CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 03-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2007 |
03-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3372 |
1.3283 |
-0.0089 |
-0.7% |
1.3195 |
| High |
1.3378 |
1.3283 |
-0.0095 |
-0.7% |
1.3290 |
| Low |
1.3370 |
1.3250 |
-0.0120 |
-0.9% |
1.3195 |
| Close |
1.3379 |
1.3257 |
-0.0122 |
-0.9% |
1.3282 |
| Range |
0.0008 |
0.0033 |
0.0025 |
312.5% |
0.0095 |
| ATR |
0.0056 |
0.0061 |
0.0005 |
9.3% |
0.0000 |
| Volume |
436 |
103 |
-333 |
-76.4% |
810 |
|
| Daily Pivots for day following 03-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3362 |
1.3343 |
1.3275 |
|
| R3 |
1.3329 |
1.3310 |
1.3266 |
|
| R2 |
1.3296 |
1.3296 |
1.3263 |
|
| R1 |
1.3277 |
1.3277 |
1.3260 |
1.3270 |
| PP |
1.3263 |
1.3263 |
1.3263 |
1.3260 |
| S1 |
1.3244 |
1.3244 |
1.3254 |
1.3237 |
| S2 |
1.3230 |
1.3230 |
1.3251 |
|
| S3 |
1.3197 |
1.3211 |
1.3248 |
|
| S4 |
1.3164 |
1.3178 |
1.3239 |
|
|
| Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3541 |
1.3506 |
1.3334 |
|
| R3 |
1.3446 |
1.3411 |
1.3308 |
|
| R2 |
1.3351 |
1.3351 |
1.3299 |
|
| R1 |
1.3316 |
1.3316 |
1.3291 |
1.3334 |
| PP |
1.3256 |
1.3256 |
1.3256 |
1.3264 |
| S1 |
1.3221 |
1.3221 |
1.3273 |
1.3239 |
| S2 |
1.3161 |
1.3161 |
1.3265 |
|
| S3 |
1.3066 |
1.3126 |
1.3256 |
|
| S4 |
1.2971 |
1.3031 |
1.3230 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3378 |
1.3220 |
0.0158 |
1.2% |
0.0026 |
0.2% |
23% |
False |
False |
185 |
| 10 |
1.3378 |
1.3195 |
0.0183 |
1.4% |
0.0028 |
0.2% |
34% |
False |
False |
311 |
| 20 |
1.3460 |
1.3160 |
0.0300 |
2.3% |
0.0033 |
0.3% |
32% |
False |
False |
204 |
| 40 |
1.3460 |
1.2846 |
0.0614 |
4.6% |
0.0019 |
0.1% |
67% |
False |
False |
123 |
| 60 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0014 |
0.1% |
75% |
False |
False |
83 |
| 80 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0011 |
0.1% |
75% |
False |
False |
64 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0009 |
0.1% |
75% |
False |
False |
51 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0009 |
0.1% |
75% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3423 |
|
2.618 |
1.3369 |
|
1.618 |
1.3336 |
|
1.000 |
1.3316 |
|
0.618 |
1.3303 |
|
HIGH |
1.3283 |
|
0.618 |
1.3270 |
|
0.500 |
1.3267 |
|
0.382 |
1.3263 |
|
LOW |
1.3250 |
|
0.618 |
1.3230 |
|
1.000 |
1.3217 |
|
1.618 |
1.3197 |
|
2.618 |
1.3164 |
|
4.250 |
1.3110 |
|
|
| Fisher Pivots for day following 03-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3267 |
1.3313 |
| PP |
1.3263 |
1.3294 |
| S1 |
1.3260 |
1.3276 |
|