CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 22-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2007 |
22-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.2992 |
1.2970 |
-0.0022 |
-0.2% |
1.2986 |
| High |
1.3006 |
1.3001 |
-0.0005 |
0.0% |
1.3006 |
| Low |
1.2948 |
1.2966 |
0.0018 |
0.1% |
1.2933 |
| Close |
1.2999 |
1.2987 |
-0.0012 |
-0.1% |
1.2999 |
| Range |
0.0058 |
0.0035 |
-0.0023 |
-39.7% |
0.0073 |
| ATR |
0.0074 |
0.0072 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
224,976 |
171,218 |
-53,758 |
-23.9% |
749,349 |
|
| Daily Pivots for day following 22-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3090 |
1.3073 |
1.3006 |
|
| R3 |
1.3055 |
1.3038 |
1.2997 |
|
| R2 |
1.3020 |
1.3020 |
1.2993 |
|
| R1 |
1.3003 |
1.3003 |
1.2990 |
1.3012 |
| PP |
1.2985 |
1.2985 |
1.2985 |
1.2989 |
| S1 |
1.2968 |
1.2968 |
1.2984 |
1.2977 |
| S2 |
1.2950 |
1.2950 |
1.2981 |
|
| S3 |
1.2915 |
1.2933 |
1.2977 |
|
| S4 |
1.2880 |
1.2898 |
1.2968 |
|
|
| 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 |
1.2933 |
0.0073 |
0.6% |
0.0054 |
0.4% |
74% |
False |
False |
184,113 |
| 10 |
1.3078 |
1.2904 |
0.0174 |
1.3% |
0.0063 |
0.5% |
48% |
False |
False |
190,860 |
| 20 |
1.3344 |
1.2904 |
0.0440 |
3.4% |
0.0064 |
0.5% |
19% |
False |
False |
162,424 |
| 40 |
1.3421 |
1.2904 |
0.0517 |
4.0% |
0.0066 |
0.5% |
16% |
False |
False |
115,242 |
| 60 |
1.3421 |
1.2680 |
0.0741 |
5.7% |
0.0055 |
0.4% |
41% |
False |
False |
77,034 |
| 80 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0046 |
0.4% |
48% |
False |
False |
57,867 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0039 |
0.3% |
48% |
False |
False |
46,311 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0033 |
0.3% |
48% |
False |
False |
38,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3150 |
|
2.618 |
1.3093 |
|
1.618 |
1.3058 |
|
1.000 |
1.3036 |
|
0.618 |
1.3023 |
|
HIGH |
1.3001 |
|
0.618 |
1.2988 |
|
0.500 |
1.2984 |
|
0.382 |
1.2979 |
|
LOW |
1.2966 |
|
0.618 |
1.2944 |
|
1.000 |
1.2931 |
|
1.618 |
1.2909 |
|
2.618 |
1.2874 |
|
4.250 |
1.2817 |
|
|
| Fisher Pivots for day following 22-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.2986 |
1.2981 |
| PP |
1.2985 |
1.2975 |
| S1 |
1.2984 |
1.2970 |
|