CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 10-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2007 |
10-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3087 |
1.3023 |
-0.0064 |
-0.5% |
1.3372 |
| High |
1.3099 |
1.3032 |
-0.0067 |
-0.5% |
1.3378 |
| Low |
1.3080 |
1.3025 |
-0.0055 |
-0.4% |
1.3073 |
| Close |
1.3087 |
1.3023 |
-0.0064 |
-0.5% |
1.3097 |
| Range |
0.0019 |
0.0007 |
-0.0012 |
-63.2% |
0.0305 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.1% |
0.0000 |
| Volume |
309 |
109 |
-200 |
-64.7% |
1,021 |
|
| Daily Pivots for day following 10-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3048 |
1.3042 |
1.3027 |
|
| R3 |
1.3041 |
1.3035 |
1.3025 |
|
| R2 |
1.3034 |
1.3034 |
1.3024 |
|
| R1 |
1.3028 |
1.3028 |
1.3024 |
1.3027 |
| PP |
1.3027 |
1.3027 |
1.3027 |
1.3026 |
| S1 |
1.3021 |
1.3021 |
1.3022 |
1.3020 |
| S2 |
1.3020 |
1.3020 |
1.3022 |
|
| S3 |
1.3013 |
1.3014 |
1.3021 |
|
| S4 |
1.3006 |
1.3007 |
1.3019 |
|
|
| 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 |
1.3197 |
1.3025 |
0.0172 |
1.3% |
0.0022 |
0.2% |
-1% |
False |
True |
249 |
| 10 |
1.3378 |
1.3025 |
0.0353 |
2.7% |
0.0024 |
0.2% |
-1% |
False |
True |
217 |
| 20 |
1.3385 |
1.3025 |
0.0360 |
2.8% |
0.0024 |
0.2% |
-1% |
False |
True |
235 |
| 40 |
1.3460 |
1.2912 |
0.0548 |
4.2% |
0.0021 |
0.2% |
20% |
False |
False |
153 |
| 60 |
1.3460 |
1.2664 |
0.0796 |
6.1% |
0.0015 |
0.1% |
45% |
False |
False |
103 |
| 80 |
1.3460 |
1.2642 |
0.0818 |
6.3% |
0.0013 |
0.1% |
47% |
False |
False |
79 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.3% |
0.0011 |
0.1% |
47% |
False |
False |
64 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.3% |
0.0009 |
0.1% |
47% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3062 |
|
2.618 |
1.3050 |
|
1.618 |
1.3043 |
|
1.000 |
1.3039 |
|
0.618 |
1.3036 |
|
HIGH |
1.3032 |
|
0.618 |
1.3029 |
|
0.500 |
1.3029 |
|
0.382 |
1.3028 |
|
LOW |
1.3025 |
|
0.618 |
1.3021 |
|
1.000 |
1.3018 |
|
1.618 |
1.3014 |
|
2.618 |
1.3007 |
|
4.250 |
1.2995 |
|
|
| Fisher Pivots for day following 10-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3029 |
1.3072 |
| PP |
1.3027 |
1.3055 |
| S1 |
1.3025 |
1.3039 |
|