CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 04-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2006 |
04-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3315 |
1.3361 |
0.0046 |
0.3% |
1.3186 |
| High |
1.3411 |
1.3399 |
-0.0012 |
-0.1% |
1.3411 |
| Low |
1.3315 |
1.3357 |
0.0042 |
0.3% |
1.3175 |
| Close |
1.3398 |
1.3392 |
-0.0006 |
0.0% |
1.3398 |
| Range |
0.0096 |
0.0042 |
-0.0054 |
-56.3% |
0.0236 |
| ATR |
0.0065 |
0.0064 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
5,983 |
6,958 |
975 |
16.3% |
22,432 |
|
| Daily Pivots for day following 04-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3509 |
1.3492 |
1.3415 |
|
| R3 |
1.3467 |
1.3450 |
1.3404 |
|
| R2 |
1.3425 |
1.3425 |
1.3400 |
|
| R1 |
1.3408 |
1.3408 |
1.3396 |
1.3417 |
| PP |
1.3383 |
1.3383 |
1.3383 |
1.3387 |
| S1 |
1.3366 |
1.3366 |
1.3388 |
1.3375 |
| S2 |
1.3341 |
1.3341 |
1.3384 |
|
| S3 |
1.3299 |
1.3324 |
1.3380 |
|
| S4 |
1.3257 |
1.3282 |
1.3369 |
|
|
| Weekly Pivots for week ending 01-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4036 |
1.3953 |
1.3528 |
|
| R3 |
1.3800 |
1.3717 |
1.3463 |
|
| R2 |
1.3564 |
1.3564 |
1.3441 |
|
| R1 |
1.3481 |
1.3481 |
1.3420 |
1.3523 |
| PP |
1.3328 |
1.3328 |
1.3328 |
1.3349 |
| S1 |
1.3245 |
1.3245 |
1.3376 |
1.3287 |
| S2 |
1.3092 |
1.3092 |
1.3355 |
|
| S3 |
1.2856 |
1.3009 |
1.3333 |
|
| S4 |
1.2620 |
1.2773 |
1.3268 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3411 |
1.3204 |
0.0207 |
1.5% |
0.0060 |
0.5% |
91% |
False |
False |
5,032 |
| 10 |
1.3411 |
1.2882 |
0.0529 |
4.0% |
0.0045 |
0.3% |
96% |
False |
False |
3,399 |
| 20 |
1.3411 |
1.2759 |
0.0652 |
4.9% |
0.0044 |
0.3% |
97% |
False |
False |
1,975 |
| 40 |
1.3411 |
1.2585 |
0.0826 |
6.2% |
0.0033 |
0.2% |
98% |
False |
False |
1,257 |
| 60 |
1.3411 |
1.2585 |
0.0826 |
6.2% |
0.0027 |
0.2% |
98% |
False |
False |
896 |
| 80 |
1.3411 |
1.2585 |
0.0826 |
6.2% |
0.0021 |
0.2% |
98% |
False |
False |
674 |
| 100 |
1.3411 |
1.2585 |
0.0826 |
6.2% |
0.0019 |
0.1% |
98% |
False |
False |
540 |
| 120 |
1.3411 |
1.2585 |
0.0826 |
6.2% |
0.0016 |
0.1% |
98% |
False |
False |
451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3578 |
|
2.618 |
1.3509 |
|
1.618 |
1.3467 |
|
1.000 |
1.3441 |
|
0.618 |
1.3425 |
|
HIGH |
1.3399 |
|
0.618 |
1.3383 |
|
0.500 |
1.3378 |
|
0.382 |
1.3373 |
|
LOW |
1.3357 |
|
0.618 |
1.3331 |
|
1.000 |
1.3315 |
|
1.618 |
1.3289 |
|
2.618 |
1.3247 |
|
4.250 |
1.3179 |
|
|
| Fisher Pivots for day following 04-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3387 |
1.3373 |
| PP |
1.3383 |
1.3354 |
| S1 |
1.3378 |
1.3335 |
|