3064 |
1.3018 |
1.2910 |
|
| R2 |
1.2979 |
1.2979 |
1.2903 |
|
| R1 |
1.2933 |
1.2933 |
1.2895 |
1.2914 |
| PP |
1.2894 |
1.2894 |
1.2894 |
1.2884 |
| S1 |
1.2848 |
1.2848 |
1.2879 |
1.2829 |
| S2 |
1.2809 |
1.2809 |
1.2871 |
|
| S3 |
1.2724 |
1.2763 |
1.2864 |
|
| S4 |
1.2639 |
1.2678 |
1.2840 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2940 |
1.2855 |
0.0085 |
0.7% |
0.0046 |
0.4% |
38% |
False |
True |
587 |
| 10 |
1.2949 |
1.2759 |
0.0190 |
1.5% |
0.0043 |
0.3% |
67% |
False |
False |
551 |
| 20 |
1.2949 |
1.2633 |
0.0316 |
2.5% |
0.0034 |
0.3% |
80% |
False |
False |
571 |
| 40 |
1.2949 |
1.2585 |
0.0364 |
2.8% |
0.0026 |
0.2% |
83% |
False |
False |
465 |
| 60 |
1.2973 |
1.2585 |
0.0388 |
3.0% |
0.0020 |
0.2% |
78% |
False |
False |
331 |
| 80 |
1.3042 |
1.2585 |
0.0457 |
3.5% |
0.0015 |
0.1% |
66% |
False |
False |
249 |
| 100 |
1.3042 |
1.2585 |
0.0457 |
3.5% |
0.0014 |
0.1% |
66% |
False |
False |
201 |
| 120 |
1.3135 |
1.2585 |
0.0550 |
4.3% |
0.0012 |
0.1% |
55% |
False |
False |
168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3144 |
|
2.618 |
1.3054 |
|
1.618 |
1.2999 |
|
1.000 |
1.2965 |
|
0.618 |
1.2944 |
|
HIGH |
1.2910 |
|
0.618 |
1.2889 |
|
0.500 |
1.2883 |
|
0.382 |
1.2876 |
|
LOW |
1.2855 |
|
0.618 |
1.2821 |
|
1.000 |
1.2800 |
|
1.618 |
1.2766 |
|
2.618 |
1.2711 |
|
4.250 |
1.2621 |
|
|
| Fisher Pivots for day following 17-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2886 |
1.2886 |
| PP |
1.2884 |
1.2884 |
| S1 |
1.2883 |
1.2883 |
|