CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 25-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2007 |
25-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
1.3034 |
1.3060 |
0.0026 |
0.2% |
1.3005 |
High |
1.3041 |
1.3060 |
0.0019 |
0.1% |
1.3045 |
Low |
1.3034 |
1.3060 |
0.0026 |
0.2% |
1.2999 |
Close |
1.3040 |
1.3004 |
-0.0036 |
-0.3% |
1.3045 |
Range |
0.0007 |
0.0000 |
-0.0007 |
-100.0% |
0.0046 |
ATR |
0.0053 |
0.0050 |
-0.0002 |
-4.4% |
0.0000 |
Volume |
293 |
317 |
24 |
8.2% |
1,206 |
|
Daily Pivots for day following 25-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3041 |
1.3023 |
1.3004 |
|
R3 |
1.3041 |
1.3023 |
1.3004 |
|
R2 |
1.3041 |
1.3041 |
1.3004 |
|
R1 |
1.3023 |
1.3023 |
1.3004 |
1.3032 |
PP |
1.3041 |
1.3041 |
1.3041 |
1.3046 |
S1 |
1.3023 |
1.3023 |
1.3004 |
1.3032 |
S2 |
1.3041 |
1.3041 |
1.3004 |
|
S3 |
1.3041 |
1.3023 |
1.3004 |
|
S4 |
1.3041 |
1.3023 |
1.3004 |
|
|
Weekly Pivots for week ending 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3168 |
1.3152 |
1.3070 |
|
R3 |
1.3122 |
1.3106 |
1.3058 |
|
R2 |
1.3076 |
1.3076 |
1.3053 |
|
R1 |
1.3060 |
1.3060 |
1.3049 |
1.3068 |
PP |
1.3030 |
1.3030 |
1.3030 |
1.3034 |
S1 |
1.3014 |
1.3014 |
1.3041 |
1.3022 |
S2 |
1.2984 |
1.2984 |
1.3037 |
|
S3 |
1.2938 |
1.2968 |
1.3032 |
|
S4 |
1.2892 |
1.2922 |
1.3020 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3117 |
1.2999 |
0.0118 |
0.9% |
0.0016 |
0.1% |
4% |
False |
False |
266 |
10 |
1.3117 |
1.2972 |
0.0145 |
1.1% |
0.0017 |
0.1% |
22% |
False |
False |
333 |
20 |
1.3378 |
1.2972 |
0.0406 |
3.1% |
0.0020 |
0.2% |
8% |
False |
False |
275 |
40 |
1.3460 |
1.2972 |
0.0488 |
3.8% |
0.0025 |
0.2% |
7% |
False |
False |
236 |
60 |
1.3460 |
1.2830 |
0.0630 |
4.8% |
0.0018 |
0.1% |
28% |
False |
False |
158 |
80 |
1.3460 |
1.2642 |
0.0818 |
6.3% |
0.0014 |
0.1% |
44% |
False |
False |
120 |
100 |
1.3460 |
1.2642 |
0.0818 |
6.3% |
0.0012 |
0.1% |
44% |
False |
False |
97 |
120 |
1.3460 |
1.2642 |
0.0818 |
6.3% |
0.0010 |
0.1% |
44% |
False |
False |
81 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3060 |
2.618 |
1.3060 |
1.618 |
1.3060 |
1.000 |
1.3060 |
0.618 |
1.3060 |
HIGH |
1.3060 |
0.618 |
1.3060 |
0.500 |
1.3060 |
0.382 |
1.3060 |
LOW |
1.3060 |
0.618 |
1.3060 |
1.000 |
1.3060 |
1.618 |
1.3060 |
2.618 |
1.3060 |
4.250 |
1.3060 |
|
|
Fisher Pivots for day following 25-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
1.3060 |
1.3076 |
PP |
1.3041 |
1.3052 |
S1 |
1.3023 |
1.3028 |
|