CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 18-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2007 |
18-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.2949 |
1.2958 |
0.0009 |
0.1% |
1.3046 |
| High |
1.2988 |
1.2999 |
0.0011 |
0.1% |
1.3078 |
| Low |
1.2934 |
1.2933 |
-0.0001 |
0.0% |
1.2904 |
| Close |
1.2968 |
1.2993 |
0.0025 |
0.2% |
1.2960 |
| Range |
0.0054 |
0.0066 |
0.0012 |
22.2% |
0.0174 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
214,344 |
130,841 |
-83,503 |
-39.0% |
988,036 |
|
| Daily Pivots for day following 18-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3173 |
1.3149 |
1.3029 |
|
| R3 |
1.3107 |
1.3083 |
1.3011 |
|
| R2 |
1.3041 |
1.3041 |
1.3005 |
|
| R1 |
1.3017 |
1.3017 |
1.2999 |
1.3029 |
| PP |
1.2975 |
1.2975 |
1.2975 |
1.2981 |
| S1 |
1.2951 |
1.2951 |
1.2987 |
1.2963 |
| S2 |
1.2909 |
1.2909 |
1.2981 |
|
| S3 |
1.2843 |
1.2885 |
1.2975 |
|
| S4 |
1.2777 |
1.2819 |
1.2957 |
|
|
| 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 |
1.3030 |
1.2904 |
0.0126 |
1.0% |
0.0073 |
0.6% |
71% |
False |
False |
198,981 |
| 10 |
1.3160 |
1.2904 |
0.0256 |
2.0% |
0.0068 |
0.5% |
35% |
False |
False |
190,639 |
| 20 |
1.3344 |
1.2904 |
0.0440 |
3.4% |
0.0066 |
0.5% |
20% |
False |
False |
161,852 |
| 40 |
1.3421 |
1.2882 |
0.0539 |
4.1% |
0.0065 |
0.5% |
21% |
False |
False |
105,378 |
| 60 |
1.3421 |
1.2633 |
0.0788 |
6.1% |
0.0054 |
0.4% |
46% |
False |
False |
70,442 |
| 80 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0045 |
0.3% |
49% |
False |
False |
52,922 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0038 |
0.3% |
49% |
False |
False |
42,350 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0032 |
0.2% |
49% |
False |
False |
35,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3280 |
|
2.618 |
1.3172 |
|
1.618 |
1.3106 |
|
1.000 |
1.3065 |
|
0.618 |
1.3040 |
|
HIGH |
1.2999 |
|
0.618 |
1.2974 |
|
0.500 |
1.2966 |
|
0.382 |
1.2958 |
|
LOW |
1.2933 |
|
0.618 |
1.2892 |
|
1.000 |
1.2867 |
|
1.618 |
1.2826 |
|
2.618 |
1.2760 |
|
4.250 |
1.2653 |
|
|
| Fisher Pivots for day following 18-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.2984 |
1.2985 |
| PP |
1.2975 |
1.2976 |
| S1 |
1.2966 |
1.2968 |
|