CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 23-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2007 |
23-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.2970 |
1.3070 |
0.0100 |
0.8% |
1.2986 |
| High |
1.3001 |
1.3077 |
0.0076 |
0.6% |
1.3006 |
| Low |
1.2966 |
1.3039 |
0.0073 |
0.6% |
1.2933 |
| Close |
1.2987 |
1.3055 |
0.0068 |
0.5% |
1.2999 |
| Range |
0.0035 |
0.0038 |
0.0003 |
8.6% |
0.0073 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
1.8% |
0.0000 |
| Volume |
171,218 |
130,212 |
-41,006 |
-23.9% |
749,349 |
|
| Daily Pivots for day following 23-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3171 |
1.3151 |
1.3076 |
|
| R3 |
1.3133 |
1.3113 |
1.3065 |
|
| R2 |
1.3095 |
1.3095 |
1.3062 |
|
| R1 |
1.3075 |
1.3075 |
1.3058 |
1.3066 |
| PP |
1.3057 |
1.3057 |
1.3057 |
1.3053 |
| S1 |
1.3037 |
1.3037 |
1.3052 |
1.3028 |
| S2 |
1.3019 |
1.3019 |
1.3048 |
|
| S3 |
1.2981 |
1.2999 |
1.3045 |
|
| S4 |
1.2943 |
1.2961 |
1.3034 |
|
|
| 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 |
1.3077 |
1.2933 |
0.0144 |
1.1% |
0.0050 |
0.4% |
85% |
True |
False |
174,318 |
| 10 |
1.3077 |
1.2904 |
0.0173 |
1.3% |
0.0060 |
0.5% |
87% |
True |
False |
182,636 |
| 20 |
1.3344 |
1.2904 |
0.0440 |
3.4% |
0.0063 |
0.5% |
34% |
False |
False |
160,319 |
| 40 |
1.3421 |
1.2904 |
0.0517 |
4.0% |
0.0066 |
0.5% |
29% |
False |
False |
118,469 |
| 60 |
1.3421 |
1.2759 |
0.0662 |
5.1% |
0.0056 |
0.4% |
45% |
False |
False |
79,200 |
| 80 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0046 |
0.4% |
56% |
False |
False |
59,492 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0039 |
0.3% |
56% |
False |
False |
47,614 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0033 |
0.3% |
56% |
False |
False |
39,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3239 |
|
2.618 |
1.3176 |
|
1.618 |
1.3138 |
|
1.000 |
1.3115 |
|
0.618 |
1.3100 |
|
HIGH |
1.3077 |
|
0.618 |
1.3062 |
|
0.500 |
1.3058 |
|
0.382 |
1.3054 |
|
LOW |
1.3039 |
|
0.618 |
1.3016 |
|
1.000 |
1.3001 |
|
1.618 |
1.2978 |
|
2.618 |
1.2940 |
|
4.250 |
1.2878 |
|
|
| Fisher Pivots for day following 23-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3058 |
1.3041 |
| PP |
1.3057 |
1.3027 |
| S1 |
1.3056 |
1.3013 |
|