CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 25-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2007 |
25-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3037 |
1.3012 |
-0.0025 |
-0.2% |
1.2986 |
| High |
1.3041 |
1.3022 |
-0.0019 |
-0.1% |
1.3006 |
| Low |
1.2980 |
1.2946 |
-0.0034 |
-0.3% |
1.2933 |
| Close |
1.2994 |
1.2958 |
-0.0036 |
-0.3% |
1.2999 |
| Range |
0.0061 |
0.0076 |
0.0015 |
24.6% |
0.0073 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
0.3% |
0.0000 |
| Volume |
149,744 |
182,751 |
33,007 |
22.0% |
749,349 |
|
| Daily Pivots for day following 25-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3203 |
1.3157 |
1.3000 |
|
| R3 |
1.3127 |
1.3081 |
1.2979 |
|
| R2 |
1.3051 |
1.3051 |
1.2972 |
|
| R1 |
1.3005 |
1.3005 |
1.2965 |
1.2990 |
| PP |
1.2975 |
1.2975 |
1.2975 |
1.2968 |
| S1 |
1.2929 |
1.2929 |
1.2951 |
1.2914 |
| S2 |
1.2899 |
1.2899 |
1.2944 |
|
| S3 |
1.2823 |
1.2853 |
1.2937 |
|
| S4 |
1.2747 |
1.2777 |
1.2916 |
|
|
| 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 |
1.2946 |
0.0131 |
1.0% |
0.0054 |
0.4% |
9% |
False |
True |
171,780 |
| 10 |
1.3077 |
1.2904 |
0.0173 |
1.3% |
0.0063 |
0.5% |
31% |
False |
False |
185,380 |
| 20 |
1.3344 |
1.2904 |
0.0440 |
3.4% |
0.0063 |
0.5% |
12% |
False |
False |
161,088 |
| 40 |
1.3421 |
1.2904 |
0.0517 |
4.0% |
0.0068 |
0.5% |
10% |
False |
False |
126,629 |
| 60 |
1.3421 |
1.2759 |
0.0662 |
5.1% |
0.0057 |
0.4% |
30% |
False |
False |
84,720 |
| 80 |
1.3421 |
1.2585 |
0.0836 |
6.5% |
0.0047 |
0.4% |
45% |
False |
False |
63,647 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.5% |
0.0040 |
0.3% |
45% |
False |
False |
50,938 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.5% |
0.0034 |
0.3% |
45% |
False |
False |
42,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3345 |
|
2.618 |
1.3221 |
|
1.618 |
1.3145 |
|
1.000 |
1.3098 |
|
0.618 |
1.3069 |
|
HIGH |
1.3022 |
|
0.618 |
1.2993 |
|
0.500 |
1.2984 |
|
0.382 |
1.2975 |
|
LOW |
1.2946 |
|
0.618 |
1.2899 |
|
1.000 |
1.2870 |
|
1.618 |
1.2823 |
|
2.618 |
1.2747 |
|
4.250 |
1.2623 |
|
|
| Fisher Pivots for day following 25-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.2984 |
1.3012 |
| PP |
1.2975 |
1.2994 |
| S1 |
1.2967 |
1.2976 |
|