CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 01-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2007 |
01-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1.2986 |
1.3049 |
0.0063 |
0.5% |
1.2970 |
| High |
1.3065 |
1.3080 |
0.0015 |
0.1% |
1.3077 |
| Low |
1.2955 |
1.3040 |
0.0085 |
0.7% |
1.2910 |
| Close |
1.3057 |
1.3049 |
-0.0008 |
-0.1% |
1.2938 |
| Range |
0.0110 |
0.0040 |
-0.0070 |
-63.6% |
0.0167 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
110,519 |
245,712 |
135,193 |
122.3% |
835,942 |
|
| Daily Pivots for day following 01-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3176 |
1.3153 |
1.3071 |
|
| R3 |
1.3136 |
1.3113 |
1.3060 |
|
| R2 |
1.3096 |
1.3096 |
1.3056 |
|
| R1 |
1.3073 |
1.3073 |
1.3053 |
1.3069 |
| PP |
1.3056 |
1.3056 |
1.3056 |
1.3055 |
| S1 |
1.3033 |
1.3033 |
1.3045 |
1.3029 |
| S2 |
1.3016 |
1.3016 |
1.3042 |
|
| S3 |
1.2976 |
1.2993 |
1.3038 |
|
| S4 |
1.2936 |
1.2953 |
1.3027 |
|
|
| 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 |
1.3080 |
1.2910 |
0.0170 |
1.3% |
0.0059 |
0.5% |
82% |
True |
False |
172,718 |
| 10 |
1.3080 |
1.2910 |
0.0170 |
1.3% |
0.0056 |
0.4% |
82% |
True |
False |
172,249 |
| 20 |
1.3160 |
1.2904 |
0.0256 |
2.0% |
0.0062 |
0.5% |
57% |
False |
False |
181,444 |
| 40 |
1.3421 |
1.2904 |
0.0517 |
4.0% |
0.0067 |
0.5% |
28% |
False |
False |
147,590 |
| 60 |
1.3421 |
1.2759 |
0.0662 |
5.1% |
0.0060 |
0.5% |
44% |
False |
False |
99,052 |
| 80 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0050 |
0.4% |
56% |
False |
False |
74,423 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0043 |
0.3% |
56% |
False |
False |
59,574 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0036 |
0.3% |
56% |
False |
False |
49,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3250 |
|
2.618 |
1.3185 |
|
1.618 |
1.3145 |
|
1.000 |
1.3120 |
|
0.618 |
1.3105 |
|
HIGH |
1.3080 |
|
0.618 |
1.3065 |
|
0.500 |
1.3060 |
|
0.382 |
1.3055 |
|
LOW |
1.3040 |
|
0.618 |
1.3015 |
|
1.000 |
1.3000 |
|
1.618 |
1.2975 |
|
2.618 |
1.2935 |
|
4.250 |
1.2870 |
|
|
| Fisher Pivots for day following 01-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3060 |
1.3039 |
| PP |
1.3056 |
1.3028 |
| S1 |
1.3053 |
1.3018 |
|