CME Euro FX Future September 2007
Trading Metrics calculated at close of trading on 10-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2007 |
10-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
1.3124 |
1.3060 |
-0.0064 |
-0.5% |
1.3417 |
High |
1.3130 |
1.3060 |
-0.0070 |
-0.5% |
1.3417 |
Low |
1.3130 |
1.3060 |
-0.0070 |
-0.5% |
1.3134 |
Close |
1.3124 |
1.3060 |
-0.0064 |
-0.5% |
1.3134 |
Range |
|
|
|
|
|
ATR |
0.0047 |
0.0048 |
0.0001 |
2.6% |
0.0000 |
Volume |
18 |
0 |
-18 |
-100.0% |
12 |
|
Daily Pivots for day following 10-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3060 |
1.3060 |
1.3060 |
|
R3 |
1.3060 |
1.3060 |
1.3060 |
|
R2 |
1.3060 |
1.3060 |
1.3060 |
|
R1 |
1.3060 |
1.3060 |
1.3060 |
1.3060 |
PP |
1.3060 |
1.3060 |
1.3060 |
1.3060 |
S1 |
1.3060 |
1.3060 |
1.3060 |
1.3060 |
S2 |
1.3060 |
1.3060 |
1.3060 |
|
S3 |
1.3060 |
1.3060 |
1.3060 |
|
S4 |
1.3060 |
1.3060 |
1.3060 |
|
|
Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4077 |
1.3889 |
1.3290 |
|
R3 |
1.3794 |
1.3606 |
1.3212 |
|
R2 |
1.3511 |
1.3511 |
1.3186 |
|
R1 |
1.3323 |
1.3323 |
1.3160 |
1.3276 |
PP |
1.3228 |
1.3228 |
1.3228 |
1.3205 |
S1 |
1.3040 |
1.3040 |
1.3108 |
1.2993 |
S2 |
1.2945 |
1.2945 |
1.3082 |
|
S3 |
1.2662 |
1.2757 |
1.3056 |
|
S4 |
1.2379 |
1.2474 |
1.2978 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3060 |
2.618 |
1.3060 |
1.618 |
1.3060 |
1.000 |
1.3060 |
0.618 |
1.3060 |
HIGH |
1.3060 |
0.618 |
1.3060 |
0.500 |
1.3060 |
0.382 |
1.3060 |
LOW |
1.3060 |
0.618 |
1.3060 |
1.000 |
1.3060 |
1.618 |
1.3060 |
2.618 |
1.3060 |
4.250 |
1.3060 |
|
|
Fisher Pivots for day following 10-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
1.3060 |
1.3102 |
PP |
1.3060 |
1.3088 |
S1 |
1.3060 |
1.3074 |
|