CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 13-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2006 |
13-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3303 |
1.3325 |
0.0022 |
0.2% |
1.3361 |
| High |
1.3352 |
1.3326 |
-0.0026 |
-0.2% |
1.3421 |
| Low |
1.3275 |
1.3252 |
-0.0023 |
-0.2% |
1.3255 |
| Close |
1.3333 |
1.3261 |
-0.0072 |
-0.5% |
1.3259 |
| Range |
0.0077 |
0.0074 |
-0.0003 |
-3.9% |
0.0166 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
1.0% |
0.0000 |
| Volume |
80,417 |
85,226 |
4,809 |
6.0% |
61,970 |
|
| Daily Pivots for day following 13-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3502 |
1.3455 |
1.3302 |
|
| R3 |
1.3428 |
1.3381 |
1.3281 |
|
| R2 |
1.3354 |
1.3354 |
1.3275 |
|
| R1 |
1.3307 |
1.3307 |
1.3268 |
1.3294 |
| PP |
1.3280 |
1.3280 |
1.3280 |
1.3273 |
| S1 |
1.3233 |
1.3233 |
1.3254 |
1.3220 |
| S2 |
1.3206 |
1.3206 |
1.3247 |
|
| S3 |
1.3132 |
1.3159 |
1.3241 |
|
| S4 |
1.3058 |
1.3085 |
1.3220 |
|
|
| 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% |
0.0088 |
0.7% |
14% |
False |
False |
48,317 |
| 10 |
1.3421 |
1.3235 |
0.0186 |
1.4% |
0.0078 |
0.6% |
14% |
False |
False |
27,912 |
| 20 |
1.3421 |
1.2855 |
0.0566 |
4.3% |
0.0057 |
0.4% |
72% |
False |
False |
14,880 |
| 40 |
1.3421 |
1.2605 |
0.0816 |
6.2% |
0.0044 |
0.3% |
80% |
False |
False |
7,697 |
| 60 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0036 |
0.3% |
81% |
False |
False |
5,245 |
| 80 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0028 |
0.2% |
81% |
False |
False |
3,944 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0023 |
0.2% |
81% |
False |
False |
3,156 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0020 |
0.2% |
81% |
False |
False |
2,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3641 |
|
2.618 |
1.3520 |
|
1.618 |
1.3446 |
|
1.000 |
1.3400 |
|
0.618 |
1.3372 |
|
HIGH |
1.3326 |
|
0.618 |
1.3298 |
|
0.500 |
1.3289 |
|
0.382 |
1.3280 |
|
LOW |
1.3252 |
|
0.618 |
1.3206 |
|
1.000 |
1.3178 |
|
1.618 |
1.3132 |
|
2.618 |
1.3058 |
|
4.250 |
1.2938 |
|
|
| Fisher Pivots for day following 13-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3289 |
1.3294 |
| PP |
1.3280 |
1.3283 |
| S1 |
1.3270 |
1.3272 |
|