CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 14-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2007 |
14-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3099 |
1.3190 |
0.0091 |
0.7% |
1.3001 |
| High |
1.3104 |
1.3211 |
0.0107 |
0.8% |
1.3100 |
| Low |
1.3081 |
1.3192 |
0.0111 |
0.8% |
1.3000 |
| Close |
1.3099 |
1.3190 |
0.0091 |
0.7% |
1.3074 |
| Range |
0.0023 |
0.0019 |
-0.0004 |
-17.4% |
0.0100 |
| ATR |
0.0048 |
0.0053 |
0.0005 |
9.4% |
0.0000 |
| Volume |
325 |
606 |
281 |
86.5% |
1,752 |
|
| Daily Pivots for day following 14-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3255 |
1.3241 |
1.3200 |
|
| R3 |
1.3236 |
1.3222 |
1.3195 |
|
| R2 |
1.3217 |
1.3217 |
1.3193 |
|
| R1 |
1.3203 |
1.3203 |
1.3192 |
1.3200 |
| PP |
1.3198 |
1.3198 |
1.3198 |
1.3196 |
| S1 |
1.3184 |
1.3184 |
1.3188 |
1.3181 |
| S2 |
1.3179 |
1.3179 |
1.3187 |
|
| S3 |
1.3160 |
1.3165 |
1.3185 |
|
| S4 |
1.3141 |
1.3146 |
1.3180 |
|
|
| 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 |
1.3211 |
1.3030 |
0.0181 |
1.4% |
0.0011 |
0.1% |
88% |
True |
False |
380 |
| 10 |
1.3211 |
1.3000 |
0.0211 |
1.6% |
0.0021 |
0.2% |
90% |
True |
False |
413 |
| 20 |
1.3211 |
1.2970 |
0.0241 |
1.8% |
0.0024 |
0.2% |
91% |
True |
False |
354 |
| 40 |
1.3378 |
1.2970 |
0.0408 |
3.1% |
0.0024 |
0.2% |
54% |
False |
False |
335 |
| 60 |
1.3460 |
1.2928 |
0.0532 |
4.0% |
0.0023 |
0.2% |
49% |
False |
False |
250 |
| 80 |
1.3460 |
1.2686 |
0.0774 |
5.9% |
0.0018 |
0.1% |
65% |
False |
False |
188 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0015 |
0.1% |
67% |
False |
False |
152 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0013 |
0.1% |
67% |
False |
False |
127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3292 |
|
2.618 |
1.3261 |
|
1.618 |
1.3242 |
|
1.000 |
1.3230 |
|
0.618 |
1.3223 |
|
HIGH |
1.3211 |
|
0.618 |
1.3204 |
|
0.500 |
1.3202 |
|
0.382 |
1.3199 |
|
LOW |
1.3192 |
|
0.618 |
1.3180 |
|
1.000 |
1.3173 |
|
1.618 |
1.3161 |
|
2.618 |
1.3142 |
|
4.250 |
1.3111 |
|
|
| Fisher Pivots for day following 14-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3202 |
1.3167 |
| PP |
1.3198 |
1.3144 |
| S1 |
1.3194 |
1.3121 |
|