CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 12-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2007 |
12-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3022 |
1.2932 |
-0.0090 |
-0.7% |
1.3046 |
| High |
1.3030 |
1.2981 |
-0.0049 |
-0.4% |
1.3078 |
| Low |
1.2920 |
1.2904 |
-0.0016 |
-0.1% |
1.2904 |
| Close |
1.2928 |
1.2960 |
0.0032 |
0.2% |
1.2960 |
| Range |
0.0110 |
0.0077 |
-0.0033 |
-30.0% |
0.0174 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
173,822 |
296,710 |
122,888 |
70.7% |
988,036 |
|
| Daily Pivots for day following 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3179 |
1.3147 |
1.3002 |
|
| R3 |
1.3102 |
1.3070 |
1.2981 |
|
| R2 |
1.3025 |
1.3025 |
1.2974 |
|
| R1 |
1.2993 |
1.2993 |
1.2967 |
1.3009 |
| PP |
1.2948 |
1.2948 |
1.2948 |
1.2957 |
| S1 |
1.2916 |
1.2916 |
1.2953 |
1.2932 |
| S2 |
1.2871 |
1.2871 |
1.2946 |
|
| S3 |
1.2794 |
1.2839 |
1.2939 |
|
| S4 |
1.2717 |
1.2762 |
1.2918 |
|
|
| Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3503 |
1.3405 |
1.3056 |
|
| R3 |
1.3329 |
1.3231 |
1.3008 |
|
| R2 |
1.3155 |
1.3155 |
1.2992 |
|
| R1 |
1.3057 |
1.3057 |
1.2976 |
1.3019 |
| PP |
1.2981 |
1.2981 |
1.2981 |
1.2962 |
| S1 |
1.2883 |
1.2883 |
1.2944 |
1.2845 |
| S2 |
1.2807 |
1.2807 |
1.2928 |
|
| S3 |
1.2633 |
1.2709 |
1.2912 |
|
| S4 |
1.2459 |
1.2535 |
1.2864 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3078 |
1.2904 |
0.0174 |
1.3% |
0.0072 |
0.6% |
32% |
False |
True |
197,607 |
| 10 |
1.3344 |
1.2904 |
0.0440 |
3.4% |
0.0070 |
0.5% |
13% |
False |
True |
169,660 |
| 20 |
1.3344 |
1.2904 |
0.0440 |
3.4% |
0.0070 |
0.5% |
13% |
False |
True |
169,754 |
| 40 |
1.3421 |
1.2855 |
0.0566 |
4.4% |
0.0063 |
0.5% |
19% |
False |
False |
92,317 |
| 60 |
1.3421 |
1.2605 |
0.0816 |
6.3% |
0.0052 |
0.4% |
44% |
False |
False |
61,716 |
| 80 |
1.3421 |
1.2585 |
0.0836 |
6.5% |
0.0044 |
0.3% |
45% |
False |
False |
46,372 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.5% |
0.0036 |
0.3% |
45% |
False |
False |
37,106 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.5% |
0.0031 |
0.2% |
45% |
False |
False |
30,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3308 |
|
2.618 |
1.3183 |
|
1.618 |
1.3106 |
|
1.000 |
1.3058 |
|
0.618 |
1.3029 |
|
HIGH |
1.2981 |
|
0.618 |
1.2952 |
|
0.500 |
1.2943 |
|
0.382 |
1.2933 |
|
LOW |
1.2904 |
|
0.618 |
1.2856 |
|
1.000 |
1.2827 |
|
1.618 |
1.2779 |
|
2.618 |
1.2702 |
|
4.250 |
1.2577 |
|
|
| Fisher Pivots for day following 12-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.2954 |
1.2968 |
| PP |
1.2948 |
1.2965 |
| S1 |
1.2943 |
1.2963 |
|