CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 05-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2007 |
05-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3147 |
1.3129 |
-0.0018 |
-0.1% |
1.3321 |
| High |
1.3160 |
1.3132 |
-0.0028 |
-0.2% |
1.3344 |
| Low |
1.3120 |
1.3023 |
-0.0097 |
-0.7% |
1.3023 |
| Close |
1.3131 |
1.3052 |
-0.0079 |
-0.6% |
1.3052 |
| Range |
0.0040 |
0.0109 |
0.0069 |
172.5% |
0.0321 |
| ATR |
0.0080 |
0.0082 |
0.0002 |
2.6% |
0.0000 |
| Volume |
192,918 |
201,070 |
8,152 |
4.2% |
551,500 |
|
| Daily Pivots for day following 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3396 |
1.3333 |
1.3112 |
|
| R3 |
1.3287 |
1.3224 |
1.3082 |
|
| R2 |
1.3178 |
1.3178 |
1.3072 |
|
| R1 |
1.3115 |
1.3115 |
1.3062 |
1.3092 |
| PP |
1.3069 |
1.3069 |
1.3069 |
1.3058 |
| S1 |
1.3006 |
1.3006 |
1.3042 |
1.2983 |
| S2 |
1.2960 |
1.2960 |
1.3032 |
|
| S3 |
1.2851 |
1.2897 |
1.3022 |
|
| S4 |
1.2742 |
1.2788 |
1.2992 |
|
|
| Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4103 |
1.3898 |
1.3229 |
|
| R3 |
1.3782 |
1.3577 |
1.3140 |
|
| R2 |
1.3461 |
1.3461 |
1.3111 |
|
| R1 |
1.3256 |
1.3256 |
1.3081 |
1.3198 |
| PP |
1.3140 |
1.3140 |
1.3140 |
1.3111 |
| S1 |
1.2935 |
1.2935 |
1.3023 |
1.2877 |
| S2 |
1.2819 |
1.2819 |
1.2993 |
|
| S3 |
1.2498 |
1.2614 |
1.2964 |
|
| S4 |
1.2177 |
1.2293 |
1.2875 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3344 |
1.3023 |
0.0321 |
2.5% |
0.0068 |
0.5% |
9% |
False |
True |
141,713 |
| 10 |
1.3344 |
1.3023 |
0.0321 |
2.5% |
0.0065 |
0.5% |
9% |
False |
True |
133,987 |
| 20 |
1.3421 |
1.3023 |
0.0398 |
3.0% |
0.0074 |
0.6% |
7% |
False |
True |
132,431 |
| 40 |
1.3421 |
1.2834 |
0.0587 |
4.5% |
0.0060 |
0.5% |
37% |
False |
False |
67,682 |
| 60 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0048 |
0.4% |
56% |
False |
False |
45,298 |
| 80 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0040 |
0.3% |
56% |
False |
False |
34,030 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0033 |
0.3% |
56% |
False |
False |
27,226 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0029 |
0.2% |
56% |
False |
False |
22,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3595 |
|
2.618 |
1.3417 |
|
1.618 |
1.3308 |
|
1.000 |
1.3241 |
|
0.618 |
1.3199 |
|
HIGH |
1.3132 |
|
0.618 |
1.3090 |
|
0.500 |
1.3078 |
|
0.382 |
1.3065 |
|
LOW |
1.3023 |
|
0.618 |
1.2956 |
|
1.000 |
1.2914 |
|
1.618 |
1.2847 |
|
2.618 |
1.2738 |
|
4.250 |
1.2560 |
|
|
| Fisher Pivots for day following 05-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3078 |
1.3164 |
| PP |
1.3069 |
1.3126 |
| S1 |
1.3061 |
1.3089 |
|