CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 22-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2006 |
22-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2895 |
1.2989 |
0.0094 |
0.7% |
1.2907 |
| High |
1.2918 |
1.3022 |
0.0104 |
0.8% |
1.2940 |
| Low |
1.2892 |
1.2985 |
0.0093 |
0.7% |
1.2855 |
| Close |
1.2914 |
1.2996 |
0.0082 |
0.6% |
1.2887 |
| Range |
0.0026 |
0.0037 |
0.0011 |
42.3% |
0.0085 |
| ATR |
0.0046 |
0.0051 |
0.0004 |
9.5% |
0.0000 |
| Volume |
576 |
1,141 |
565 |
98.1% |
2,939 |
|
| Daily Pivots for day following 22-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3112 |
1.3091 |
1.3016 |
|
| R3 |
1.3075 |
1.3054 |
1.3006 |
|
| R2 |
1.3038 |
1.3038 |
1.3003 |
|
| R1 |
1.3017 |
1.3017 |
1.2999 |
1.3028 |
| PP |
1.3001 |
1.3001 |
1.3001 |
1.3006 |
| S1 |
1.2980 |
1.2980 |
1.2993 |
1.2991 |
| S2 |
1.2964 |
1.2964 |
1.2989 |
|
| S3 |
1.2927 |
1.2943 |
1.2986 |
|
| S4 |
1.2890 |
1.2906 |
1.2976 |
|
|
| 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 |
1.3022 |
1.2855 |
0.0167 |
1.3% |
0.0036 |
0.3% |
84% |
True |
False |
788 |
| 10 |
1.3022 |
1.2837 |
0.0185 |
1.4% |
0.0042 |
0.3% |
86% |
True |
False |
687 |
| 20 |
1.3022 |
1.2759 |
0.0263 |
2.0% |
0.0036 |
0.3% |
90% |
True |
False |
661 |
| 40 |
1.3022 |
1.2585 |
0.0437 |
3.4% |
0.0027 |
0.2% |
94% |
True |
False |
516 |
| 60 |
1.3022 |
1.2585 |
0.0437 |
3.4% |
0.0021 |
0.2% |
94% |
True |
False |
377 |
| 80 |
1.3042 |
1.2585 |
0.0457 |
3.5% |
0.0016 |
0.1% |
90% |
False |
False |
283 |
| 100 |
1.3042 |
1.2585 |
0.0457 |
3.5% |
0.0015 |
0.1% |
90% |
False |
False |
228 |
| 120 |
1.3050 |
1.2585 |
0.0465 |
3.6% |
0.0013 |
0.1% |
88% |
False |
False |
191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3179 |
|
2.618 |
1.3119 |
|
1.618 |
1.3082 |
|
1.000 |
1.3059 |
|
0.618 |
1.3045 |
|
HIGH |
1.3022 |
|
0.618 |
1.3008 |
|
0.500 |
1.3004 |
|
0.382 |
1.2999 |
|
LOW |
1.2985 |
|
0.618 |
1.2962 |
|
1.000 |
1.2948 |
|
1.618 |
1.2925 |
|
2.618 |
1.2888 |
|
4.250 |
1.2828 |
|
|
| Fisher Pivots for day following 22-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3004 |
1.2981 |
| PP |
1.3001 |
1.2967 |
| S1 |
1.2999 |
1.2952 |
|