CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 04-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2007 |
04-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3283 |
1.3196 |
-0.0087 |
-0.7% |
1.3195 |
| High |
1.3283 |
1.3197 |
-0.0086 |
-0.6% |
1.3290 |
| Low |
1.3250 |
1.3175 |
-0.0075 |
-0.6% |
1.3195 |
| Close |
1.3257 |
1.3176 |
-0.0081 |
-0.6% |
1.3282 |
| Range |
0.0033 |
0.0022 |
-0.0011 |
-33.3% |
0.0095 |
| ATR |
0.0061 |
0.0063 |
0.0001 |
2.4% |
0.0000 |
| Volume |
103 |
264 |
161 |
156.3% |
810 |
|
| Daily Pivots for day following 04-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3249 |
1.3234 |
1.3188 |
|
| R3 |
1.3227 |
1.3212 |
1.3182 |
|
| R2 |
1.3205 |
1.3205 |
1.3180 |
|
| R1 |
1.3190 |
1.3190 |
1.3178 |
1.3187 |
| PP |
1.3183 |
1.3183 |
1.3183 |
1.3181 |
| S1 |
1.3168 |
1.3168 |
1.3174 |
1.3165 |
| S2 |
1.3161 |
1.3161 |
1.3172 |
|
| S3 |
1.3139 |
1.3146 |
1.3170 |
|
| S4 |
1.3117 |
1.3124 |
1.3164 |
|
|
| 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 |
1.3175 |
0.0203 |
1.5% |
0.0031 |
0.2% |
0% |
False |
True |
233 |
| 10 |
1.3378 |
1.3175 |
0.0203 |
1.5% |
0.0023 |
0.2% |
0% |
False |
True |
321 |
| 20 |
1.3460 |
1.3160 |
0.0300 |
2.3% |
0.0034 |
0.3% |
5% |
False |
False |
212 |
| 40 |
1.3460 |
1.2895 |
0.0565 |
4.3% |
0.0019 |
0.1% |
50% |
False |
False |
129 |
| 60 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0015 |
0.1% |
65% |
False |
False |
87 |
| 80 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0012 |
0.1% |
65% |
False |
False |
67 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0010 |
0.1% |
65% |
False |
False |
54 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0009 |
0.1% |
65% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3291 |
|
2.618 |
1.3255 |
|
1.618 |
1.3233 |
|
1.000 |
1.3219 |
|
0.618 |
1.3211 |
|
HIGH |
1.3197 |
|
0.618 |
1.3189 |
|
0.500 |
1.3186 |
|
0.382 |
1.3183 |
|
LOW |
1.3175 |
|
0.618 |
1.3161 |
|
1.000 |
1.3153 |
|
1.618 |
1.3139 |
|
2.618 |
1.3117 |
|
4.250 |
1.3082 |
|
|
| Fisher Pivots for day following 04-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3186 |
1.3277 |
| PP |
1.3183 |
1.3243 |
| S1 |
1.3179 |
1.3210 |
|