CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 02-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2006 |
02-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3282 |
1.3372 |
0.0090 |
0.7% |
1.3195 |
| High |
1.3290 |
1.3378 |
0.0088 |
0.7% |
1.3290 |
| Low |
1.3248 |
1.3370 |
0.0122 |
0.9% |
1.3195 |
| Close |
1.3282 |
1.3379 |
0.0097 |
0.7% |
1.3282 |
| Range |
0.0042 |
0.0008 |
-0.0034 |
-81.0% |
0.0095 |
| ATR |
0.0053 |
0.0056 |
0.0003 |
5.8% |
0.0000 |
| Volume |
262 |
436 |
174 |
66.4% |
810 |
|
| Daily Pivots for day following 02-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3400 |
1.3397 |
1.3383 |
|
| R3 |
1.3392 |
1.3389 |
1.3381 |
|
| R2 |
1.3384 |
1.3384 |
1.3380 |
|
| R1 |
1.3381 |
1.3381 |
1.3380 |
1.3383 |
| PP |
1.3376 |
1.3376 |
1.3376 |
1.3376 |
| S1 |
1.3373 |
1.3373 |
1.3378 |
1.3375 |
| S2 |
1.3368 |
1.3368 |
1.3378 |
|
| S3 |
1.3360 |
1.3365 |
1.3377 |
|
| S4 |
1.3352 |
1.3357 |
1.3375 |
|
|
| Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3541 |
1.3506 |
1.3334 |
|
| R3 |
1.3446 |
1.3411 |
1.3308 |
|
| R2 |
1.3351 |
1.3351 |
1.3299 |
|
| R1 |
1.3316 |
1.3316 |
1.3291 |
1.3334 |
| PP |
1.3256 |
1.3256 |
1.3256 |
1.3264 |
| S1 |
1.3221 |
1.3221 |
1.3273 |
1.3239 |
| S2 |
1.3161 |
1.3161 |
1.3265 |
|
| S3 |
1.3066 |
1.3126 |
1.3256 |
|
| S4 |
1.2971 |
1.3031 |
1.3230 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3378 |
1.3195 |
0.0183 |
1.4% |
0.0020 |
0.1% |
101% |
True |
False |
249 |
| 10 |
1.3378 |
1.3160 |
0.0218 |
1.6% |
0.0029 |
0.2% |
100% |
True |
False |
315 |
| 20 |
1.3460 |
1.3160 |
0.0300 |
2.2% |
0.0033 |
0.2% |
73% |
False |
False |
221 |
| 40 |
1.3460 |
1.2835 |
0.0625 |
4.7% |
0.0018 |
0.1% |
87% |
False |
False |
120 |
| 60 |
1.3460 |
1.2642 |
0.0818 |
6.1% |
0.0014 |
0.1% |
90% |
False |
False |
81 |
| 80 |
1.3460 |
1.2642 |
0.0818 |
6.1% |
0.0011 |
0.1% |
90% |
False |
False |
62 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.1% |
0.0009 |
0.1% |
90% |
False |
False |
50 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.1% |
0.0009 |
0.1% |
90% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3412 |
|
2.618 |
1.3399 |
|
1.618 |
1.3391 |
|
1.000 |
1.3386 |
|
0.618 |
1.3383 |
|
HIGH |
1.3378 |
|
0.618 |
1.3375 |
|
0.500 |
1.3374 |
|
0.382 |
1.3373 |
|
LOW |
1.3370 |
|
0.618 |
1.3365 |
|
1.000 |
1.3362 |
|
1.618 |
1.3357 |
|
2.618 |
1.3349 |
|
4.250 |
1.3336 |
|
|
| Fisher Pivots for day following 02-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3377 |
1.3355 |
| PP |
1.3376 |
1.3331 |
| S1 |
1.3374 |
1.3307 |
|