CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 14-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2006 |
14-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3325 |
1.3246 |
-0.0079 |
-0.6% |
1.3361 |
| High |
1.3326 |
1.3256 |
-0.0070 |
-0.5% |
1.3421 |
| Low |
1.3252 |
1.3198 |
-0.0054 |
-0.4% |
1.3255 |
| Close |
1.3261 |
1.3209 |
-0.0052 |
-0.4% |
1.3259 |
| Range |
0.0074 |
0.0058 |
-0.0016 |
-21.6% |
0.0166 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
85,226 |
165,668 |
80,442 |
94.4% |
61,970 |
|
| Daily Pivots for day following 14-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3395 |
1.3360 |
1.3241 |
|
| R3 |
1.3337 |
1.3302 |
1.3225 |
|
| R2 |
1.3279 |
1.3279 |
1.3220 |
|
| R1 |
1.3244 |
1.3244 |
1.3214 |
1.3233 |
| PP |
1.3221 |
1.3221 |
1.3221 |
1.3215 |
| S1 |
1.3186 |
1.3186 |
1.3204 |
1.3175 |
| S2 |
1.3163 |
1.3163 |
1.3198 |
|
| S3 |
1.3105 |
1.3128 |
1.3193 |
|
| S4 |
1.3047 |
1.3070 |
1.3177 |
|
|
| 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 |
1.3198 |
0.0223 |
1.7% |
0.0093 |
0.7% |
5% |
False |
True |
78,461 |
| 10 |
1.3421 |
1.3198 |
0.0223 |
1.7% |
0.0075 |
0.6% |
5% |
False |
True |
44,028 |
| 20 |
1.3421 |
1.2855 |
0.0566 |
4.3% |
0.0058 |
0.4% |
63% |
False |
False |
23,126 |
| 40 |
1.3421 |
1.2633 |
0.0788 |
6.0% |
0.0045 |
0.3% |
73% |
False |
False |
11,833 |
| 60 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0036 |
0.3% |
75% |
False |
False |
8,004 |
| 80 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0029 |
0.2% |
75% |
False |
False |
6,015 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0024 |
0.2% |
75% |
False |
False |
4,813 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0021 |
0.2% |
75% |
False |
False |
4,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3503 |
|
2.618 |
1.3408 |
|
1.618 |
1.3350 |
|
1.000 |
1.3314 |
|
0.618 |
1.3292 |
|
HIGH |
1.3256 |
|
0.618 |
1.3234 |
|
0.500 |
1.3227 |
|
0.382 |
1.3220 |
|
LOW |
1.3198 |
|
0.618 |
1.3162 |
|
1.000 |
1.3140 |
|
1.618 |
1.3104 |
|
2.618 |
1.3046 |
|
4.250 |
1.2952 |
|
|
| Fisher Pivots for day following 14-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3227 |
1.3275 |
| PP |
1.3221 |
1.3253 |
| S1 |
1.3215 |
1.3231 |
|