CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 26-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2007 |
26-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3060 |
1.2984 |
-0.0076 |
-0.6% |
1.3033 |
| High |
1.3060 |
1.2995 |
-0.0065 |
-0.5% |
1.3117 |
| Low |
1.3060 |
1.2970 |
-0.0090 |
-0.7% |
1.2970 |
| Close |
1.3004 |
1.2984 |
-0.0020 |
-0.2% |
1.2984 |
| Range |
0.0000 |
0.0025 |
0.0025 |
|
0.0147 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
317 |
444 |
127 |
40.1% |
1,411 |
|
| Daily Pivots for day following 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3058 |
1.3046 |
1.2998 |
|
| R3 |
1.3033 |
1.3021 |
1.2991 |
|
| R2 |
1.3008 |
1.3008 |
1.2989 |
|
| R1 |
1.2996 |
1.2996 |
1.2986 |
1.2997 |
| PP |
1.2983 |
1.2983 |
1.2983 |
1.2983 |
| S1 |
1.2971 |
1.2971 |
1.2982 |
1.2972 |
| S2 |
1.2958 |
1.2958 |
1.2979 |
|
| S3 |
1.2933 |
1.2946 |
1.2977 |
|
| S4 |
1.2908 |
1.2921 |
1.2970 |
|
|
| Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3465 |
1.3371 |
1.3065 |
|
| R3 |
1.3318 |
1.3224 |
1.3024 |
|
| R2 |
1.3171 |
1.3171 |
1.3011 |
|
| R1 |
1.3077 |
1.3077 |
1.2997 |
1.3051 |
| PP |
1.3024 |
1.3024 |
1.3024 |
1.3010 |
| S1 |
1.2930 |
1.2930 |
1.2971 |
1.2904 |
| S2 |
1.2877 |
1.2877 |
1.2957 |
|
| S3 |
1.2730 |
1.2783 |
1.2944 |
|
| S4 |
1.2583 |
1.2636 |
1.2903 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3117 |
1.2970 |
0.0147 |
1.1% |
0.0012 |
0.1% |
10% |
False |
True |
282 |
| 10 |
1.3117 |
1.2970 |
0.0147 |
1.1% |
0.0017 |
0.1% |
10% |
False |
True |
346 |
| 20 |
1.3378 |
1.2970 |
0.0408 |
3.1% |
0.0022 |
0.2% |
3% |
False |
True |
296 |
| 40 |
1.3460 |
1.2970 |
0.0490 |
3.8% |
0.0025 |
0.2% |
3% |
False |
True |
245 |
| 60 |
1.3460 |
1.2830 |
0.0630 |
4.9% |
0.0019 |
0.1% |
24% |
False |
False |
166 |
| 80 |
1.3460 |
1.2642 |
0.0818 |
6.3% |
0.0015 |
0.1% |
42% |
False |
False |
125 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.3% |
0.0012 |
0.1% |
42% |
False |
False |
101 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.3% |
0.0010 |
0.1% |
42% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3101 |
|
2.618 |
1.3060 |
|
1.618 |
1.3035 |
|
1.000 |
1.3020 |
|
0.618 |
1.3010 |
|
HIGH |
1.2995 |
|
0.618 |
1.2985 |
|
0.500 |
1.2983 |
|
0.382 |
1.2980 |
|
LOW |
1.2970 |
|
0.618 |
1.2955 |
|
1.000 |
1.2945 |
|
1.618 |
1.2930 |
|
2.618 |
1.2905 |
|
4.250 |
1.2864 |
|
|
| Fisher Pivots for day following 26-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.2984 |
1.3015 |
| PP |
1.2983 |
1.3005 |
| S1 |
1.2983 |
1.2994 |
|