CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 02-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2007 |
02-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3102 |
1.3038 |
-0.0064 |
-0.5% |
1.2998 |
| High |
1.3105 |
1.3118 |
0.0013 |
0.1% |
1.3118 |
| Low |
1.3092 |
1.3030 |
-0.0062 |
-0.5% |
1.2990 |
| Close |
1.3096 |
1.3038 |
-0.0058 |
-0.4% |
1.3038 |
| Range |
0.0013 |
0.0088 |
0.0075 |
576.9% |
0.0128 |
| ATR |
0.0047 |
0.0050 |
0.0003 |
6.3% |
0.0000 |
| Volume |
699 |
346 |
-353 |
-50.5% |
2,034 |
|
| Daily Pivots for day following 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3326 |
1.3270 |
1.3086 |
|
| R3 |
1.3238 |
1.3182 |
1.3062 |
|
| R2 |
1.3150 |
1.3150 |
1.3054 |
|
| R1 |
1.3094 |
1.3094 |
1.3046 |
1.3082 |
| PP |
1.3062 |
1.3062 |
1.3062 |
1.3056 |
| S1 |
1.3006 |
1.3006 |
1.3030 |
1.2994 |
| S2 |
1.2974 |
1.2974 |
1.3022 |
|
| S3 |
1.2886 |
1.2918 |
1.3014 |
|
| S4 |
1.2798 |
1.2830 |
1.2990 |
|
|
| Weekly Pivots for week ending 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3433 |
1.3363 |
1.3108 |
|
| R3 |
1.3305 |
1.3235 |
1.3073 |
|
| R2 |
1.3177 |
1.3177 |
1.3061 |
|
| R1 |
1.3107 |
1.3107 |
1.3050 |
1.3142 |
| PP |
1.3049 |
1.3049 |
1.3049 |
1.3066 |
| S1 |
1.2979 |
1.2979 |
1.3026 |
1.3014 |
| S2 |
1.2921 |
1.2921 |
1.3015 |
|
| S3 |
1.2793 |
1.2851 |
1.3003 |
|
| S4 |
1.2665 |
1.2723 |
1.2968 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3118 |
1.2990 |
0.0128 |
1.0% |
0.0048 |
0.4% |
38% |
True |
False |
406 |
| 10 |
1.3118 |
1.2970 |
0.0148 |
1.1% |
0.0030 |
0.2% |
46% |
True |
False |
344 |
| 20 |
1.3118 |
1.2970 |
0.0148 |
1.1% |
0.0026 |
0.2% |
46% |
True |
False |
339 |
| 40 |
1.3460 |
1.2970 |
0.0490 |
3.8% |
0.0030 |
0.2% |
14% |
False |
False |
276 |
| 60 |
1.3460 |
1.2895 |
0.0565 |
4.3% |
0.0021 |
0.2% |
25% |
False |
False |
199 |
| 80 |
1.3460 |
1.2642 |
0.0818 |
6.3% |
0.0018 |
0.1% |
48% |
False |
False |
150 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.3% |
0.0015 |
0.1% |
48% |
False |
False |
121 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.3% |
0.0012 |
0.1% |
48% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3492 |
|
2.618 |
1.3348 |
|
1.618 |
1.3260 |
|
1.000 |
1.3206 |
|
0.618 |
1.3172 |
|
HIGH |
1.3118 |
|
0.618 |
1.3084 |
|
0.500 |
1.3074 |
|
0.382 |
1.3064 |
|
LOW |
1.3030 |
|
0.618 |
1.2976 |
|
1.000 |
1.2942 |
|
1.618 |
1.2888 |
|
2.618 |
1.2800 |
|
4.250 |
1.2656 |
|
|
| Fisher Pivots for day following 02-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3074 |
1.3063 |
| PP |
1.3062 |
1.3055 |
| S1 |
1.3050 |
1.3046 |
|