CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 02-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2006 |
02-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3218 |
1.3321 |
0.0103 |
0.8% |
1.3184 |
| High |
1.3248 |
1.3344 |
0.0096 |
0.7% |
1.3248 |
| Low |
1.3197 |
1.3313 |
0.0116 |
0.9% |
1.3141 |
| Close |
1.3236 |
1.3333 |
0.0097 |
0.7% |
1.3236 |
| Range |
0.0051 |
0.0031 |
-0.0020 |
-39.2% |
0.0107 |
| ATR |
0.0072 |
0.0075 |
0.0003 |
3.6% |
0.0000 |
| Volume |
157,067 |
91,805 |
-65,262 |
-41.6% |
449,565 |
|
| Daily Pivots for day following 02-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3423 |
1.3409 |
1.3350 |
|
| R3 |
1.3392 |
1.3378 |
1.3342 |
|
| R2 |
1.3361 |
1.3361 |
1.3339 |
|
| R1 |
1.3347 |
1.3347 |
1.3336 |
1.3354 |
| PP |
1.3330 |
1.3330 |
1.3330 |
1.3334 |
| S1 |
1.3316 |
1.3316 |
1.3330 |
1.3323 |
| S2 |
1.3299 |
1.3299 |
1.3327 |
|
| S3 |
1.3268 |
1.3285 |
1.3324 |
|
| S4 |
1.3237 |
1.3254 |
1.3316 |
|
|
| Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3529 |
1.3490 |
1.3295 |
|
| R3 |
1.3422 |
1.3383 |
1.3265 |
|
| R2 |
1.3315 |
1.3315 |
1.3256 |
|
| R1 |
1.3276 |
1.3276 |
1.3246 |
1.3296 |
| PP |
1.3208 |
1.3208 |
1.3208 |
1.3218 |
| S1 |
1.3169 |
1.3169 |
1.3226 |
1.3189 |
| S2 |
1.3101 |
1.3101 |
1.3216 |
|
| S3 |
1.2994 |
1.3062 |
1.3207 |
|
| S4 |
1.2887 |
1.2955 |
1.3177 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3344 |
1.3141 |
0.0203 |
1.5% |
0.0048 |
0.4% |
95% |
True |
False |
108,274 |
| 10 |
1.3344 |
1.3105 |
0.0239 |
1.8% |
0.0060 |
0.5% |
95% |
True |
False |
155,267 |
| 20 |
1.3421 |
1.3105 |
0.0316 |
2.4% |
0.0069 |
0.5% |
72% |
False |
False |
110,799 |
| 40 |
1.3421 |
1.2759 |
0.0662 |
5.0% |
0.0056 |
0.4% |
87% |
False |
False |
56,258 |
| 60 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0044 |
0.3% |
89% |
False |
False |
37,659 |
| 80 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0037 |
0.3% |
89% |
False |
False |
28,285 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0030 |
0.2% |
89% |
False |
False |
22,629 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0027 |
0.2% |
89% |
False |
False |
18,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3476 |
|
2.618 |
1.3425 |
|
1.618 |
1.3394 |
|
1.000 |
1.3375 |
|
0.618 |
1.3363 |
|
HIGH |
1.3344 |
|
0.618 |
1.3332 |
|
0.500 |
1.3329 |
|
0.382 |
1.3325 |
|
LOW |
1.3313 |
|
0.618 |
1.3294 |
|
1.000 |
1.3282 |
|
1.618 |
1.3263 |
|
2.618 |
1.3232 |
|
4.250 |
1.3181 |
|
|
| Fisher Pivots for day following 02-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3332 |
1.3309 |
| PP |
1.3330 |
1.3285 |
| S1 |
1.3329 |
1.3261 |
|