CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 31-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2007 |
31-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3037 |
1.3030 |
-0.0007 |
-0.1% |
1.3033 |
| High |
1.3037 |
1.3106 |
0.0069 |
0.5% |
1.3117 |
| Low |
1.3037 |
1.3008 |
-0.0029 |
-0.2% |
1.2970 |
| Close |
1.3037 |
1.3104 |
0.0067 |
0.5% |
1.2984 |
| Range |
0.0000 |
0.0098 |
0.0098 |
|
0.0147 |
| ATR |
0.0046 |
0.0050 |
0.0004 |
8.1% |
0.0000 |
| Volume |
259 |
237 |
-22 |
-8.5% |
1,411 |
|
| Daily Pivots for day following 31-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3367 |
1.3333 |
1.3158 |
|
| R3 |
1.3269 |
1.3235 |
1.3131 |
|
| R2 |
1.3171 |
1.3171 |
1.3122 |
|
| R1 |
1.3137 |
1.3137 |
1.3113 |
1.3154 |
| PP |
1.3073 |
1.3073 |
1.3073 |
1.3081 |
| S1 |
1.3039 |
1.3039 |
1.3095 |
1.3056 |
| S2 |
1.2975 |
1.2975 |
1.3086 |
|
| S3 |
1.2877 |
1.2941 |
1.3077 |
|
| S4 |
1.2779 |
1.2843 |
1.3050 |
|
|
| 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 |
1.3106 |
1.2970 |
0.0136 |
1.0% |
0.0033 |
0.2% |
99% |
True |
False |
350 |
| 10 |
1.3117 |
1.2970 |
0.0147 |
1.1% |
0.0026 |
0.2% |
91% |
False |
False |
295 |
| 20 |
1.3283 |
1.2970 |
0.0313 |
2.4% |
0.0024 |
0.2% |
43% |
False |
False |
305 |
| 40 |
1.3460 |
1.2970 |
0.0490 |
3.7% |
0.0028 |
0.2% |
27% |
False |
False |
263 |
| 60 |
1.3460 |
1.2835 |
0.0625 |
4.8% |
0.0020 |
0.2% |
43% |
False |
False |
182 |
| 80 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0016 |
0.1% |
56% |
False |
False |
137 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0014 |
0.1% |
56% |
False |
False |
111 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0012 |
0.1% |
56% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3523 |
|
2.618 |
1.3363 |
|
1.618 |
1.3265 |
|
1.000 |
1.3204 |
|
0.618 |
1.3167 |
|
HIGH |
1.3106 |
|
0.618 |
1.3069 |
|
0.500 |
1.3057 |
|
0.382 |
1.3045 |
|
LOW |
1.3008 |
|
0.618 |
1.2947 |
|
1.000 |
1.2910 |
|
1.618 |
1.2849 |
|
2.618 |
1.2751 |
|
4.250 |
1.2592 |
|
|
| Fisher Pivots for day following 31-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3088 |
1.3085 |
| PP |
1.3073 |
1.3067 |
| S1 |
1.3057 |
1.3048 |
|