CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 24-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2007 |
24-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3070 |
1.3037 |
-0.0033 |
-0.3% |
1.2986 |
| High |
1.3077 |
1.3041 |
-0.0036 |
-0.3% |
1.3006 |
| Low |
1.3039 |
1.2980 |
-0.0059 |
-0.5% |
1.2933 |
| Close |
1.3055 |
1.2994 |
-0.0061 |
-0.5% |
1.2999 |
| Range |
0.0038 |
0.0061 |
0.0023 |
60.5% |
0.0073 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
0.2% |
0.0000 |
| Volume |
130,212 |
149,744 |
19,532 |
15.0% |
749,349 |
|
| Daily Pivots for day following 24-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3188 |
1.3152 |
1.3028 |
|
| R3 |
1.3127 |
1.3091 |
1.3011 |
|
| R2 |
1.3066 |
1.3066 |
1.3005 |
|
| R1 |
1.3030 |
1.3030 |
1.3000 |
1.3018 |
| PP |
1.3005 |
1.3005 |
1.3005 |
1.2999 |
| S1 |
1.2969 |
1.2969 |
1.2988 |
1.2957 |
| S2 |
1.2944 |
1.2944 |
1.2983 |
|
| S3 |
1.2883 |
1.2908 |
1.2977 |
|
| S4 |
1.2822 |
1.2847 |
1.2960 |
|
|
| Weekly Pivots for week ending 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3198 |
1.3172 |
1.3039 |
|
| R3 |
1.3125 |
1.3099 |
1.3019 |
|
| R2 |
1.3052 |
1.3052 |
1.3012 |
|
| R1 |
1.3026 |
1.3026 |
1.3006 |
1.3039 |
| PP |
1.2979 |
1.2979 |
1.2979 |
1.2986 |
| S1 |
1.2953 |
1.2953 |
1.2992 |
1.2966 |
| S2 |
1.2906 |
1.2906 |
1.2986 |
|
| S3 |
1.2833 |
1.2880 |
1.2979 |
|
| S4 |
1.2760 |
1.2807 |
1.2959 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3077 |
1.2933 |
0.0144 |
1.1% |
0.0052 |
0.4% |
42% |
False |
False |
161,398 |
| 10 |
1.3077 |
1.2904 |
0.0173 |
1.3% |
0.0062 |
0.5% |
52% |
False |
False |
181,392 |
| 20 |
1.3344 |
1.2904 |
0.0440 |
3.4% |
0.0061 |
0.5% |
20% |
False |
False |
159,481 |
| 40 |
1.3421 |
1.2904 |
0.0517 |
4.0% |
0.0067 |
0.5% |
17% |
False |
False |
122,166 |
| 60 |
1.3421 |
1.2759 |
0.0662 |
5.1% |
0.0056 |
0.4% |
35% |
False |
False |
81,689 |
| 80 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0047 |
0.4% |
49% |
False |
False |
61,363 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0040 |
0.3% |
49% |
False |
False |
49,111 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0033 |
0.3% |
49% |
False |
False |
40,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3300 |
|
2.618 |
1.3201 |
|
1.618 |
1.3140 |
|
1.000 |
1.3102 |
|
0.618 |
1.3079 |
|
HIGH |
1.3041 |
|
0.618 |
1.3018 |
|
0.500 |
1.3011 |
|
0.382 |
1.3003 |
|
LOW |
1.2980 |
|
0.618 |
1.2942 |
|
1.000 |
1.2919 |
|
1.618 |
1.2881 |
|
2.618 |
1.2820 |
|
4.250 |
1.2721 |
|
|
| Fisher Pivots for day following 24-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3011 |
1.3022 |
| PP |
1.3005 |
1.3012 |
| S1 |
1.3000 |
1.3003 |
|