CME Euro FX Future September 2007
Trading Metrics calculated at close of trading on 07-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2007 |
07-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
1.3093 |
1.3118 |
0.0025 |
0.2% |
1.3072 |
High |
1.3090 |
1.3118 |
0.0028 |
0.2% |
1.3157 |
Low |
1.3090 |
1.3118 |
0.0028 |
0.2% |
1.3070 |
Close |
1.3093 |
1.3118 |
0.0025 |
0.2% |
1.3079 |
Range |
|
|
|
|
|
ATR |
0.0041 |
0.0040 |
-0.0001 |
-2.8% |
0.0000 |
Volume |
3 |
5 |
2 |
66.7% |
9 |
|
Daily Pivots for day following 07-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3118 |
1.3118 |
1.3118 |
|
R3 |
1.3118 |
1.3118 |
1.3118 |
|
R2 |
1.3118 |
1.3118 |
1.3118 |
|
R1 |
1.3118 |
1.3118 |
1.3118 |
1.3118 |
PP |
1.3118 |
1.3118 |
1.3118 |
1.3118 |
S1 |
1.3118 |
1.3118 |
1.3118 |
1.3118 |
S2 |
1.3118 |
1.3118 |
1.3118 |
|
S3 |
1.3118 |
1.3118 |
1.3118 |
|
S4 |
1.3118 |
1.3118 |
1.3118 |
|
|
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 |
1.3040 |
0.0117 |
0.9% |
0.0017 |
0.1% |
67% |
False |
False |
1 |
10 |
1.3157 |
1.3024 |
0.0133 |
1.0% |
0.0009 |
0.1% |
71% |
False |
False |
2 |
20 |
1.3157 |
1.3012 |
0.0145 |
1.1% |
0.0005 |
0.0% |
73% |
False |
False |
14 |
40 |
1.3417 |
1.3012 |
0.0405 |
3.1% |
0.0003 |
0.0% |
26% |
False |
False |
11 |
60 |
1.3472 |
1.2949 |
0.0523 |
4.0% |
0.0002 |
0.0% |
32% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3118 |
2.618 |
1.3118 |
1.618 |
1.3118 |
1.000 |
1.3118 |
0.618 |
1.3118 |
HIGH |
1.3118 |
0.618 |
1.3118 |
0.500 |
1.3118 |
0.382 |
1.3118 |
LOW |
1.3118 |
0.618 |
1.3118 |
1.000 |
1.3118 |
1.618 |
1.3118 |
2.618 |
1.3118 |
4.250 |
1.3118 |
|
|
Fisher Pivots for day following 07-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1.3118 |
1.3105 |
PP |
1.3118 |
1.3092 |
S1 |
1.3118 |
1.3079 |
|