CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 10-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2007 |
10-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3060 |
1.3026 |
-0.0034 |
-0.3% |
1.3321 |
| High |
1.3070 |
1.3031 |
-0.0039 |
-0.3% |
1.3344 |
| Low |
1.3025 |
1.2970 |
-0.0055 |
-0.4% |
1.3023 |
| Close |
1.3042 |
1.2978 |
-0.0064 |
-0.5% |
1.3052 |
| Range |
0.0045 |
0.0061 |
0.0016 |
35.6% |
0.0321 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
162,185 |
142,870 |
-19,315 |
-11.9% |
551,500 |
|
| Daily Pivots for day following 10-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3176 |
1.3138 |
1.3012 |
|
| R3 |
1.3115 |
1.3077 |
1.2995 |
|
| R2 |
1.3054 |
1.3054 |
1.2989 |
|
| R1 |
1.3016 |
1.3016 |
1.2984 |
1.3005 |
| PP |
1.2993 |
1.2993 |
1.2993 |
1.2987 |
| S1 |
1.2955 |
1.2955 |
1.2972 |
1.2944 |
| S2 |
1.2932 |
1.2932 |
1.2967 |
|
| S3 |
1.2871 |
1.2894 |
1.2961 |
|
| S4 |
1.2810 |
1.2833 |
1.2944 |
|
|
| 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 |
1.3160 |
1.2970 |
0.0190 |
1.5% |
0.0064 |
0.5% |
4% |
False |
True |
182,298 |
| 10 |
1.3344 |
1.2970 |
0.0374 |
2.9% |
0.0062 |
0.5% |
2% |
False |
True |
136,796 |
| 20 |
1.3352 |
1.2970 |
0.0382 |
2.9% |
0.0068 |
0.5% |
2% |
False |
True |
154,509 |
| 40 |
1.3421 |
1.2855 |
0.0566 |
4.4% |
0.0061 |
0.5% |
22% |
False |
False |
80,579 |
| 60 |
1.3421 |
1.2605 |
0.0816 |
6.3% |
0.0050 |
0.4% |
46% |
False |
False |
53,894 |
| 80 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0042 |
0.3% |
47% |
False |
False |
40,494 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0034 |
0.3% |
47% |
False |
False |
32,401 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0029 |
0.2% |
47% |
False |
False |
27,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3290 |
|
2.618 |
1.3191 |
|
1.618 |
1.3130 |
|
1.000 |
1.3092 |
|
0.618 |
1.3069 |
|
HIGH |
1.3031 |
|
0.618 |
1.3008 |
|
0.500 |
1.3001 |
|
0.382 |
1.2993 |
|
LOW |
1.2970 |
|
0.618 |
1.2932 |
|
1.000 |
1.2909 |
|
1.618 |
1.2871 |
|
2.618 |
1.2810 |
|
4.250 |
1.2711 |
|
|
| Fisher Pivots for day following 10-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3001 |
1.3024 |
| PP |
1.2993 |
1.3009 |
| S1 |
1.2986 |
1.2993 |
|