CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 06-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2007 |
06-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1.2952 |
1.2977 |
0.0025 |
0.2% |
1.2950 |
| High |
1.2961 |
1.3016 |
0.0055 |
0.4% |
1.3091 |
| Low |
1.2939 |
1.2963 |
0.0024 |
0.2% |
1.2937 |
| Close |
1.2954 |
1.3005 |
0.0051 |
0.4% |
1.2991 |
| Range |
0.0022 |
0.0053 |
0.0031 |
140.9% |
0.0154 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
237,780 |
124,688 |
-113,092 |
-47.6% |
822,014 |
|
| Daily Pivots for day following 06-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3154 |
1.3132 |
1.3034 |
|
| R3 |
1.3101 |
1.3079 |
1.3020 |
|
| R2 |
1.3048 |
1.3048 |
1.3015 |
|
| R1 |
1.3026 |
1.3026 |
1.3010 |
1.3037 |
| PP |
1.2995 |
1.2995 |
1.2995 |
1.3000 |
| S1 |
1.2973 |
1.2973 |
1.3000 |
1.2984 |
| S2 |
1.2942 |
1.2942 |
1.2995 |
|
| S3 |
1.2889 |
1.2920 |
1.2990 |
|
| S4 |
1.2836 |
1.2867 |
1.2976 |
|
|
| 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 |
1.2939 |
0.0152 |
1.2% |
0.0068 |
0.5% |
43% |
False |
False |
175,828 |
| 10 |
1.3091 |
1.2910 |
0.0181 |
1.4% |
0.0062 |
0.5% |
52% |
False |
False |
171,899 |
| 20 |
1.3091 |
1.2904 |
0.0187 |
1.4% |
0.0061 |
0.5% |
54% |
False |
False |
177,268 |
| 40 |
1.3421 |
1.2904 |
0.0517 |
4.0% |
0.0068 |
0.5% |
20% |
False |
False |
159,787 |
| 60 |
1.3421 |
1.2837 |
0.0584 |
4.5% |
0.0061 |
0.5% |
29% |
False |
False |
107,744 |
| 80 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0052 |
0.4% |
50% |
False |
False |
80,939 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0045 |
0.3% |
50% |
False |
False |
64,801 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0038 |
0.3% |
50% |
False |
False |
54,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3241 |
|
2.618 |
1.3155 |
|
1.618 |
1.3102 |
|
1.000 |
1.3069 |
|
0.618 |
1.3049 |
|
HIGH |
1.3016 |
|
0.618 |
1.2996 |
|
0.500 |
1.2990 |
|
0.382 |
1.2983 |
|
LOW |
1.2963 |
|
0.618 |
1.2930 |
|
1.000 |
1.2910 |
|
1.618 |
1.2877 |
|
2.618 |
1.2824 |
|
4.250 |
1.2738 |
|
|
| Fisher Pivots for day following 06-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3000 |
1.3015 |
| PP |
1.2995 |
1.3012 |
| S1 |
1.2990 |
1.3008 |
|