CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 19-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2007 |
19-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.2958 |
1.2992 |
0.0034 |
0.3% |
1.2986 |
| High |
1.2999 |
1.3006 |
0.0007 |
0.1% |
1.3006 |
| Low |
1.2933 |
1.2948 |
0.0015 |
0.1% |
1.2933 |
| Close |
1.2993 |
1.2999 |
0.0006 |
0.0% |
1.2999 |
| Range |
0.0066 |
0.0058 |
-0.0008 |
-12.1% |
0.0073 |
| ATR |
0.0076 |
0.0074 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
130,841 |
224,976 |
94,135 |
71.9% |
749,349 |
|
| Daily Pivots for day following 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3158 |
1.3137 |
1.3031 |
|
| R3 |
1.3100 |
1.3079 |
1.3015 |
|
| R2 |
1.3042 |
1.3042 |
1.3010 |
|
| R1 |
1.3021 |
1.3021 |
1.3004 |
1.3032 |
| PP |
1.2984 |
1.2984 |
1.2984 |
1.2990 |
| S1 |
1.2963 |
1.2963 |
1.2994 |
1.2974 |
| S2 |
1.2926 |
1.2926 |
1.2988 |
|
| S3 |
1.2868 |
1.2905 |
1.2983 |
|
| S4 |
1.2810 |
1.2847 |
1.2967 |
|
|
| Weekly Pivots for week ending 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3198 |
1.3172 |
1.3039 |
|
| R3 |
1.3125 |
1.3099 |
1.3019 |
|
| R2 |
1.3052 |
1.3052 |
1.3012 |
|
| R1 |
1.3026 |
1.3026 |
1.3006 |
1.3039 |
| PP |
1.2979 |
1.2979 |
1.2979 |
1.2986 |
| S1 |
1.2953 |
1.2953 |
1.2992 |
1.2966 |
| S2 |
1.2906 |
1.2906 |
1.2986 |
|
| S3 |
1.2833 |
1.2880 |
1.2979 |
|
| S4 |
1.2760 |
1.2807 |
1.2959 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3006 |
1.2904 |
0.0102 |
0.8% |
0.0062 |
0.5% |
93% |
True |
False |
209,211 |
| 10 |
1.3132 |
1.2904 |
0.0228 |
1.8% |
0.0070 |
0.5% |
42% |
False |
False |
193,845 |
| 20 |
1.3344 |
1.2904 |
0.0440 |
3.4% |
0.0065 |
0.5% |
22% |
False |
False |
165,630 |
| 40 |
1.3421 |
1.2892 |
0.0529 |
4.1% |
0.0065 |
0.5% |
20% |
False |
False |
110,976 |
| 60 |
1.3421 |
1.2633 |
0.0788 |
6.1% |
0.0055 |
0.4% |
46% |
False |
False |
74,185 |
| 80 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0046 |
0.4% |
50% |
False |
False |
55,730 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0038 |
0.3% |
50% |
False |
False |
44,599 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0032 |
0.2% |
50% |
False |
False |
37,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3253 |
|
2.618 |
1.3158 |
|
1.618 |
1.3100 |
|
1.000 |
1.3064 |
|
0.618 |
1.3042 |
|
HIGH |
1.3006 |
|
0.618 |
1.2984 |
|
0.500 |
1.2977 |
|
0.382 |
1.2970 |
|
LOW |
1.2948 |
|
0.618 |
1.2912 |
|
1.000 |
1.2890 |
|
1.618 |
1.2854 |
|
2.618 |
1.2796 |
|
4.250 |
1.2702 |
|
|
| Fisher Pivots for day following 19-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.2992 |
1.2989 |
| PP |
1.2984 |
1.2979 |
| S1 |
1.2977 |
1.2970 |
|