CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 21-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2006 |
21-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2905 |
1.2895 |
-0.0010 |
-0.1% |
1.2907 |
| High |
1.2905 |
1.2918 |
0.0013 |
0.1% |
1.2940 |
| Low |
1.2882 |
1.2892 |
0.0010 |
0.1% |
1.2855 |
| Close |
1.2885 |
1.2914 |
0.0029 |
0.2% |
1.2887 |
| Range |
0.0023 |
0.0026 |
0.0003 |
13.0% |
0.0085 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
1,042 |
576 |
-466 |
-44.7% |
2,939 |
|
| Daily Pivots for day following 21-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2986 |
1.2976 |
1.2928 |
|
| R3 |
1.2960 |
1.2950 |
1.2921 |
|
| R2 |
1.2934 |
1.2934 |
1.2919 |
|
| R1 |
1.2924 |
1.2924 |
1.2916 |
1.2929 |
| PP |
1.2908 |
1.2908 |
1.2908 |
1.2911 |
| S1 |
1.2898 |
1.2898 |
1.2912 |
1.2903 |
| S2 |
1.2882 |
1.2882 |
1.2909 |
|
| S3 |
1.2856 |
1.2872 |
1.2907 |
|
| S4 |
1.2830 |
1.2846 |
1.2900 |
|
|
| 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 |
1.2918 |
1.2855 |
0.0063 |
0.5% |
0.0036 |
0.3% |
94% |
True |
False |
710 |
| 10 |
1.2949 |
1.2834 |
0.0115 |
0.9% |
0.0040 |
0.3% |
70% |
False |
False |
619 |
| 20 |
1.2949 |
1.2680 |
0.0269 |
2.1% |
0.0035 |
0.3% |
87% |
False |
False |
617 |
| 40 |
1.2949 |
1.2585 |
0.0364 |
2.8% |
0.0026 |
0.2% |
90% |
False |
False |
491 |
| 60 |
1.2973 |
1.2585 |
0.0388 |
3.0% |
0.0021 |
0.2% |
85% |
False |
False |
358 |
| 80 |
1.3042 |
1.2585 |
0.0457 |
3.5% |
0.0016 |
0.1% |
72% |
False |
False |
269 |
| 100 |
1.3042 |
1.2585 |
0.0457 |
3.5% |
0.0015 |
0.1% |
72% |
False |
False |
217 |
| 120 |
1.3135 |
1.2585 |
0.0550 |
4.3% |
0.0012 |
0.1% |
60% |
False |
False |
181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3029 |
|
2.618 |
1.2986 |
|
1.618 |
1.2960 |
|
1.000 |
1.2944 |
|
0.618 |
1.2934 |
|
HIGH |
1.2918 |
|
0.618 |
1.2908 |
|
0.500 |
1.2905 |
|
0.382 |
1.2902 |
|
LOW |
1.2892 |
|
0.618 |
1.2876 |
|
1.000 |
1.2866 |
|
1.618 |
1.2850 |
|
2.618 |
1.2824 |
|
4.250 |
1.2782 |
|
|
| Fisher Pivots for day following 21-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2911 |
1.2905 |
| PP |
1.2908 |
1.2896 |
| S1 |
1.2905 |
1.2887 |
|