CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 30-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2007 |
30-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.2998 |
1.3037 |
0.0039 |
0.3% |
1.3033 |
| High |
1.3030 |
1.3037 |
0.0007 |
0.1% |
1.3117 |
| Low |
1.2990 |
1.3037 |
0.0047 |
0.4% |
1.2970 |
| Close |
1.3032 |
1.3037 |
0.0005 |
0.0% |
1.2984 |
| Range |
0.0040 |
0.0000 |
-0.0040 |
-100.0% |
0.0147 |
| ATR |
0.0049 |
0.0046 |
-0.0003 |
-6.4% |
0.0000 |
| Volume |
493 |
259 |
-234 |
-47.5% |
1,411 |
|
| Daily Pivots for day following 30-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3037 |
1.3037 |
1.3037 |
|
| R3 |
1.3037 |
1.3037 |
1.3037 |
|
| R2 |
1.3037 |
1.3037 |
1.3037 |
|
| R1 |
1.3037 |
1.3037 |
1.3037 |
1.3037 |
| PP |
1.3037 |
1.3037 |
1.3037 |
1.3037 |
| S1 |
1.3037 |
1.3037 |
1.3037 |
1.3037 |
| S2 |
1.3037 |
1.3037 |
1.3037 |
|
| S3 |
1.3037 |
1.3037 |
1.3037 |
|
| S4 |
1.3037 |
1.3037 |
1.3037 |
|
|
| 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 |
1.3060 |
1.2970 |
0.0090 |
0.7% |
0.0014 |
0.1% |
74% |
False |
False |
361 |
| 10 |
1.3117 |
1.2970 |
0.0147 |
1.1% |
0.0017 |
0.1% |
46% |
False |
False |
311 |
| 20 |
1.3378 |
1.2970 |
0.0408 |
3.1% |
0.0019 |
0.1% |
16% |
False |
False |
315 |
| 40 |
1.3460 |
1.2970 |
0.0490 |
3.8% |
0.0026 |
0.2% |
14% |
False |
False |
263 |
| 60 |
1.3460 |
1.2835 |
0.0625 |
4.8% |
0.0018 |
0.1% |
32% |
False |
False |
178 |
| 80 |
1.3460 |
1.2642 |
0.0818 |
6.3% |
0.0015 |
0.1% |
48% |
False |
False |
134 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.3% |
0.0013 |
0.1% |
48% |
False |
False |
109 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.3% |
0.0011 |
0.1% |
48% |
False |
False |
91 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3037 |
|
2.618 |
1.3037 |
|
1.618 |
1.3037 |
|
1.000 |
1.3037 |
|
0.618 |
1.3037 |
|
HIGH |
1.3037 |
|
0.618 |
1.3037 |
|
0.500 |
1.3037 |
|
0.382 |
1.3037 |
|
LOW |
1.3037 |
|
0.618 |
1.3037 |
|
1.000 |
1.3037 |
|
1.618 |
1.3037 |
|
2.618 |
1.3037 |
|
4.250 |
1.3037 |
|
|
| Fisher Pivots for day following 30-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3037 |
1.3026 |
| PP |
1.3037 |
1.3015 |
| S1 |
1.3037 |
1.3004 |
|