CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 01-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2007 |
01-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3030 |
1.3102 |
0.0072 |
0.6% |
1.3033 |
| High |
1.3106 |
1.3105 |
-0.0001 |
0.0% |
1.3117 |
| Low |
1.3008 |
1.3092 |
0.0084 |
0.6% |
1.2970 |
| Close |
1.3104 |
1.3096 |
-0.0008 |
-0.1% |
1.2984 |
| Range |
0.0098 |
0.0013 |
-0.0085 |
-86.7% |
0.0147 |
| ATR |
0.0050 |
0.0047 |
-0.0003 |
-5.3% |
0.0000 |
| Volume |
237 |
699 |
462 |
194.9% |
1,411 |
|
| Daily Pivots for day following 01-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3137 |
1.3129 |
1.3103 |
|
| R3 |
1.3124 |
1.3116 |
1.3100 |
|
| R2 |
1.3111 |
1.3111 |
1.3098 |
|
| R1 |
1.3103 |
1.3103 |
1.3097 |
1.3101 |
| PP |
1.3098 |
1.3098 |
1.3098 |
1.3096 |
| S1 |
1.3090 |
1.3090 |
1.3095 |
1.3088 |
| S2 |
1.3085 |
1.3085 |
1.3094 |
|
| S3 |
1.3072 |
1.3077 |
1.3092 |
|
| S4 |
1.3059 |
1.3064 |
1.3089 |
|
|
| 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 |
1.3106 |
1.2970 |
0.0136 |
1.0% |
0.0035 |
0.3% |
93% |
False |
False |
426 |
| 10 |
1.3117 |
1.2970 |
0.0147 |
1.1% |
0.0026 |
0.2% |
86% |
False |
False |
346 |
| 20 |
1.3197 |
1.2970 |
0.0227 |
1.7% |
0.0023 |
0.2% |
56% |
False |
False |
335 |
| 40 |
1.3460 |
1.2970 |
0.0490 |
3.7% |
0.0028 |
0.2% |
26% |
False |
False |
269 |
| 60 |
1.3460 |
1.2846 |
0.0614 |
4.7% |
0.0020 |
0.2% |
41% |
False |
False |
194 |
| 80 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0017 |
0.1% |
56% |
False |
False |
146 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0014 |
0.1% |
56% |
False |
False |
118 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0012 |
0.1% |
56% |
False |
False |
99 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3160 |
|
2.618 |
1.3139 |
|
1.618 |
1.3126 |
|
1.000 |
1.3118 |
|
0.618 |
1.3113 |
|
HIGH |
1.3105 |
|
0.618 |
1.3100 |
|
0.500 |
1.3099 |
|
0.382 |
1.3097 |
|
LOW |
1.3092 |
|
0.618 |
1.3084 |
|
1.000 |
1.3079 |
|
1.618 |
1.3071 |
|
2.618 |
1.3058 |
|
4.250 |
1.3037 |
|
|
| Fisher Pivots for day following 01-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3099 |
1.3083 |
| PP |
1.3098 |
1.3070 |
| S1 |
1.3097 |
1.3057 |
|