CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 06-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2007 |
06-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3001 |
1.3052 |
0.0051 |
0.4% |
1.2998 |
| High |
1.3005 |
1.3055 |
0.0050 |
0.4% |
1.3118 |
| Low |
1.3000 |
1.3016 |
0.0016 |
0.1% |
1.2990 |
| Close |
1.3001 |
1.3052 |
0.0051 |
0.4% |
1.3038 |
| Range |
0.0005 |
0.0039 |
0.0034 |
680.0% |
0.0128 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
0.7% |
0.0000 |
| Volume |
439 |
421 |
-18 |
-4.1% |
2,034 |
|
| Daily Pivots for day following 06-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3158 |
1.3144 |
1.3073 |
|
| R3 |
1.3119 |
1.3105 |
1.3063 |
|
| R2 |
1.3080 |
1.3080 |
1.3059 |
|
| R1 |
1.3066 |
1.3066 |
1.3056 |
1.3072 |
| PP |
1.3041 |
1.3041 |
1.3041 |
1.3044 |
| S1 |
1.3027 |
1.3027 |
1.3048 |
1.3033 |
| S2 |
1.3002 |
1.3002 |
1.3045 |
|
| S3 |
1.2963 |
1.2988 |
1.3041 |
|
| S4 |
1.2924 |
1.2949 |
1.3031 |
|
|
| 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 |
1.3000 |
0.0118 |
0.9% |
0.0049 |
0.4% |
44% |
False |
False |
428 |
| 10 |
1.3118 |
1.2970 |
0.0148 |
1.1% |
0.0032 |
0.2% |
55% |
False |
False |
394 |
| 20 |
1.3118 |
1.2970 |
0.0148 |
1.1% |
0.0025 |
0.2% |
55% |
False |
False |
354 |
| 40 |
1.3460 |
1.2970 |
0.0490 |
3.8% |
0.0030 |
0.2% |
17% |
False |
False |
288 |
| 60 |
1.3460 |
1.2912 |
0.0548 |
4.2% |
0.0022 |
0.2% |
26% |
False |
False |
214 |
| 80 |
1.3460 |
1.2642 |
0.0818 |
6.3% |
0.0018 |
0.1% |
50% |
False |
False |
161 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.3% |
0.0015 |
0.1% |
50% |
False |
False |
130 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.3% |
0.0013 |
0.1% |
50% |
False |
False |
109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3221 |
|
2.618 |
1.3157 |
|
1.618 |
1.3118 |
|
1.000 |
1.3094 |
|
0.618 |
1.3079 |
|
HIGH |
1.3055 |
|
0.618 |
1.3040 |
|
0.500 |
1.3036 |
|
0.382 |
1.3031 |
|
LOW |
1.3016 |
|
0.618 |
1.2992 |
|
1.000 |
1.2977 |
|
1.618 |
1.2953 |
|
2.618 |
1.2914 |
|
4.250 |
1.2850 |
|
|
| Fisher Pivots for day following 06-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3047 |
1.3059 |
| PP |
1.3041 |
1.3057 |
| S1 |
1.3036 |
1.3054 |
|