CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 03-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2007 |
03-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3321 |
1.3285 |
-0.0036 |
-0.3% |
1.3184 |
| High |
1.3344 |
1.3304 |
-0.0040 |
-0.3% |
1.3248 |
| Low |
1.3313 |
1.3195 |
-0.0118 |
-0.9% |
1.3141 |
| Close |
1.3333 |
1.3211 |
-0.0122 |
-0.9% |
1.3236 |
| Range |
0.0031 |
0.0109 |
0.0078 |
251.6% |
0.0107 |
| ATR |
0.0075 |
0.0079 |
0.0005 |
6.1% |
0.0000 |
| Volume |
91,805 |
65,707 |
-26,098 |
-28.4% |
449,565 |
|
| Daily Pivots for day following 03-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3564 |
1.3496 |
1.3271 |
|
| R3 |
1.3455 |
1.3387 |
1.3241 |
|
| R2 |
1.3346 |
1.3346 |
1.3231 |
|
| R1 |
1.3278 |
1.3278 |
1.3221 |
1.3258 |
| PP |
1.3237 |
1.3237 |
1.3237 |
1.3226 |
| S1 |
1.3169 |
1.3169 |
1.3201 |
1.3149 |
| S2 |
1.3128 |
1.3128 |
1.3191 |
|
| S3 |
1.3019 |
1.3060 |
1.3181 |
|
| S4 |
1.2910 |
1.2951 |
1.3151 |
|
|
| 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 |
1.3167 |
0.0177 |
1.3% |
0.0060 |
0.5% |
25% |
False |
False |
91,295 |
| 10 |
1.3344 |
1.3141 |
0.0203 |
1.5% |
0.0064 |
0.5% |
34% |
False |
False |
133,065 |
| 20 |
1.3421 |
1.3105 |
0.0316 |
2.4% |
0.0073 |
0.5% |
34% |
False |
False |
113,736 |
| 40 |
1.3421 |
1.2759 |
0.0662 |
5.0% |
0.0058 |
0.4% |
68% |
False |
False |
57,856 |
| 60 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0046 |
0.3% |
75% |
False |
False |
38,750 |
| 80 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0039 |
0.3% |
75% |
False |
False |
29,106 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0031 |
0.2% |
75% |
False |
False |
23,286 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0028 |
0.2% |
75% |
False |
False |
19,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3767 |
|
2.618 |
1.3589 |
|
1.618 |
1.3480 |
|
1.000 |
1.3413 |
|
0.618 |
1.3371 |
|
HIGH |
1.3304 |
|
0.618 |
1.3262 |
|
0.500 |
1.3250 |
|
0.382 |
1.3237 |
|
LOW |
1.3195 |
|
0.618 |
1.3128 |
|
1.000 |
1.3086 |
|
1.618 |
1.3019 |
|
2.618 |
1.2910 |
|
4.250 |
1.2732 |
|
|
| Fisher Pivots for day following 03-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3250 |
1.3270 |
| PP |
1.3237 |
1.3250 |
| S1 |
1.3224 |
1.3231 |
|