CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 16-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2007 |
16-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3231 |
1.3171 |
-0.0060 |
-0.5% |
1.3032 |
| High |
1.3231 |
1.3206 |
-0.0025 |
-0.2% |
1.3231 |
| Low |
1.3191 |
1.3171 |
-0.0020 |
-0.2% |
1.3030 |
| Close |
1.3212 |
1.3200 |
-0.0012 |
-0.1% |
1.3200 |
| Range |
0.0040 |
0.0035 |
-0.0005 |
-12.5% |
0.0201 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
1,458 |
1,065 |
-393 |
-27.0% |
3,865 |
|
| Daily Pivots for day following 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3297 |
1.3284 |
1.3219 |
|
| R3 |
1.3262 |
1.3249 |
1.3210 |
|
| R2 |
1.3227 |
1.3227 |
1.3206 |
|
| R1 |
1.3214 |
1.3214 |
1.3203 |
1.3221 |
| PP |
1.3192 |
1.3192 |
1.3192 |
1.3196 |
| S1 |
1.3179 |
1.3179 |
1.3197 |
1.3186 |
| S2 |
1.3157 |
1.3157 |
1.3194 |
|
| S3 |
1.3122 |
1.3144 |
1.3190 |
|
| S4 |
1.3087 |
1.3109 |
1.3181 |
|
|
| Weekly Pivots for week ending 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3757 |
1.3679 |
1.3311 |
|
| R3 |
1.3556 |
1.3478 |
1.3255 |
|
| R2 |
1.3355 |
1.3355 |
1.3237 |
|
| R1 |
1.3277 |
1.3277 |
1.3218 |
1.3316 |
| PP |
1.3154 |
1.3154 |
1.3154 |
1.3173 |
| S1 |
1.3076 |
1.3076 |
1.3182 |
1.3115 |
| S2 |
1.2953 |
1.2953 |
1.3163 |
|
| S3 |
1.2752 |
1.2875 |
1.3145 |
|
| S4 |
1.2551 |
1.2674 |
1.3089 |
|
|
| 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% |
0.0024 |
0.2% |
85% |
False |
False |
773 |
| 10 |
1.3231 |
1.3000 |
0.0231 |
1.8% |
0.0019 |
0.1% |
87% |
False |
False |
561 |
| 20 |
1.3231 |
1.2970 |
0.0261 |
2.0% |
0.0024 |
0.2% |
88% |
False |
False |
453 |
| 40 |
1.3378 |
1.2970 |
0.0408 |
3.1% |
0.0023 |
0.2% |
56% |
False |
False |
390 |
| 60 |
1.3460 |
1.2957 |
0.0503 |
3.8% |
0.0025 |
0.2% |
48% |
False |
False |
292 |
| 80 |
1.3460 |
1.2699 |
0.0761 |
5.8% |
0.0019 |
0.1% |
66% |
False |
False |
220 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0016 |
0.1% |
68% |
False |
False |
177 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0014 |
0.1% |
68% |
False |
False |
148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3355 |
|
2.618 |
1.3298 |
|
1.618 |
1.3263 |
|
1.000 |
1.3241 |
|
0.618 |
1.3228 |
|
HIGH |
1.3206 |
|
0.618 |
1.3193 |
|
0.500 |
1.3189 |
|
0.382 |
1.3184 |
|
LOW |
1.3171 |
|
0.618 |
1.3149 |
|
1.000 |
1.3136 |
|
1.618 |
1.3114 |
|
2.618 |
1.3079 |
|
4.250 |
1.3022 |
|
|
| Fisher Pivots for day following 16-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3196 |
1.3201 |
| PP |
1.3192 |
1.3201 |
| S1 |
1.3189 |
1.3200 |
|