CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 08-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2007 |
08-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3097 |
1.3106 |
0.0009 |
0.1% |
1.3372 |
| High |
1.3098 |
1.3118 |
0.0020 |
0.2% |
1.3378 |
| Low |
1.3073 |
1.3080 |
0.0007 |
0.1% |
1.3073 |
| Close |
1.3097 |
1.3106 |
0.0009 |
0.1% |
1.3097 |
| Range |
0.0025 |
0.0038 |
0.0013 |
52.0% |
0.0305 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
218 |
346 |
128 |
58.7% |
1,021 |
|
| Daily Pivots for day following 08-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3215 |
1.3199 |
1.3127 |
|
| R3 |
1.3177 |
1.3161 |
1.3116 |
|
| R2 |
1.3139 |
1.3139 |
1.3113 |
|
| R1 |
1.3123 |
1.3123 |
1.3109 |
1.3125 |
| PP |
1.3101 |
1.3101 |
1.3101 |
1.3103 |
| S1 |
1.3085 |
1.3085 |
1.3103 |
1.3087 |
| S2 |
1.3063 |
1.3063 |
1.3099 |
|
| S3 |
1.3025 |
1.3047 |
1.3096 |
|
| S4 |
1.2987 |
1.3009 |
1.3085 |
|
|
| 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% |
0.0025 |
0.2% |
11% |
False |
False |
273 |
| 10 |
1.3378 |
1.3073 |
0.0305 |
2.3% |
0.0022 |
0.2% |
11% |
False |
False |
228 |
| 20 |
1.3460 |
1.3073 |
0.0387 |
3.0% |
0.0034 |
0.3% |
9% |
False |
False |
221 |
| 40 |
1.3460 |
1.2912 |
0.0548 |
4.2% |
0.0021 |
0.2% |
35% |
False |
False |
143 |
| 60 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0015 |
0.1% |
57% |
False |
False |
96 |
| 80 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0012 |
0.1% |
57% |
False |
False |
74 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0010 |
0.1% |
57% |
False |
False |
60 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0010 |
0.1% |
57% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3280 |
|
2.618 |
1.3217 |
|
1.618 |
1.3179 |
|
1.000 |
1.3156 |
|
0.618 |
1.3141 |
|
HIGH |
1.3118 |
|
0.618 |
1.3103 |
|
0.500 |
1.3099 |
|
0.382 |
1.3095 |
|
LOW |
1.3080 |
|
0.618 |
1.3057 |
|
1.000 |
1.3042 |
|
1.618 |
1.3019 |
|
2.618 |
1.2981 |
|
4.250 |
1.2919 |
|
|
| Fisher Pivots for day following 08-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3104 |
1.3135 |
| PP |
1.3101 |
1.3125 |
| S1 |
1.3099 |
1.3116 |
|