CME Euro FX Future September 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 |
1.3137 |
1.3079 |
-0.0058 |
-0.4% |
1.3072 |
High |
1.3137 |
1.3157 |
0.0020 |
0.2% |
1.3157 |
Low |
1.3137 |
1.3070 |
-0.0067 |
-0.5% |
1.3070 |
Close |
1.3137 |
1.3079 |
-0.0058 |
-0.4% |
1.3079 |
Range |
0.0000 |
0.0087 |
0.0087 |
|
0.0087 |
ATR |
0.0037 |
0.0041 |
0.0004 |
9.6% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3363 |
1.3308 |
1.3127 |
|
R3 |
1.3276 |
1.3221 |
1.3103 |
|
R2 |
1.3189 |
1.3189 |
1.3095 |
|
R1 |
1.3134 |
1.3134 |
1.3087 |
1.3123 |
PP |
1.3102 |
1.3102 |
1.3102 |
1.3096 |
S1 |
1.3047 |
1.3047 |
1.3071 |
1.3036 |
S2 |
1.3015 |
1.3015 |
1.3063 |
|
S3 |
1.2928 |
1.2960 |
1.3055 |
|
S4 |
1.2841 |
1.2873 |
1.3031 |
|
|
Weekly Pivots for week ending 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3363 |
1.3308 |
1.3127 |
|
R3 |
1.3276 |
1.3221 |
1.3103 |
|
R2 |
1.3189 |
1.3189 |
1.3095 |
|
R1 |
1.3134 |
1.3134 |
1.3087 |
1.3162 |
PP |
1.3102 |
1.3102 |
1.3102 |
1.3116 |
S1 |
1.3047 |
1.3047 |
1.3071 |
1.3075 |
S2 |
1.3015 |
1.3015 |
1.3063 |
|
S3 |
1.2928 |
1.2960 |
1.3055 |
|
S4 |
1.2841 |
1.2873 |
1.3031 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3157 |
1.3070 |
0.0087 |
0.7% |
0.0017 |
0.1% |
10% |
True |
True |
1 |
10 |
1.3157 |
1.3024 |
0.0133 |
1.0% |
0.0011 |
0.1% |
41% |
True |
False |
2 |
20 |
1.3157 |
1.3012 |
0.0145 |
1.1% |
0.0005 |
0.0% |
46% |
True |
False |
15 |
40 |
1.3429 |
1.3012 |
0.0417 |
3.2% |
0.0003 |
0.0% |
16% |
False |
False |
11 |
60 |
1.3472 |
1.2933 |
0.0539 |
4.1% |
0.0002 |
0.0% |
27% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3527 |
2.618 |
1.3385 |
1.618 |
1.3298 |
1.000 |
1.3244 |
0.618 |
1.3211 |
HIGH |
1.3157 |
0.618 |
1.3124 |
0.500 |
1.3114 |
0.382 |
1.3103 |
LOW |
1.3070 |
0.618 |
1.3016 |
1.000 |
1.2983 |
1.618 |
1.2929 |
2.618 |
1.2842 |
4.250 |
1.2700 |
|
|
Fisher Pivots for day following 02-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1.3114 |
1.3114 |
PP |
1.3102 |
1.3102 |
S1 |
1.3091 |
1.3091 |
|