CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 08-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2007 |
08-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
1.3077 |
1.3108 |
0.0031 |
0.2% |
1.2998 |
High |
1.3090 |
1.3100 |
0.0010 |
0.1% |
1.3118 |
Low |
1.3080 |
1.3100 |
0.0020 |
0.2% |
1.2990 |
Close |
1.3077 |
1.3108 |
0.0031 |
0.2% |
1.3038 |
Range |
0.0010 |
0.0000 |
-0.0010 |
-100.0% |
0.0128 |
ATR |
0.0049 |
0.0047 |
-0.0002 |
-3.8% |
0.0000 |
Volume |
330 |
259 |
-71 |
-21.5% |
2,034 |
|
Daily Pivots for day following 08-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3103 |
1.3105 |
1.3108 |
|
R3 |
1.3103 |
1.3105 |
1.3108 |
|
R2 |
1.3103 |
1.3103 |
1.3108 |
|
R1 |
1.3105 |
1.3105 |
1.3108 |
1.3108 |
PP |
1.3103 |
1.3103 |
1.3103 |
1.3104 |
S1 |
1.3105 |
1.3105 |
1.3108 |
1.3108 |
S2 |
1.3103 |
1.3103 |
1.3108 |
|
S3 |
1.3103 |
1.3105 |
1.3108 |
|
S4 |
1.3103 |
1.3105 |
1.3108 |
|
|
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% |
0.0028 |
0.2% |
92% |
False |
False |
359 |
10 |
1.3118 |
1.2970 |
0.0148 |
1.1% |
0.0032 |
0.2% |
93% |
False |
False |
392 |
20 |
1.3118 |
1.2970 |
0.0148 |
1.1% |
0.0024 |
0.2% |
93% |
False |
False |
363 |
40 |
1.3385 |
1.2970 |
0.0415 |
3.2% |
0.0024 |
0.2% |
33% |
False |
False |
299 |
60 |
1.3460 |
1.2912 |
0.0548 |
4.2% |
0.0022 |
0.2% |
36% |
False |
False |
223 |
80 |
1.3460 |
1.2664 |
0.0796 |
6.1% |
0.0018 |
0.1% |
56% |
False |
False |
168 |
100 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0015 |
0.1% |
57% |
False |
False |
136 |
120 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0013 |
0.1% |
57% |
False |
False |
114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3100 |
2.618 |
1.3100 |
1.618 |
1.3100 |
1.000 |
1.3100 |
0.618 |
1.3100 |
HIGH |
1.3100 |
0.618 |
1.3100 |
0.500 |
1.3100 |
0.382 |
1.3100 |
LOW |
1.3100 |
0.618 |
1.3100 |
1.000 |
1.3100 |
1.618 |
1.3100 |
2.618 |
1.3100 |
4.250 |
1.3100 |
|
|
Fisher Pivots for day following 08-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1.3105 |
1.3091 |
PP |
1.3103 |
1.3075 |
S1 |
1.3100 |
1.3058 |
|