CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 09-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2007 |
09-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3046 |
1.3060 |
0.0014 |
0.1% |
1.3321 |
| High |
1.3078 |
1.3070 |
-0.0008 |
-0.1% |
1.3344 |
| Low |
1.3013 |
1.3025 |
0.0012 |
0.1% |
1.3023 |
| Close |
1.3061 |
1.3042 |
-0.0019 |
-0.1% |
1.3052 |
| Range |
0.0065 |
0.0045 |
-0.0020 |
-30.8% |
0.0321 |
| ATR |
0.0081 |
0.0078 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
212,449 |
162,185 |
-50,264 |
-23.7% |
551,500 |
|
| Daily Pivots for day following 09-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3181 |
1.3156 |
1.3067 |
|
| R3 |
1.3136 |
1.3111 |
1.3054 |
|
| R2 |
1.3091 |
1.3091 |
1.3050 |
|
| R1 |
1.3066 |
1.3066 |
1.3046 |
1.3056 |
| PP |
1.3046 |
1.3046 |
1.3046 |
1.3041 |
| S1 |
1.3021 |
1.3021 |
1.3038 |
1.3011 |
| S2 |
1.3001 |
1.3001 |
1.3034 |
|
| S3 |
1.2956 |
1.2976 |
1.3030 |
|
| S4 |
1.2911 |
1.2931 |
1.3017 |
|
|
| 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 |
1.3304 |
1.3013 |
0.0291 |
2.2% |
0.0074 |
0.6% |
10% |
False |
False |
166,865 |
| 10 |
1.3344 |
1.3013 |
0.0331 |
2.5% |
0.0061 |
0.5% |
9% |
False |
False |
137,569 |
| 20 |
1.3352 |
1.3013 |
0.0339 |
2.6% |
0.0070 |
0.5% |
9% |
False |
False |
149,417 |
| 40 |
1.3421 |
1.2855 |
0.0566 |
4.3% |
0.0060 |
0.5% |
33% |
False |
False |
77,030 |
| 60 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0049 |
0.4% |
55% |
False |
False |
51,526 |
| 80 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0042 |
0.3% |
55% |
False |
False |
38,709 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0034 |
0.3% |
55% |
False |
False |
30,972 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0029 |
0.2% |
55% |
False |
False |
25,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3261 |
|
2.618 |
1.3188 |
|
1.618 |
1.3143 |
|
1.000 |
1.3115 |
|
0.618 |
1.3098 |
|
HIGH |
1.3070 |
|
0.618 |
1.3053 |
|
0.500 |
1.3048 |
|
0.382 |
1.3042 |
|
LOW |
1.3025 |
|
0.618 |
1.2997 |
|
1.000 |
1.2980 |
|
1.618 |
1.2952 |
|
2.618 |
1.2907 |
|
4.250 |
1.2834 |
|
|
| Fisher Pivots for day following 09-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3048 |
1.3073 |
| PP |
1.3046 |
1.3062 |
| S1 |
1.3044 |
1.3052 |
|