CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 08-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2007 |
08-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3129 |
1.3046 |
-0.0083 |
-0.6% |
1.3321 |
| High |
1.3132 |
1.3078 |
-0.0054 |
-0.4% |
1.3344 |
| Low |
1.3023 |
1.3013 |
-0.0010 |
-0.1% |
1.3023 |
| Close |
1.3052 |
1.3061 |
0.0009 |
0.1% |
1.3052 |
| Range |
0.0109 |
0.0065 |
-0.0044 |
-40.4% |
0.0321 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
201,070 |
212,449 |
11,379 |
5.7% |
551,500 |
|
| Daily Pivots for day following 08-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3246 |
1.3218 |
1.3097 |
|
| R3 |
1.3181 |
1.3153 |
1.3079 |
|
| R2 |
1.3116 |
1.3116 |
1.3073 |
|
| R1 |
1.3088 |
1.3088 |
1.3067 |
1.3102 |
| PP |
1.3051 |
1.3051 |
1.3051 |
1.3058 |
| S1 |
1.3023 |
1.3023 |
1.3055 |
1.3037 |
| S2 |
1.2986 |
1.2986 |
1.3049 |
|
| S3 |
1.2921 |
1.2958 |
1.3043 |
|
| S4 |
1.2856 |
1.2893 |
1.3025 |
|
|
| Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4103 |
1.3898 |
1.3229 |
|
| R3 |
1.3782 |
1.3577 |
1.3140 |
|
| R2 |
1.3461 |
1.3461 |
1.3111 |
|
| R1 |
1.3256 |
1.3256 |
1.3081 |
1.3198 |
| PP |
1.3140 |
1.3140 |
1.3140 |
1.3111 |
| S1 |
1.2935 |
1.2935 |
1.3023 |
1.2877 |
| S2 |
1.2819 |
1.2819 |
1.2993 |
|
| S3 |
1.2498 |
1.2614 |
1.2964 |
|
| S4 |
1.2177 |
1.2293 |
1.2875 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3344 |
1.3013 |
0.0331 |
2.5% |
0.0071 |
0.5% |
15% |
False |
True |
152,789 |
| 10 |
1.3344 |
1.3013 |
0.0331 |
2.5% |
0.0067 |
0.5% |
15% |
False |
True |
138,001 |
| 20 |
1.3421 |
1.3013 |
0.0408 |
3.1% |
0.0076 |
0.6% |
12% |
False |
True |
142,306 |
| 40 |
1.3421 |
1.2837 |
0.0584 |
4.5% |
0.0061 |
0.5% |
38% |
False |
False |
72,982 |
| 60 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0049 |
0.4% |
57% |
False |
False |
48,830 |
| 80 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0041 |
0.3% |
57% |
False |
False |
36,684 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0033 |
0.3% |
57% |
False |
False |
29,350 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0030 |
0.2% |
57% |
False |
False |
24,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3354 |
|
2.618 |
1.3248 |
|
1.618 |
1.3183 |
|
1.000 |
1.3143 |
|
0.618 |
1.3118 |
|
HIGH |
1.3078 |
|
0.618 |
1.3053 |
|
0.500 |
1.3046 |
|
0.382 |
1.3038 |
|
LOW |
1.3013 |
|
0.618 |
1.2973 |
|
1.000 |
1.2948 |
|
1.618 |
1.2908 |
|
2.618 |
1.2843 |
|
4.250 |
1.2737 |
|
|
| Fisher Pivots for day following 08-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3056 |
1.3087 |
| PP |
1.3051 |
1.3078 |
| S1 |
1.3046 |
1.3070 |
|