CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 16-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2007 |
16-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.2932 |
1.2986 |
0.0054 |
0.4% |
1.3046 |
| High |
1.2981 |
1.3002 |
0.0021 |
0.2% |
1.3078 |
| Low |
1.2904 |
1.2945 |
0.0041 |
0.3% |
1.2904 |
| Close |
1.2960 |
1.2959 |
-0.0001 |
0.0% |
1.2960 |
| Range |
0.0077 |
0.0057 |
-0.0020 |
-26.0% |
0.0174 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
296,710 |
179,188 |
-117,522 |
-39.6% |
988,036 |
|
| Daily Pivots for day following 16-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3140 |
1.3106 |
1.2990 |
|
| R3 |
1.3083 |
1.3049 |
1.2975 |
|
| R2 |
1.3026 |
1.3026 |
1.2969 |
|
| R1 |
1.2992 |
1.2992 |
1.2964 |
1.2981 |
| PP |
1.2969 |
1.2969 |
1.2969 |
1.2963 |
| S1 |
1.2935 |
1.2935 |
1.2954 |
1.2924 |
| S2 |
1.2912 |
1.2912 |
1.2949 |
|
| S3 |
1.2855 |
1.2878 |
1.2943 |
|
| S4 |
1.2798 |
1.2821 |
1.2928 |
|
|
| 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 |
1.3070 |
1.2904 |
0.0166 |
1.3% |
0.0070 |
0.5% |
33% |
False |
False |
190,955 |
| 10 |
1.3344 |
1.2904 |
0.0440 |
3.4% |
0.0070 |
0.5% |
13% |
False |
False |
171,872 |
| 20 |
1.3344 |
1.2904 |
0.0440 |
3.4% |
0.0070 |
0.5% |
13% |
False |
False |
170,430 |
| 40 |
1.3421 |
1.2855 |
0.0566 |
4.4% |
0.0064 |
0.5% |
18% |
False |
False |
96,778 |
| 60 |
1.3421 |
1.2633 |
0.0788 |
6.1% |
0.0053 |
0.4% |
41% |
False |
False |
64,699 |
| 80 |
1.3421 |
1.2585 |
0.0836 |
6.5% |
0.0045 |
0.3% |
45% |
False |
False |
48,610 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.5% |
0.0037 |
0.3% |
45% |
False |
False |
38,898 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.5% |
0.0031 |
0.2% |
45% |
False |
False |
32,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3244 |
|
2.618 |
1.3151 |
|
1.618 |
1.3094 |
|
1.000 |
1.3059 |
|
0.618 |
1.3037 |
|
HIGH |
1.3002 |
|
0.618 |
1.2980 |
|
0.500 |
1.2974 |
|
0.382 |
1.2967 |
|
LOW |
1.2945 |
|
0.618 |
1.2910 |
|
1.000 |
1.2888 |
|
1.618 |
1.2853 |
|
2.618 |
1.2796 |
|
4.250 |
1.2703 |
|
|
| Fisher Pivots for day following 16-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.2974 |
1.2967 |
| PP |
1.2969 |
1.2964 |
| S1 |
1.2964 |
1.2962 |
|