CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 22-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2006 |
22-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3218 |
1.3243 |
0.0025 |
0.2% |
1.3148 |
| High |
1.3237 |
1.3260 |
0.0023 |
0.2% |
1.3272 |
| Low |
1.3189 |
1.3158 |
-0.0031 |
-0.2% |
1.3105 |
| Close |
1.3228 |
1.3168 |
-0.0060 |
-0.5% |
1.3168 |
| Range |
0.0048 |
0.0102 |
0.0054 |
112.5% |
0.0167 |
| ATR |
0.0074 |
0.0076 |
0.0002 |
2.7% |
0.0000 |
| Volume |
172,314 |
166,500 |
-5,814 |
-3.4% |
1,011,304 |
|
| Daily Pivots for day following 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3501 |
1.3437 |
1.3224 |
|
| R3 |
1.3399 |
1.3335 |
1.3196 |
|
| R2 |
1.3297 |
1.3297 |
1.3187 |
|
| R1 |
1.3233 |
1.3233 |
1.3177 |
1.3214 |
| PP |
1.3195 |
1.3195 |
1.3195 |
1.3186 |
| S1 |
1.3131 |
1.3131 |
1.3159 |
1.3112 |
| S2 |
1.3093 |
1.3093 |
1.3149 |
|
| S3 |
1.2991 |
1.3029 |
1.3140 |
|
| S4 |
1.2889 |
1.2927 |
1.3112 |
|
|
| Weekly Pivots for week ending 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3683 |
1.3592 |
1.3260 |
|
| R3 |
1.3516 |
1.3425 |
1.3214 |
|
| R2 |
1.3349 |
1.3349 |
1.3199 |
|
| R1 |
1.3258 |
1.3258 |
1.3183 |
1.3304 |
| PP |
1.3182 |
1.3182 |
1.3182 |
1.3204 |
| S1 |
1.3091 |
1.3091 |
1.3153 |
1.3137 |
| S2 |
1.3015 |
1.3015 |
1.3137 |
|
| S3 |
1.2848 |
1.2924 |
1.3122 |
|
| S4 |
1.2681 |
1.2757 |
1.3076 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3272 |
1.3105 |
0.0167 |
1.3% |
0.0072 |
0.5% |
38% |
False |
False |
202,260 |
| 10 |
1.3352 |
1.3105 |
0.0247 |
1.9% |
0.0079 |
0.6% |
26% |
False |
False |
161,264 |
| 20 |
1.3421 |
1.3105 |
0.0316 |
2.4% |
0.0072 |
0.5% |
20% |
False |
False |
84,852 |
| 40 |
1.3421 |
1.2759 |
0.0662 |
5.0% |
0.0054 |
0.4% |
62% |
False |
False |
42,793 |
| 60 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0042 |
0.3% |
70% |
False |
False |
28,657 |
| 80 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0034 |
0.3% |
70% |
False |
False |
21,519 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0028 |
0.2% |
70% |
False |
False |
17,215 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0025 |
0.2% |
70% |
False |
False |
14,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3694 |
|
2.618 |
1.3527 |
|
1.618 |
1.3425 |
|
1.000 |
1.3362 |
|
0.618 |
1.3323 |
|
HIGH |
1.3260 |
|
0.618 |
1.3221 |
|
0.500 |
1.3209 |
|
0.382 |
1.3197 |
|
LOW |
1.3158 |
|
0.618 |
1.3095 |
|
1.000 |
1.3056 |
|
1.618 |
1.2993 |
|
2.618 |
1.2891 |
|
4.250 |
1.2725 |
|
|
| Fisher Pivots for day following 22-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3209 |
1.3215 |
| PP |
1.3195 |
1.3199 |
| S1 |
1.3182 |
1.3184 |
|