CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 12-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2007 |
12-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3074 |
1.3032 |
-0.0042 |
-0.3% |
1.3001 |
| High |
1.3078 |
1.3032 |
-0.0046 |
-0.4% |
1.3100 |
| Low |
1.3065 |
1.3030 |
-0.0035 |
-0.3% |
1.3000 |
| Close |
1.3074 |
1.3029 |
-0.0045 |
-0.3% |
1.3074 |
| Range |
0.0013 |
0.0002 |
-0.0011 |
-84.6% |
0.0100 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
303 |
411 |
108 |
35.6% |
1,752 |
|
| Daily Pivots for day following 12-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3036 |
1.3035 |
1.3030 |
|
| R3 |
1.3034 |
1.3033 |
1.3030 |
|
| R2 |
1.3032 |
1.3032 |
1.3029 |
|
| R1 |
1.3031 |
1.3031 |
1.3029 |
1.3031 |
| PP |
1.3030 |
1.3030 |
1.3030 |
1.3030 |
| S1 |
1.3029 |
1.3029 |
1.3029 |
1.3029 |
| S2 |
1.3028 |
1.3028 |
1.3029 |
|
| S3 |
1.3026 |
1.3027 |
1.3028 |
|
| S4 |
1.3024 |
1.3025 |
1.3028 |
|
|
| Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3358 |
1.3316 |
1.3129 |
|
| R3 |
1.3258 |
1.3216 |
1.3102 |
|
| R2 |
1.3158 |
1.3158 |
1.3092 |
|
| R1 |
1.3116 |
1.3116 |
1.3083 |
1.3137 |
| PP |
1.3058 |
1.3058 |
1.3058 |
1.3069 |
| S1 |
1.3016 |
1.3016 |
1.3065 |
1.3037 |
| S2 |
1.2958 |
1.2958 |
1.3056 |
|
| S3 |
1.2858 |
1.2916 |
1.3047 |
|
| S4 |
1.2758 |
1.2816 |
1.3019 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3100 |
1.3016 |
0.0084 |
0.6% |
0.0013 |
0.1% |
15% |
False |
False |
344 |
| 10 |
1.3118 |
1.3000 |
0.0118 |
0.9% |
0.0027 |
0.2% |
25% |
False |
False |
370 |
| 20 |
1.3118 |
1.2970 |
0.0148 |
1.1% |
0.0023 |
0.2% |
40% |
False |
False |
340 |
| 40 |
1.3378 |
1.2970 |
0.0408 |
3.1% |
0.0024 |
0.2% |
14% |
False |
False |
315 |
| 60 |
1.3460 |
1.2912 |
0.0548 |
4.2% |
0.0023 |
0.2% |
21% |
False |
False |
235 |
| 80 |
1.3460 |
1.2671 |
0.0789 |
6.1% |
0.0018 |
0.1% |
45% |
False |
False |
177 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.3% |
0.0015 |
0.1% |
47% |
False |
False |
143 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.3% |
0.0013 |
0.1% |
47% |
False |
False |
119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3041 |
|
2.618 |
1.3037 |
|
1.618 |
1.3035 |
|
1.000 |
1.3034 |
|
0.618 |
1.3033 |
|
HIGH |
1.3032 |
|
0.618 |
1.3031 |
|
0.500 |
1.3031 |
|
0.382 |
1.3031 |
|
LOW |
1.3030 |
|
0.618 |
1.3029 |
|
1.000 |
1.3028 |
|
1.618 |
1.3027 |
|
2.618 |
1.3025 |
|
4.250 |
1.3022 |
|
|
| Fisher Pivots for day following 12-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3031 |
1.3065 |
| PP |
1.3030 |
1.3053 |
| S1 |
1.3030 |
1.3041 |
|