CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 19-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2006 |
19-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3148 |
1.3209 |
0.0061 |
0.5% |
1.3235 |
| High |
1.3172 |
1.3269 |
0.0097 |
0.7% |
1.3352 |
| Low |
1.3105 |
1.3185 |
0.0080 |
0.6% |
1.3114 |
| Close |
1.3152 |
1.3246 |
0.0094 |
0.7% |
1.3136 |
| Range |
0.0067 |
0.0084 |
0.0017 |
25.4% |
0.0238 |
| ATR |
0.0074 |
0.0077 |
0.0003 |
4.1% |
0.0000 |
| Volume |
287,723 |
149,425 |
-138,298 |
-48.1% |
601,341 |
|
| Daily Pivots for day following 19-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3485 |
1.3450 |
1.3292 |
|
| R3 |
1.3401 |
1.3366 |
1.3269 |
|
| R2 |
1.3317 |
1.3317 |
1.3261 |
|
| R1 |
1.3282 |
1.3282 |
1.3254 |
1.3300 |
| PP |
1.3233 |
1.3233 |
1.3233 |
1.3242 |
| S1 |
1.3198 |
1.3198 |
1.3238 |
1.3216 |
| S2 |
1.3149 |
1.3149 |
1.3231 |
|
| S3 |
1.3065 |
1.3114 |
1.3223 |
|
| S4 |
1.2981 |
1.3030 |
1.3200 |
|
|
| Weekly Pivots for week ending 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3915 |
1.3763 |
1.3267 |
|
| R3 |
1.3677 |
1.3525 |
1.3201 |
|
| R2 |
1.3439 |
1.3439 |
1.3180 |
|
| R1 |
1.3287 |
1.3287 |
1.3158 |
1.3244 |
| PP |
1.3201 |
1.3201 |
1.3201 |
1.3179 |
| S1 |
1.3049 |
1.3049 |
1.3114 |
1.3006 |
| S2 |
1.2963 |
1.2963 |
1.3092 |
|
| S3 |
1.2725 |
1.2811 |
1.3071 |
|
| S4 |
1.2487 |
1.2573 |
1.3005 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3326 |
1.3105 |
0.0221 |
1.7% |
0.0082 |
0.6% |
64% |
False |
False |
183,410 |
| 10 |
1.3421 |
1.3105 |
0.0316 |
2.4% |
0.0083 |
0.6% |
45% |
False |
False |
108,198 |
| 20 |
1.3421 |
1.2892 |
0.0529 |
4.0% |
0.0066 |
0.5% |
67% |
False |
False |
56,322 |
| 40 |
1.3421 |
1.2633 |
0.0788 |
5.9% |
0.0050 |
0.4% |
78% |
False |
False |
28,463 |
| 60 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0039 |
0.3% |
79% |
False |
False |
19,097 |
| 80 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0032 |
0.2% |
79% |
False |
False |
14,342 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0026 |
0.2% |
79% |
False |
False |
11,474 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0023 |
0.2% |
79% |
False |
False |
9,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3626 |
|
2.618 |
1.3489 |
|
1.618 |
1.3405 |
|
1.000 |
1.3353 |
|
0.618 |
1.3321 |
|
HIGH |
1.3269 |
|
0.618 |
1.3237 |
|
0.500 |
1.3227 |
|
0.382 |
1.3217 |
|
LOW |
1.3185 |
|
0.618 |
1.3133 |
|
1.000 |
1.3101 |
|
1.618 |
1.3049 |
|
2.618 |
1.2965 |
|
4.250 |
1.2828 |
|
|
| Fisher Pivots for day following 19-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3240 |
1.3226 |
| PP |
1.3233 |
1.3207 |
| S1 |
1.3227 |
1.3187 |
|