CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 11-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2007 |
11-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3023 |
1.2975 |
-0.0048 |
-0.4% |
1.3372 |
| High |
1.3032 |
1.2990 |
-0.0042 |
-0.3% |
1.3378 |
| Low |
1.3025 |
1.2972 |
-0.0053 |
-0.4% |
1.3073 |
| Close |
1.3023 |
1.2973 |
-0.0050 |
-0.4% |
1.3097 |
| Range |
0.0007 |
0.0018 |
0.0011 |
157.1% |
0.0305 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
109 |
317 |
208 |
190.8% |
1,021 |
|
| Daily Pivots for day following 11-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3032 |
1.3021 |
1.2983 |
|
| R3 |
1.3014 |
1.3003 |
1.2978 |
|
| R2 |
1.2996 |
1.2996 |
1.2976 |
|
| R1 |
1.2985 |
1.2985 |
1.2975 |
1.2982 |
| PP |
1.2978 |
1.2978 |
1.2978 |
1.2977 |
| S1 |
1.2967 |
1.2967 |
1.2971 |
1.2964 |
| S2 |
1.2960 |
1.2960 |
1.2970 |
|
| S3 |
1.2942 |
1.2949 |
1.2968 |
|
| S4 |
1.2924 |
1.2931 |
1.2963 |
|
|
| Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4098 |
1.3902 |
1.3265 |
|
| R3 |
1.3793 |
1.3597 |
1.3181 |
|
| R2 |
1.3488 |
1.3488 |
1.3153 |
|
| R1 |
1.3292 |
1.3292 |
1.3125 |
1.3238 |
| PP |
1.3183 |
1.3183 |
1.3183 |
1.3155 |
| S1 |
1.2987 |
1.2987 |
1.3069 |
1.2933 |
| S2 |
1.2878 |
1.2878 |
1.3041 |
|
| S3 |
1.2573 |
1.2682 |
1.3013 |
|
| S4 |
1.2268 |
1.2377 |
1.2929 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3118 |
1.2972 |
0.0146 |
1.1% |
0.0021 |
0.2% |
1% |
False |
True |
259 |
| 10 |
1.3378 |
1.2972 |
0.0406 |
3.1% |
0.0026 |
0.2% |
0% |
False |
True |
246 |
| 20 |
1.3378 |
1.2972 |
0.0406 |
3.1% |
0.0023 |
0.2% |
0% |
False |
True |
250 |
| 40 |
1.3460 |
1.2912 |
0.0548 |
4.2% |
0.0022 |
0.2% |
11% |
False |
False |
161 |
| 60 |
1.3460 |
1.2671 |
0.0789 |
6.1% |
0.0016 |
0.1% |
38% |
False |
False |
108 |
| 80 |
1.3460 |
1.2642 |
0.0818 |
6.3% |
0.0013 |
0.1% |
40% |
False |
False |
83 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.3% |
0.0011 |
0.1% |
40% |
False |
False |
67 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.3% |
0.0009 |
0.1% |
40% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3067 |
|
2.618 |
1.3037 |
|
1.618 |
1.3019 |
|
1.000 |
1.3008 |
|
0.618 |
1.3001 |
|
HIGH |
1.2990 |
|
0.618 |
1.2983 |
|
0.500 |
1.2981 |
|
0.382 |
1.2979 |
|
LOW |
1.2972 |
|
0.618 |
1.2961 |
|
1.000 |
1.2954 |
|
1.618 |
1.2943 |
|
2.618 |
1.2925 |
|
4.250 |
1.2896 |
|
|
| Fisher Pivots for day following 11-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.2981 |
1.3036 |
| PP |
1.2978 |
1.3015 |
| S1 |
1.2976 |
1.2994 |
|