CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 05-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2007 |
05-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3038 |
1.3001 |
-0.0037 |
-0.3% |
1.2998 |
| High |
1.3118 |
1.3005 |
-0.0113 |
-0.9% |
1.3118 |
| Low |
1.3030 |
1.3000 |
-0.0030 |
-0.2% |
1.2990 |
| Close |
1.3038 |
1.3001 |
-0.0037 |
-0.3% |
1.3038 |
| Range |
0.0088 |
0.0005 |
-0.0083 |
-94.3% |
0.0128 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
346 |
439 |
93 |
26.9% |
2,034 |
|
| Daily Pivots for day following 05-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3017 |
1.3014 |
1.3004 |
|
| R3 |
1.3012 |
1.3009 |
1.3002 |
|
| R2 |
1.3007 |
1.3007 |
1.3002 |
|
| R1 |
1.3004 |
1.3004 |
1.3001 |
1.3004 |
| PP |
1.3002 |
1.3002 |
1.3002 |
1.3002 |
| S1 |
1.2999 |
1.2999 |
1.3001 |
1.2999 |
| S2 |
1.2997 |
1.2997 |
1.3000 |
|
| S3 |
1.2992 |
1.2994 |
1.3000 |
|
| S4 |
1.2987 |
1.2989 |
1.2998 |
|
|
| Weekly Pivots for week ending 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3433 |
1.3363 |
1.3108 |
|
| R3 |
1.3305 |
1.3235 |
1.3073 |
|
| R2 |
1.3177 |
1.3177 |
1.3061 |
|
| R1 |
1.3107 |
1.3107 |
1.3050 |
1.3142 |
| PP |
1.3049 |
1.3049 |
1.3049 |
1.3066 |
| S1 |
1.2979 |
1.2979 |
1.3026 |
1.3014 |
| S2 |
1.2921 |
1.2921 |
1.3015 |
|
| S3 |
1.2793 |
1.2851 |
1.3003 |
|
| S4 |
1.2665 |
1.2723 |
1.2968 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3118 |
1.3000 |
0.0118 |
0.9% |
0.0041 |
0.3% |
1% |
False |
True |
396 |
| 10 |
1.3118 |
1.2970 |
0.0148 |
1.1% |
0.0030 |
0.2% |
21% |
False |
False |
372 |
| 20 |
1.3118 |
1.2970 |
0.0148 |
1.1% |
0.0025 |
0.2% |
21% |
False |
False |
350 |
| 40 |
1.3460 |
1.2970 |
0.0490 |
3.8% |
0.0029 |
0.2% |
6% |
False |
False |
281 |
| 60 |
1.3460 |
1.2895 |
0.0565 |
4.3% |
0.0022 |
0.2% |
19% |
False |
False |
207 |
| 80 |
1.3460 |
1.2642 |
0.0818 |
6.3% |
0.0018 |
0.1% |
44% |
False |
False |
156 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.3% |
0.0015 |
0.1% |
44% |
False |
False |
126 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.3% |
0.0012 |
0.1% |
44% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3026 |
|
2.618 |
1.3018 |
|
1.618 |
1.3013 |
|
1.000 |
1.3010 |
|
0.618 |
1.3008 |
|
HIGH |
1.3005 |
|
0.618 |
1.3003 |
|
0.500 |
1.3003 |
|
0.382 |
1.3002 |
|
LOW |
1.3000 |
|
0.618 |
1.2997 |
|
1.000 |
1.2995 |
|
1.618 |
1.2992 |
|
2.618 |
1.2987 |
|
4.250 |
1.2979 |
|
|
| Fisher Pivots for day following 05-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3003 |
1.3059 |
| PP |
1.3002 |
1.3040 |
| S1 |
1.3002 |
1.3020 |
|