CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 12-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2007 |
12-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.2975 |
1.3006 |
0.0031 |
0.2% |
1.3106 |
| High |
1.2990 |
1.3015 |
0.0025 |
0.2% |
1.3118 |
| Low |
1.2972 |
1.3002 |
0.0030 |
0.2% |
1.2972 |
| Close |
1.2973 |
1.3006 |
0.0033 |
0.3% |
1.3006 |
| Range |
0.0018 |
0.0013 |
-0.0005 |
-27.8% |
0.0146 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
317 |
843 |
526 |
165.9% |
1,924 |
|
| Daily Pivots for day following 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3047 |
1.3039 |
1.3013 |
|
| R3 |
1.3034 |
1.3026 |
1.3010 |
|
| R2 |
1.3021 |
1.3021 |
1.3008 |
|
| R1 |
1.3013 |
1.3013 |
1.3007 |
1.3013 |
| PP |
1.3008 |
1.3008 |
1.3008 |
1.3007 |
| S1 |
1.3000 |
1.3000 |
1.3005 |
1.3000 |
| S2 |
1.2995 |
1.2995 |
1.3004 |
|
| S3 |
1.2982 |
1.2987 |
1.3002 |
|
| S4 |
1.2969 |
1.2974 |
1.2999 |
|
|
| Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3470 |
1.3384 |
1.3086 |
|
| R3 |
1.3324 |
1.3238 |
1.3046 |
|
| R2 |
1.3178 |
1.3178 |
1.3033 |
|
| R1 |
1.3092 |
1.3092 |
1.3019 |
1.3062 |
| PP |
1.3032 |
1.3032 |
1.3032 |
1.3017 |
| S1 |
1.2946 |
1.2946 |
1.2993 |
1.2916 |
| S2 |
1.2886 |
1.2886 |
1.2979 |
|
| S3 |
1.2740 |
1.2800 |
1.2966 |
|
| S4 |
1.2594 |
1.2654 |
1.2926 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3118 |
1.2972 |
0.0146 |
1.1% |
0.0019 |
0.1% |
23% |
False |
False |
384 |
| 10 |
1.3378 |
1.2972 |
0.0406 |
3.1% |
0.0023 |
0.2% |
8% |
False |
False |
320 |
| 20 |
1.3378 |
1.2972 |
0.0406 |
3.1% |
0.0024 |
0.2% |
8% |
False |
False |
290 |
| 40 |
1.3460 |
1.2912 |
0.0548 |
4.2% |
0.0022 |
0.2% |
17% |
False |
False |
182 |
| 60 |
1.3460 |
1.2671 |
0.0789 |
6.1% |
0.0016 |
0.1% |
42% |
False |
False |
122 |
| 80 |
1.3460 |
1.2642 |
0.0818 |
6.3% |
0.0013 |
0.1% |
44% |
False |
False |
94 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.3% |
0.0011 |
0.1% |
44% |
False |
False |
75 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.3% |
0.0009 |
0.1% |
44% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3070 |
|
2.618 |
1.3049 |
|
1.618 |
1.3036 |
|
1.000 |
1.3028 |
|
0.618 |
1.3023 |
|
HIGH |
1.3015 |
|
0.618 |
1.3010 |
|
0.500 |
1.3009 |
|
0.382 |
1.3007 |
|
LOW |
1.3002 |
|
0.618 |
1.2994 |
|
1.000 |
1.2989 |
|
1.618 |
1.2981 |
|
2.618 |
1.2968 |
|
4.250 |
1.2947 |
|
|
| Fisher Pivots for day following 12-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3009 |
1.3005 |
| PP |
1.3008 |
1.3003 |
| S1 |
1.3007 |
1.3002 |
|