CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 26-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2007 |
26-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3012 |
1.2928 |
-0.0084 |
-0.6% |
1.2970 |
| High |
1.3022 |
1.2960 |
-0.0062 |
-0.5% |
1.3077 |
| Low |
1.2946 |
1.2910 |
-0.0036 |
-0.3% |
1.2910 |
| Close |
1.2958 |
1.2938 |
-0.0020 |
-0.2% |
1.2938 |
| Range |
0.0076 |
0.0050 |
-0.0026 |
-34.2% |
0.0167 |
| ATR |
0.0073 |
0.0072 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
182,751 |
202,017 |
19,266 |
10.5% |
835,942 |
|
| Daily Pivots for day following 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3086 |
1.3062 |
1.2966 |
|
| R3 |
1.3036 |
1.3012 |
1.2952 |
|
| R2 |
1.2986 |
1.2986 |
1.2947 |
|
| R1 |
1.2962 |
1.2962 |
1.2943 |
1.2974 |
| PP |
1.2936 |
1.2936 |
1.2936 |
1.2942 |
| S1 |
1.2912 |
1.2912 |
1.2933 |
1.2924 |
| S2 |
1.2886 |
1.2886 |
1.2929 |
|
| S3 |
1.2836 |
1.2862 |
1.2924 |
|
| S4 |
1.2786 |
1.2812 |
1.2911 |
|
|
| Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3476 |
1.3374 |
1.3030 |
|
| R3 |
1.3309 |
1.3207 |
1.2984 |
|
| R2 |
1.3142 |
1.3142 |
1.2969 |
|
| R1 |
1.3040 |
1.3040 |
1.2953 |
1.3008 |
| PP |
1.2975 |
1.2975 |
1.2975 |
1.2959 |
| S1 |
1.2873 |
1.2873 |
1.2923 |
1.2841 |
| S2 |
1.2808 |
1.2808 |
1.2907 |
|
| S3 |
1.2641 |
1.2706 |
1.2892 |
|
| S4 |
1.2474 |
1.2539 |
1.2846 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3077 |
1.2910 |
0.0167 |
1.3% |
0.0052 |
0.4% |
17% |
False |
True |
167,188 |
| 10 |
1.3077 |
1.2904 |
0.0173 |
1.3% |
0.0057 |
0.4% |
20% |
False |
False |
188,200 |
| 20 |
1.3344 |
1.2904 |
0.0440 |
3.4% |
0.0063 |
0.5% |
8% |
False |
False |
169,770 |
| 40 |
1.3421 |
1.2904 |
0.0517 |
4.0% |
0.0068 |
0.5% |
7% |
False |
False |
131,610 |
| 60 |
1.3421 |
1.2759 |
0.0662 |
5.1% |
0.0058 |
0.4% |
27% |
False |
False |
88,080 |
| 80 |
1.3421 |
1.2585 |
0.0836 |
6.5% |
0.0048 |
0.4% |
42% |
False |
False |
66,164 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.5% |
0.0041 |
0.3% |
42% |
False |
False |
52,958 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.5% |
0.0034 |
0.3% |
42% |
False |
False |
44,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3173 |
|
2.618 |
1.3091 |
|
1.618 |
1.3041 |
|
1.000 |
1.3010 |
|
0.618 |
1.2991 |
|
HIGH |
1.2960 |
|
0.618 |
1.2941 |
|
0.500 |
1.2935 |
|
0.382 |
1.2929 |
|
LOW |
1.2910 |
|
0.618 |
1.2879 |
|
1.000 |
1.2860 |
|
1.618 |
1.2829 |
|
2.618 |
1.2779 |
|
4.250 |
1.2698 |
|
|
| Fisher Pivots for day following 26-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.2937 |
1.2976 |
| PP |
1.2936 |
1.2963 |
| S1 |
1.2935 |
1.2951 |
|