CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 29-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2007 |
29-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.2984 |
1.2998 |
0.0014 |
0.1% |
1.3033 |
| High |
1.2995 |
1.3030 |
0.0035 |
0.3% |
1.3117 |
| Low |
1.2970 |
1.2990 |
0.0020 |
0.2% |
1.2970 |
| Close |
1.2984 |
1.3032 |
0.0048 |
0.4% |
1.2984 |
| Range |
0.0025 |
0.0040 |
0.0015 |
60.0% |
0.0147 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
444 |
493 |
49 |
11.0% |
1,411 |
|
| Daily Pivots for day following 29-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3137 |
1.3125 |
1.3054 |
|
| R3 |
1.3097 |
1.3085 |
1.3043 |
|
| R2 |
1.3057 |
1.3057 |
1.3039 |
|
| R1 |
1.3045 |
1.3045 |
1.3036 |
1.3051 |
| PP |
1.3017 |
1.3017 |
1.3017 |
1.3021 |
| S1 |
1.3005 |
1.3005 |
1.3028 |
1.3011 |
| S2 |
1.2977 |
1.2977 |
1.3025 |
|
| S3 |
1.2937 |
1.2965 |
1.3021 |
|
| S4 |
1.2897 |
1.2925 |
1.3010 |
|
|
| Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3465 |
1.3371 |
1.3065 |
|
| R3 |
1.3318 |
1.3224 |
1.3024 |
|
| R2 |
1.3171 |
1.3171 |
1.3011 |
|
| R1 |
1.3077 |
1.3077 |
1.2997 |
1.3051 |
| PP |
1.3024 |
1.3024 |
1.3024 |
1.3010 |
| S1 |
1.2930 |
1.2930 |
1.2971 |
1.2904 |
| S2 |
1.2877 |
1.2877 |
1.2957 |
|
| S3 |
1.2730 |
1.2783 |
1.2944 |
|
| S4 |
1.2583 |
1.2636 |
1.2903 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3117 |
1.2970 |
0.0147 |
1.1% |
0.0019 |
0.1% |
42% |
False |
False |
349 |
| 10 |
1.3117 |
1.2970 |
0.0147 |
1.1% |
0.0020 |
0.2% |
42% |
False |
False |
311 |
| 20 |
1.3378 |
1.2970 |
0.0408 |
3.1% |
0.0021 |
0.2% |
15% |
False |
False |
315 |
| 40 |
1.3460 |
1.2970 |
0.0490 |
3.8% |
0.0026 |
0.2% |
13% |
False |
False |
257 |
| 60 |
1.3460 |
1.2835 |
0.0625 |
4.8% |
0.0018 |
0.1% |
32% |
False |
False |
174 |
| 80 |
1.3460 |
1.2642 |
0.0818 |
6.3% |
0.0015 |
0.1% |
48% |
False |
False |
131 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.3% |
0.0013 |
0.1% |
48% |
False |
False |
106 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.3% |
0.0011 |
0.1% |
48% |
False |
False |
89 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3200 |
|
2.618 |
1.3135 |
|
1.618 |
1.3095 |
|
1.000 |
1.3070 |
|
0.618 |
1.3055 |
|
HIGH |
1.3030 |
|
0.618 |
1.3015 |
|
0.500 |
1.3010 |
|
0.382 |
1.3005 |
|
LOW |
1.2990 |
|
0.618 |
1.2965 |
|
1.000 |
1.2950 |
|
1.618 |
1.2925 |
|
2.618 |
1.2885 |
|
4.250 |
1.2820 |
|
|
| Fisher Pivots for day following 29-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3025 |
1.3026 |
| PP |
1.3017 |
1.3021 |
| S1 |
1.3010 |
1.3015 |
|