CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 15-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2007 |
15-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3190 |
1.3231 |
0.0041 |
0.3% |
1.3001 |
| High |
1.3211 |
1.3231 |
0.0020 |
0.2% |
1.3100 |
| Low |
1.3192 |
1.3191 |
-0.0001 |
0.0% |
1.3000 |
| Close |
1.3190 |
1.3212 |
0.0022 |
0.2% |
1.3074 |
| Range |
0.0019 |
0.0040 |
0.0021 |
110.5% |
0.0100 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
606 |
1,458 |
852 |
140.6% |
1,752 |
|
| Daily Pivots for day following 15-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3331 |
1.3312 |
1.3234 |
|
| R3 |
1.3291 |
1.3272 |
1.3223 |
|
| R2 |
1.3251 |
1.3251 |
1.3219 |
|
| R1 |
1.3232 |
1.3232 |
1.3216 |
1.3222 |
| PP |
1.3211 |
1.3211 |
1.3211 |
1.3206 |
| S1 |
1.3192 |
1.3192 |
1.3208 |
1.3182 |
| S2 |
1.3171 |
1.3171 |
1.3205 |
|
| S3 |
1.3131 |
1.3152 |
1.3201 |
|
| S4 |
1.3091 |
1.3112 |
1.3190 |
|
|
| 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 |
1.3231 |
1.3030 |
0.0201 |
1.5% |
0.0019 |
0.1% |
91% |
True |
False |
620 |
| 10 |
1.3231 |
1.3000 |
0.0231 |
1.7% |
0.0024 |
0.2% |
92% |
True |
False |
489 |
| 20 |
1.3231 |
1.2970 |
0.0261 |
2.0% |
0.0025 |
0.2% |
93% |
True |
False |
418 |
| 40 |
1.3378 |
1.2970 |
0.0408 |
3.1% |
0.0024 |
0.2% |
59% |
False |
False |
367 |
| 60 |
1.3460 |
1.2928 |
0.0532 |
4.0% |
0.0024 |
0.2% |
53% |
False |
False |
275 |
| 80 |
1.3460 |
1.2686 |
0.0774 |
5.9% |
0.0019 |
0.1% |
68% |
False |
False |
207 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0016 |
0.1% |
70% |
False |
False |
167 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0013 |
0.1% |
70% |
False |
False |
139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3401 |
|
2.618 |
1.3336 |
|
1.618 |
1.3296 |
|
1.000 |
1.3271 |
|
0.618 |
1.3256 |
|
HIGH |
1.3231 |
|
0.618 |
1.3216 |
|
0.500 |
1.3211 |
|
0.382 |
1.3206 |
|
LOW |
1.3191 |
|
0.618 |
1.3166 |
|
1.000 |
1.3151 |
|
1.618 |
1.3126 |
|
2.618 |
1.3086 |
|
4.250 |
1.3021 |
|
|
| Fisher Pivots for day following 15-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3212 |
1.3193 |
| PP |
1.3211 |
1.3175 |
| S1 |
1.3211 |
1.3156 |
|