CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 11-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2006 |
11-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3336 |
1.3235 |
-0.0101 |
-0.8% |
1.3361 |
| High |
1.3421 |
1.3323 |
-0.0098 |
-0.7% |
1.3421 |
| Low |
1.3255 |
1.3235 |
-0.0020 |
-0.2% |
1.3255 |
| Close |
1.3259 |
1.3310 |
0.0051 |
0.4% |
1.3259 |
| Range |
0.0166 |
0.0088 |
-0.0078 |
-47.0% |
0.0166 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
2.0% |
0.0000 |
| Volume |
19,975 |
41,022 |
21,047 |
105.4% |
61,970 |
|
| Daily Pivots for day following 11-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3553 |
1.3520 |
1.3358 |
|
| R3 |
1.3465 |
1.3432 |
1.3334 |
|
| R2 |
1.3377 |
1.3377 |
1.3326 |
|
| R1 |
1.3344 |
1.3344 |
1.3318 |
1.3361 |
| PP |
1.3289 |
1.3289 |
1.3289 |
1.3298 |
| S1 |
1.3256 |
1.3256 |
1.3302 |
1.3273 |
| S2 |
1.3201 |
1.3201 |
1.3294 |
|
| S3 |
1.3113 |
1.3168 |
1.3286 |
|
| S4 |
1.3025 |
1.3080 |
1.3262 |
|
|
| Weekly Pivots for week ending 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3810 |
1.3700 |
1.3350 |
|
| R3 |
1.3644 |
1.3534 |
1.3305 |
|
| R2 |
1.3478 |
1.3478 |
1.3289 |
|
| R1 |
1.3368 |
1.3368 |
1.3274 |
1.3340 |
| PP |
1.3312 |
1.3312 |
1.3312 |
1.3298 |
| S1 |
1.3202 |
1.3202 |
1.3244 |
1.3174 |
| S2 |
1.3146 |
1.3146 |
1.3229 |
|
| S3 |
1.2980 |
1.3036 |
1.3213 |
|
| S4 |
1.2814 |
1.2870 |
1.3168 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3421 |
1.3235 |
0.0186 |
1.4% |
0.0081 |
0.6% |
40% |
False |
True |
19,206 |
| 10 |
1.3421 |
1.3204 |
0.0217 |
1.6% |
0.0071 |
0.5% |
49% |
False |
False |
12,119 |
| 20 |
1.3421 |
1.2855 |
0.0566 |
4.3% |
0.0054 |
0.4% |
80% |
False |
False |
6,648 |
| 40 |
1.3421 |
1.2605 |
0.0816 |
6.1% |
0.0040 |
0.3% |
86% |
False |
False |
3,586 |
| 60 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0034 |
0.3% |
87% |
False |
False |
2,489 |
| 80 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0026 |
0.2% |
87% |
False |
False |
1,874 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0022 |
0.2% |
87% |
False |
False |
1,500 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0019 |
0.1% |
87% |
False |
False |
1,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3697 |
|
2.618 |
1.3553 |
|
1.618 |
1.3465 |
|
1.000 |
1.3411 |
|
0.618 |
1.3377 |
|
HIGH |
1.3323 |
|
0.618 |
1.3289 |
|
0.500 |
1.3279 |
|
0.382 |
1.3269 |
|
LOW |
1.3235 |
|
0.618 |
1.3181 |
|
1.000 |
1.3147 |
|
1.618 |
1.3093 |
|
2.618 |
1.3005 |
|
4.250 |
1.2861 |
|
|
| Fisher Pivots for day following 11-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3300 |
1.3328 |
| PP |
1.3289 |
1.3322 |
| S1 |
1.3279 |
1.3316 |
|