CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 17-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2007 |
17-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.2986 |
1.2949 |
-0.0037 |
-0.3% |
1.3046 |
| High |
1.3002 |
1.2988 |
-0.0014 |
-0.1% |
1.3078 |
| Low |
1.2945 |
1.2934 |
-0.0011 |
-0.1% |
1.2904 |
| Close |
1.2959 |
1.2968 |
0.0009 |
0.1% |
1.2960 |
| Range |
0.0057 |
0.0054 |
-0.0003 |
-5.3% |
0.0174 |
| ATR |
0.0078 |
0.0077 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
179,188 |
214,344 |
35,156 |
19.6% |
988,036 |
|
| Daily Pivots for day following 17-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3125 |
1.3101 |
1.2998 |
|
| R3 |
1.3071 |
1.3047 |
1.2983 |
|
| R2 |
1.3017 |
1.3017 |
1.2978 |
|
| R1 |
1.2993 |
1.2993 |
1.2973 |
1.3005 |
| PP |
1.2963 |
1.2963 |
1.2963 |
1.2970 |
| S1 |
1.2939 |
1.2939 |
1.2963 |
1.2951 |
| S2 |
1.2909 |
1.2909 |
1.2958 |
|
| S3 |
1.2855 |
1.2885 |
1.2953 |
|
| S4 |
1.2801 |
1.2831 |
1.2938 |
|
|
| 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 |
1.3031 |
1.2904 |
0.0127 |
1.0% |
0.0072 |
0.6% |
50% |
False |
False |
201,386 |
| 10 |
1.3304 |
1.2904 |
0.0400 |
3.1% |
0.0073 |
0.6% |
16% |
False |
False |
184,126 |
| 20 |
1.3344 |
1.2904 |
0.0440 |
3.4% |
0.0066 |
0.5% |
15% |
False |
False |
169,696 |
| 40 |
1.3421 |
1.2855 |
0.0566 |
4.4% |
0.0064 |
0.5% |
20% |
False |
False |
102,117 |
| 60 |
1.3421 |
1.2633 |
0.0788 |
6.1% |
0.0053 |
0.4% |
43% |
False |
False |
68,267 |
| 80 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0045 |
0.3% |
46% |
False |
False |
51,289 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0037 |
0.3% |
46% |
False |
False |
41,041 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0032 |
0.2% |
46% |
False |
False |
34,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3218 |
|
2.618 |
1.3129 |
|
1.618 |
1.3075 |
|
1.000 |
1.3042 |
|
0.618 |
1.3021 |
|
HIGH |
1.2988 |
|
0.618 |
1.2967 |
|
0.500 |
1.2961 |
|
0.382 |
1.2955 |
|
LOW |
1.2934 |
|
0.618 |
1.2901 |
|
1.000 |
1.2880 |
|
1.618 |
1.2847 |
|
2.618 |
1.2793 |
|
4.250 |
1.2705 |
|
|
| Fisher Pivots for day following 17-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.2966 |
1.2963 |
| PP |
1.2963 |
1.2958 |
| S1 |
1.2961 |
1.2953 |
|