CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 13-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2007 |
13-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3032 |
1.3099 |
0.0067 |
0.5% |
1.3001 |
| High |
1.3032 |
1.3104 |
0.0072 |
0.6% |
1.3100 |
| Low |
1.3030 |
1.3081 |
0.0051 |
0.4% |
1.3000 |
| Close |
1.3029 |
1.3099 |
0.0070 |
0.5% |
1.3074 |
| Range |
0.0002 |
0.0023 |
0.0021 |
1,050.0% |
0.0100 |
| ATR |
0.0046 |
0.0048 |
0.0002 |
4.4% |
0.0000 |
| Volume |
411 |
325 |
-86 |
-20.9% |
1,752 |
|
| Daily Pivots for day following 13-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3164 |
1.3154 |
1.3112 |
|
| R3 |
1.3141 |
1.3131 |
1.3105 |
|
| R2 |
1.3118 |
1.3118 |
1.3103 |
|
| R1 |
1.3108 |
1.3108 |
1.3101 |
1.3111 |
| PP |
1.3095 |
1.3095 |
1.3095 |
1.3096 |
| S1 |
1.3085 |
1.3085 |
1.3097 |
1.3088 |
| S2 |
1.3072 |
1.3072 |
1.3095 |
|
| S3 |
1.3049 |
1.3062 |
1.3093 |
|
| S4 |
1.3026 |
1.3039 |
1.3086 |
|
|
| Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3358 |
1.3316 |
1.3129 |
|
| R3 |
1.3258 |
1.3216 |
1.3102 |
|
| R2 |
1.3158 |
1.3158 |
1.3092 |
|
| R1 |
1.3116 |
1.3116 |
1.3083 |
1.3137 |
| PP |
1.3058 |
1.3058 |
1.3058 |
1.3069 |
| S1 |
1.3016 |
1.3016 |
1.3065 |
1.3037 |
| S2 |
1.2958 |
1.2958 |
1.3056 |
|
| S3 |
1.2858 |
1.2916 |
1.3047 |
|
| S4 |
1.2758 |
1.2816 |
1.3019 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3104 |
1.3030 |
0.0074 |
0.6% |
0.0010 |
0.1% |
93% |
True |
False |
325 |
| 10 |
1.3118 |
1.3000 |
0.0118 |
0.9% |
0.0029 |
0.2% |
84% |
False |
False |
377 |
| 20 |
1.3118 |
1.2970 |
0.0148 |
1.1% |
0.0023 |
0.2% |
87% |
False |
False |
344 |
| 40 |
1.3378 |
1.2970 |
0.0408 |
3.1% |
0.0024 |
0.2% |
32% |
False |
False |
321 |
| 60 |
1.3460 |
1.2912 |
0.0548 |
4.2% |
0.0023 |
0.2% |
34% |
False |
False |
240 |
| 80 |
1.3460 |
1.2686 |
0.0774 |
5.9% |
0.0018 |
0.1% |
53% |
False |
False |
181 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0015 |
0.1% |
56% |
False |
False |
146 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0013 |
0.1% |
56% |
False |
False |
122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3202 |
|
2.618 |
1.3164 |
|
1.618 |
1.3141 |
|
1.000 |
1.3127 |
|
0.618 |
1.3118 |
|
HIGH |
1.3104 |
|
0.618 |
1.3095 |
|
0.500 |
1.3093 |
|
0.382 |
1.3090 |
|
LOW |
1.3081 |
|
0.618 |
1.3067 |
|
1.000 |
1.3058 |
|
1.618 |
1.3044 |
|
2.618 |
1.3021 |
|
4.250 |
1.2983 |
|
|
| Fisher Pivots for day following 13-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3097 |
1.3088 |
| PP |
1.3095 |
1.3078 |
| S1 |
1.3093 |
1.3067 |
|