CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 25-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2007 |
25-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3034 |
1.3060 |
0.0026 |
0.2% |
1.3005 |
| High |
1.3041 |
1.3060 |
0.0019 |
0.1% |
1.3045 |
| Low |
1.3034 |
1.3060 |
0.0026 |
0.2% |
1.2999 |
| Close |
1.3040 |
1.3004 |
-0.0036 |
-0.3% |
1.3045 |
| Range |
0.0007 |
0.0000 |
-0.0007 |
-100.0% |
0.0046 |
| ATR |
0.0053 |
0.0050 |
-0.0002 |
-4.4% |
0.0000 |
| Volume |
293 |
317 |
24 |
8.2% |
1,206 |
|
| Daily Pivots for day following 25-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3041 |
1.3023 |
1.3004 |
|
| R3 |
1.3041 |
1.3023 |
1.3004 |
|
| R2 |
1.3041 |
1.3041 |
1.3004 |
|
| R1 |
1.3023 |
1.3023 |
1.3004 |
1.3032 |
| PP |
1.3041 |
1.3041 |
1.3041 |
1.3046 |
| S1 |
1.3023 |
1.3023 |
1.3004 |
1.3032 |
| S2 |
1.3041 |
1.3041 |
1.3004 |
|
| S3 |
1.3041 |
1.3023 |
1.3004 |
|
| S4 |
1.3041 |
1.3023 |
1.3004 |
|
|
| Weekly Pivots for week ending 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3168 |
1.3152 |
1.3070 |
|
| R3 |
1.3122 |
1.3106 |
1.3058 |
|
| R2 |
1.3076 |
1.3076 |
1.3053 |
|
| R1 |
1.3060 |
1.3060 |
1.3049 |
1.3068 |
| PP |
1.3030 |
1.3030 |
1.3030 |
1.3034 |
| S1 |
1.3014 |
1.3014 |
1.3041 |
1.3022 |
| S2 |
1.2984 |
1.2984 |
1.3037 |
|
| S3 |
1.2938 |
1.2968 |
1.3032 |
|
| S4 |
1.2892 |
1.2922 |
1.3020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3117 |
1.2999 |
0.0118 |
0.9% |
0.0016 |
0.1% |
4% |
False |
False |
266 |
| 10 |
1.3117 |
1.2972 |
0.0145 |
1.1% |
0.0017 |
0.1% |
22% |
False |
False |
333 |
| 20 |
1.3378 |
1.2972 |
0.0406 |
3.1% |
0.0020 |
0.2% |
8% |
False |
False |
275 |
| 40 |
1.3460 |
1.2972 |
0.0488 |
3.8% |
0.0025 |
0.2% |
7% |
False |
False |
236 |
| 60 |
1.3460 |
1.2830 |
0.0630 |
4.8% |
0.0018 |
0.1% |
28% |
False |
False |
158 |
| 80 |
1.3460 |
1.2642 |
0.0818 |
6.3% |
0.0014 |
0.1% |
44% |
False |
False |
120 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.3% |
0.0012 |
0.1% |
44% |
False |
False |
97 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.3% |
0.0010 |
0.1% |
44% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3060 |
|
2.618 |
1.3060 |
|
1.618 |
1.3060 |
|
1.000 |
1.3060 |
|
0.618 |
1.3060 |
|
HIGH |
1.3060 |
|
0.618 |
1.3060 |
|
0.500 |
1.3060 |
|
0.382 |
1.3060 |
|
LOW |
1.3060 |
|
0.618 |
1.3060 |
|
1.000 |
1.3060 |
|
1.618 |
1.3060 |
|
2.618 |
1.3060 |
|
4.250 |
1.3060 |
|
|
| Fisher Pivots for day following 25-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3060 |
1.3076 |
| PP |
1.3041 |
1.3052 |
| S1 |
1.3023 |
1.3028 |
|