What is the difference between "Native American" and "Mexican Indian"??

Okay, I'm Native American and I'd be offended if someone called me Mexican Indian because I'm not Mexican. I'm okay with being called American Indian because I'm from America. Mexican Indians should be okay with being called American Indians or Native Americans because they are from America (Not the United States, but North/South America). That would be a technical term that you could call all Indians that are from any place on the north or south american continent. But it would be wrong to call me (a Cherokee) Mexican Indian, because I'm not from Mexico.