CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 04-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2007 |
04-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3285 |
1.3147 |
-0.0138 |
-1.0% |
1.3184 |
| High |
1.3304 |
1.3160 |
-0.0144 |
-1.1% |
1.3248 |
| Low |
1.3195 |
1.3120 |
-0.0075 |
-0.6% |
1.3141 |
| Close |
1.3211 |
1.3131 |
-0.0080 |
-0.6% |
1.3236 |
| Range |
0.0109 |
0.0040 |
-0.0069 |
-63.3% |
0.0107 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
1.1% |
0.0000 |
| Volume |
65,707 |
192,918 |
127,211 |
193.6% |
449,565 |
|
| Daily Pivots for day following 04-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3257 |
1.3234 |
1.3153 |
|
| R3 |
1.3217 |
1.3194 |
1.3142 |
|
| R2 |
1.3177 |
1.3177 |
1.3138 |
|
| R1 |
1.3154 |
1.3154 |
1.3135 |
1.3146 |
| PP |
1.3137 |
1.3137 |
1.3137 |
1.3133 |
| S1 |
1.3114 |
1.3114 |
1.3127 |
1.3106 |
| S2 |
1.3097 |
1.3097 |
1.3124 |
|
| S3 |
1.3057 |
1.3074 |
1.3120 |
|
| S4 |
1.3017 |
1.3034 |
1.3109 |
|
|
| Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3529 |
1.3490 |
1.3295 |
|
| R3 |
1.3422 |
1.3383 |
1.3265 |
|
| R2 |
1.3315 |
1.3315 |
1.3256 |
|
| R1 |
1.3276 |
1.3276 |
1.3246 |
1.3296 |
| PP |
1.3208 |
1.3208 |
1.3208 |
1.3218 |
| S1 |
1.3169 |
1.3169 |
1.3226 |
1.3189 |
| S2 |
1.3101 |
1.3101 |
1.3216 |
|
| S3 |
1.2994 |
1.3062 |
1.3207 |
|
| S4 |
1.2887 |
1.2955 |
1.3177 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3344 |
1.3120 |
0.0224 |
1.7% |
0.0060 |
0.5% |
5% |
False |
True |
124,203 |
| 10 |
1.3344 |
1.3120 |
0.0224 |
1.7% |
0.0060 |
0.5% |
5% |
False |
True |
137,415 |
| 20 |
1.3421 |
1.3105 |
0.0316 |
2.4% |
0.0072 |
0.5% |
8% |
False |
False |
122,806 |
| 40 |
1.3421 |
1.2834 |
0.0587 |
4.5% |
0.0058 |
0.4% |
51% |
False |
False |
62,665 |
| 60 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0047 |
0.4% |
65% |
False |
False |
41,950 |
| 80 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0039 |
0.3% |
65% |
False |
False |
31,517 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0032 |
0.2% |
65% |
False |
False |
25,215 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0028 |
0.2% |
65% |
False |
False |
21,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3330 |
|
2.618 |
1.3265 |
|
1.618 |
1.3225 |
|
1.000 |
1.3200 |
|
0.618 |
1.3185 |
|
HIGH |
1.3160 |
|
0.618 |
1.3145 |
|
0.500 |
1.3140 |
|
0.382 |
1.3135 |
|
LOW |
1.3120 |
|
0.618 |
1.3095 |
|
1.000 |
1.3080 |
|
1.618 |
1.3055 |
|
2.618 |
1.3015 |
|
4.250 |
1.2950 |
|
|
| Fisher Pivots for day following 04-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3140 |
1.3232 |
| PP |
1.3137 |
1.3198 |
| S1 |
1.3134 |
1.3165 |
|