CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 26-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2006 |
26-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1.3243 |
1.3184 |
-0.0059 |
-0.4% |
1.3148 |
| High |
1.3260 |
1.3188 |
-0.0072 |
-0.5% |
1.3272 |
| Low |
1.3158 |
1.3141 |
-0.0017 |
-0.1% |
1.3105 |
| Close |
1.3168 |
1.3149 |
-0.0019 |
-0.1% |
1.3168 |
| Range |
0.0102 |
0.0047 |
-0.0055 |
-53.9% |
0.0167 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
166,500 |
150,600 |
-15,900 |
-9.5% |
1,011,304 |
|
| Daily Pivots for day following 26-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3300 |
1.3272 |
1.3175 |
|
| R3 |
1.3253 |
1.3225 |
1.3162 |
|
| R2 |
1.3206 |
1.3206 |
1.3158 |
|
| R1 |
1.3178 |
1.3178 |
1.3153 |
1.3169 |
| PP |
1.3159 |
1.3159 |
1.3159 |
1.3155 |
| S1 |
1.3131 |
1.3131 |
1.3145 |
1.3122 |
| S2 |
1.3112 |
1.3112 |
1.3140 |
|
| S3 |
1.3065 |
1.3084 |
1.3136 |
|
| S4 |
1.3018 |
1.3037 |
1.3123 |
|
|
| 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 |
1.3141 |
0.0131 |
1.0% |
0.0068 |
0.5% |
6% |
False |
True |
174,836 |
| 10 |
1.3352 |
1.3105 |
0.0247 |
1.9% |
0.0074 |
0.6% |
18% |
False |
False |
172,222 |
| 20 |
1.3421 |
1.3105 |
0.0316 |
2.4% |
0.0073 |
0.6% |
14% |
False |
False |
92,170 |
| 40 |
1.3421 |
1.2759 |
0.0662 |
5.0% |
0.0055 |
0.4% |
59% |
False |
False |
46,536 |
| 60 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0042 |
0.3% |
67% |
False |
False |
31,166 |
| 80 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0035 |
0.3% |
67% |
False |
False |
23,401 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0028 |
0.2% |
67% |
False |
False |
18,721 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0025 |
0.2% |
67% |
False |
False |
15,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3388 |
|
2.618 |
1.3311 |
|
1.618 |
1.3264 |
|
1.000 |
1.3235 |
|
0.618 |
1.3217 |
|
HIGH |
1.3188 |
|
0.618 |
1.3170 |
|
0.500 |
1.3165 |
|
0.382 |
1.3159 |
|
LOW |
1.3141 |
|
0.618 |
1.3112 |
|
1.000 |
1.3094 |
|
1.618 |
1.3065 |
|
2.618 |
1.3018 |
|
4.250 |
1.2941 |
|
|
| Fisher Pivots for day following 26-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.3165 |
1.3201 |
| PP |
1.3159 |
1.3183 |
| S1 |
1.3154 |
1.3166 |
|