CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 02-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2007 |
02-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3049 |
1.3046 |
-0.0003 |
0.0% |
1.2950 |
| High |
1.3080 |
1.3091 |
0.0011 |
0.1% |
1.3091 |
| Low |
1.3040 |
1.2977 |
-0.0063 |
-0.5% |
1.2937 |
| Close |
1.3049 |
1.2991 |
-0.0058 |
-0.4% |
1.2991 |
| Range |
0.0040 |
0.0114 |
0.0074 |
185.0% |
0.0154 |
| ATR |
0.0069 |
0.0072 |
0.0003 |
4.7% |
0.0000 |
| Volume |
245,712 |
160,441 |
-85,271 |
-34.7% |
822,014 |
|
| Daily Pivots for day following 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3362 |
1.3290 |
1.3054 |
|
| R3 |
1.3248 |
1.3176 |
1.3022 |
|
| R2 |
1.3134 |
1.3134 |
1.3012 |
|
| R1 |
1.3062 |
1.3062 |
1.3001 |
1.3041 |
| PP |
1.3020 |
1.3020 |
1.3020 |
1.3009 |
| S1 |
1.2948 |
1.2948 |
1.2981 |
1.2927 |
| S2 |
1.2906 |
1.2906 |
1.2970 |
|
| S3 |
1.2792 |
1.2834 |
1.2960 |
|
| S4 |
1.2678 |
1.2720 |
1.2928 |
|
|
| Weekly Pivots for week ending 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3468 |
1.3384 |
1.3076 |
|
| R3 |
1.3314 |
1.3230 |
1.3033 |
|
| R2 |
1.3160 |
1.3160 |
1.3019 |
|
| R1 |
1.3076 |
1.3076 |
1.3005 |
1.3118 |
| PP |
1.3006 |
1.3006 |
1.3006 |
1.3028 |
| S1 |
1.2922 |
1.2922 |
1.2977 |
1.2964 |
| S2 |
1.2852 |
1.2852 |
1.2963 |
|
| S3 |
1.2698 |
1.2768 |
1.2949 |
|
| S4 |
1.2544 |
1.2614 |
1.2906 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3091 |
1.2937 |
0.0154 |
1.2% |
0.0072 |
0.6% |
35% |
True |
False |
164,402 |
| 10 |
1.3091 |
1.2910 |
0.0181 |
1.4% |
0.0062 |
0.5% |
45% |
True |
False |
165,795 |
| 20 |
1.3132 |
1.2904 |
0.0228 |
1.8% |
0.0066 |
0.5% |
38% |
False |
False |
179,820 |
| 40 |
1.3421 |
1.2904 |
0.0517 |
4.0% |
0.0069 |
0.5% |
17% |
False |
False |
151,313 |
| 60 |
1.3421 |
1.2834 |
0.0587 |
4.5% |
0.0061 |
0.5% |
27% |
False |
False |
101,717 |
| 80 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0051 |
0.4% |
49% |
False |
False |
76,417 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0044 |
0.3% |
49% |
False |
False |
61,177 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0037 |
0.3% |
49% |
False |
False |
50,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3576 |
|
2.618 |
1.3389 |
|
1.618 |
1.3275 |
|
1.000 |
1.3205 |
|
0.618 |
1.3161 |
|
HIGH |
1.3091 |
|
0.618 |
1.3047 |
|
0.500 |
1.3034 |
|
0.382 |
1.3021 |
|
LOW |
1.2977 |
|
0.618 |
1.2907 |
|
1.000 |
1.2863 |
|
1.618 |
1.2793 |
|
2.618 |
1.2679 |
|
4.250 |
1.2493 |
|
|
| Fisher Pivots for day following 02-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3034 |
1.3023 |
| PP |
1.3020 |
1.3012 |
| S1 |
1.3005 |
1.3002 |
|