CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 11-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2007 |
11-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3026 |
1.3022 |
-0.0004 |
0.0% |
1.3321 |
| High |
1.3031 |
1.3030 |
-0.0001 |
0.0% |
1.3344 |
| Low |
1.2970 |
1.2920 |
-0.0050 |
-0.4% |
1.3023 |
| Close |
1.2978 |
1.2928 |
-0.0050 |
-0.4% |
1.3052 |
| Range |
0.0061 |
0.0110 |
0.0049 |
80.3% |
0.0321 |
| ATR |
0.0078 |
0.0080 |
0.0002 |
3.0% |
0.0000 |
| Volume |
142,870 |
173,822 |
30,952 |
21.7% |
551,500 |
|
| Daily Pivots for day following 11-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3289 |
1.3219 |
1.2989 |
|
| R3 |
1.3179 |
1.3109 |
1.2958 |
|
| R2 |
1.3069 |
1.3069 |
1.2948 |
|
| R1 |
1.2999 |
1.2999 |
1.2938 |
1.2979 |
| PP |
1.2959 |
1.2959 |
1.2959 |
1.2950 |
| S1 |
1.2889 |
1.2889 |
1.2918 |
1.2869 |
| S2 |
1.2849 |
1.2849 |
1.2908 |
|
| S3 |
1.2739 |
1.2779 |
1.2898 |
|
| S4 |
1.2629 |
1.2669 |
1.2868 |
|
|
| 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 |
1.3132 |
1.2920 |
0.0212 |
1.6% |
0.0078 |
0.6% |
4% |
False |
True |
178,479 |
| 10 |
1.3344 |
1.2920 |
0.0424 |
3.3% |
0.0069 |
0.5% |
2% |
False |
True |
151,341 |
| 20 |
1.3344 |
1.2920 |
0.0424 |
3.3% |
0.0070 |
0.5% |
2% |
False |
True |
159,179 |
| 40 |
1.3421 |
1.2855 |
0.0566 |
4.4% |
0.0063 |
0.5% |
13% |
False |
False |
84,910 |
| 60 |
1.3421 |
1.2605 |
0.0816 |
6.3% |
0.0052 |
0.4% |
40% |
False |
False |
56,779 |
| 80 |
1.3421 |
1.2585 |
0.0836 |
6.5% |
0.0044 |
0.3% |
41% |
False |
False |
42,664 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.5% |
0.0036 |
0.3% |
41% |
False |
False |
34,139 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.5% |
0.0030 |
0.2% |
41% |
False |
False |
28,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3498 |
|
2.618 |
1.3318 |
|
1.618 |
1.3208 |
|
1.000 |
1.3140 |
|
0.618 |
1.3098 |
|
HIGH |
1.3030 |
|
0.618 |
1.2988 |
|
0.500 |
1.2975 |
|
0.382 |
1.2962 |
|
LOW |
1.2920 |
|
0.618 |
1.2852 |
|
1.000 |
1.2810 |
|
1.618 |
1.2742 |
|
2.618 |
1.2632 |
|
4.250 |
1.2453 |
|
|
| Fisher Pivots for day following 11-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.2975 |
1.2995 |
| PP |
1.2959 |
1.2973 |
| S1 |
1.2944 |
1.2950 |
|