CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 29-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2007 |
29-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.2928 |
1.2950 |
0.0022 |
0.2% |
1.2970 |
| High |
1.2960 |
1.2997 |
0.0037 |
0.3% |
1.3077 |
| Low |
1.2910 |
1.2937 |
0.0027 |
0.2% |
1.2910 |
| Close |
1.2938 |
1.2986 |
0.0048 |
0.4% |
1.2938 |
| Range |
0.0050 |
0.0060 |
0.0010 |
20.0% |
0.0167 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
202,017 |
197,602 |
-4,415 |
-2.2% |
835,942 |
|
| Daily Pivots for day following 29-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3153 |
1.3130 |
1.3019 |
|
| R3 |
1.3093 |
1.3070 |
1.3003 |
|
| R2 |
1.3033 |
1.3033 |
1.2997 |
|
| R1 |
1.3010 |
1.3010 |
1.2992 |
1.3022 |
| PP |
1.2973 |
1.2973 |
1.2973 |
1.2979 |
| S1 |
1.2950 |
1.2950 |
1.2981 |
1.2962 |
| S2 |
1.2913 |
1.2913 |
1.2975 |
|
| S3 |
1.2853 |
1.2890 |
1.2970 |
|
| S4 |
1.2793 |
1.2830 |
1.2953 |
|
|
| 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% |
0.0057 |
0.4% |
46% |
False |
False |
172,465 |
| 10 |
1.3077 |
1.2910 |
0.0167 |
1.3% |
0.0056 |
0.4% |
46% |
False |
False |
178,289 |
| 20 |
1.3344 |
1.2904 |
0.0440 |
3.4% |
0.0063 |
0.5% |
19% |
False |
False |
173,974 |
| 40 |
1.3421 |
1.2904 |
0.0517 |
4.0% |
0.0068 |
0.5% |
16% |
False |
False |
136,427 |
| 60 |
1.3421 |
1.2759 |
0.0662 |
5.1% |
0.0058 |
0.4% |
34% |
False |
False |
91,368 |
| 80 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0048 |
0.4% |
48% |
False |
False |
68,631 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0042 |
0.3% |
48% |
False |
False |
54,934 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0035 |
0.3% |
48% |
False |
False |
45,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3252 |
|
2.618 |
1.3154 |
|
1.618 |
1.3094 |
|
1.000 |
1.3057 |
|
0.618 |
1.3034 |
|
HIGH |
1.2997 |
|
0.618 |
1.2974 |
|
0.500 |
1.2967 |
|
0.382 |
1.2960 |
|
LOW |
1.2937 |
|
0.618 |
1.2900 |
|
1.000 |
1.2877 |
|
1.618 |
1.2840 |
|
2.618 |
1.2780 |
|
4.250 |
1.2682 |
|
|
| Fisher Pivots for day following 29-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.2980 |
1.2979 |
| PP |
1.2973 |
1.2973 |
| S1 |
1.2967 |
1.2966 |
|