CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 05-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2007 |
05-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3196 |
1.3097 |
-0.0099 |
-0.8% |
1.3372 |
| High |
1.3197 |
1.3098 |
-0.0099 |
-0.8% |
1.3378 |
| Low |
1.3175 |
1.3073 |
-0.0102 |
-0.8% |
1.3073 |
| Close |
1.3176 |
1.3097 |
-0.0079 |
-0.6% |
1.3097 |
| Range |
0.0022 |
0.0025 |
0.0003 |
13.6% |
0.0305 |
| ATR |
0.0063 |
0.0066 |
0.0003 |
4.6% |
0.0000 |
| Volume |
264 |
218 |
-46 |
-17.4% |
1,021 |
|
| Daily Pivots for day following 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3164 |
1.3156 |
1.3111 |
|
| R3 |
1.3139 |
1.3131 |
1.3104 |
|
| R2 |
1.3114 |
1.3114 |
1.3102 |
|
| R1 |
1.3106 |
1.3106 |
1.3099 |
1.3110 |
| PP |
1.3089 |
1.3089 |
1.3089 |
1.3091 |
| S1 |
1.3081 |
1.3081 |
1.3095 |
1.3085 |
| S2 |
1.3064 |
1.3064 |
1.3092 |
|
| S3 |
1.3039 |
1.3056 |
1.3090 |
|
| S4 |
1.3014 |
1.3031 |
1.3083 |
|
|
| Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4098 |
1.3902 |
1.3265 |
|
| R3 |
1.3793 |
1.3597 |
1.3181 |
|
| R2 |
1.3488 |
1.3488 |
1.3153 |
|
| R1 |
1.3292 |
1.3292 |
1.3125 |
1.3238 |
| PP |
1.3183 |
1.3183 |
1.3183 |
1.3155 |
| S1 |
1.2987 |
1.2987 |
1.3069 |
1.2933 |
| S2 |
1.2878 |
1.2878 |
1.3041 |
|
| S3 |
1.2573 |
1.2682 |
1.3013 |
|
| S4 |
1.2268 |
1.2377 |
1.2929 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3378 |
1.3073 |
0.0305 |
2.3% |
0.0026 |
0.2% |
8% |
False |
True |
256 |
| 10 |
1.3378 |
1.3073 |
0.0305 |
2.3% |
0.0021 |
0.2% |
8% |
False |
True |
227 |
| 20 |
1.3460 |
1.3073 |
0.0387 |
3.0% |
0.0033 |
0.3% |
6% |
False |
True |
211 |
| 40 |
1.3460 |
1.2895 |
0.0565 |
4.3% |
0.0020 |
0.2% |
36% |
False |
False |
135 |
| 60 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0015 |
0.1% |
56% |
False |
False |
91 |
| 80 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0012 |
0.1% |
56% |
False |
False |
70 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0010 |
0.1% |
56% |
False |
False |
56 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0009 |
0.1% |
56% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3204 |
|
2.618 |
1.3163 |
|
1.618 |
1.3138 |
|
1.000 |
1.3123 |
|
0.618 |
1.3113 |
|
HIGH |
1.3098 |
|
0.618 |
1.3088 |
|
0.500 |
1.3086 |
|
0.382 |
1.3083 |
|
LOW |
1.3073 |
|
0.618 |
1.3058 |
|
1.000 |
1.3048 |
|
1.618 |
1.3033 |
|
2.618 |
1.3008 |
|
4.250 |
1.2967 |
|
|
| Fisher Pivots for day following 05-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3093 |
1.3178 |
| PP |
1.3089 |
1.3151 |
| S1 |
1.3086 |
1.3124 |
|