CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 18-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2007 |
18-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3014 |
1.3039 |
0.0025 |
0.2% |
1.3106 |
| High |
1.3027 |
1.3040 |
0.0013 |
0.1% |
1.3118 |
| Low |
1.3015 |
1.3025 |
0.0010 |
0.1% |
1.2972 |
| Close |
1.3014 |
1.3039 |
0.0025 |
0.2% |
1.3006 |
| Range |
0.0012 |
0.0015 |
0.0003 |
25.0% |
0.0146 |
| ATR |
0.0054 |
0.0052 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
397 |
190 |
-207 |
-52.1% |
1,924 |
|
| Daily Pivots for day following 18-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3080 |
1.3074 |
1.3047 |
|
| R3 |
1.3065 |
1.3059 |
1.3043 |
|
| R2 |
1.3050 |
1.3050 |
1.3042 |
|
| R1 |
1.3044 |
1.3044 |
1.3040 |
1.3047 |
| PP |
1.3035 |
1.3035 |
1.3035 |
1.3036 |
| S1 |
1.3029 |
1.3029 |
1.3038 |
1.3032 |
| S2 |
1.3020 |
1.3020 |
1.3036 |
|
| S3 |
1.3005 |
1.3014 |
1.3035 |
|
| S4 |
1.2990 |
1.2999 |
1.3031 |
|
|
| 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 |
1.3040 |
1.2972 |
0.0068 |
0.5% |
0.0017 |
0.1% |
99% |
True |
False |
400 |
| 10 |
1.3197 |
1.2972 |
0.0225 |
1.7% |
0.0020 |
0.1% |
30% |
False |
False |
324 |
| 20 |
1.3378 |
1.2972 |
0.0406 |
3.1% |
0.0024 |
0.2% |
17% |
False |
False |
317 |
| 40 |
1.3460 |
1.2928 |
0.0532 |
4.1% |
0.0023 |
0.2% |
21% |
False |
False |
203 |
| 60 |
1.3460 |
1.2686 |
0.0774 |
5.9% |
0.0017 |
0.1% |
46% |
False |
False |
136 |
| 80 |
1.3460 |
1.2642 |
0.0818 |
6.3% |
0.0013 |
0.1% |
49% |
False |
False |
104 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.3% |
0.0011 |
0.1% |
49% |
False |
False |
83 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.3% |
0.0009 |
0.1% |
49% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3104 |
|
2.618 |
1.3079 |
|
1.618 |
1.3064 |
|
1.000 |
1.3055 |
|
0.618 |
1.3049 |
|
HIGH |
1.3040 |
|
0.618 |
1.3034 |
|
0.500 |
1.3033 |
|
0.382 |
1.3031 |
|
LOW |
1.3025 |
|
0.618 |
1.3016 |
|
1.000 |
1.3010 |
|
1.618 |
1.3001 |
|
2.618 |
1.2986 |
|
4.250 |
1.2961 |
|
|
| Fisher Pivots for day following 18-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3037 |
1.3033 |
| PP |
1.3035 |
1.3026 |
| S1 |
1.3033 |
1.3020 |
|