CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 30-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2007 |
30-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.2950 |
1.3000 |
0.0050 |
0.4% |
1.2970 |
| High |
1.2997 |
1.3007 |
0.0010 |
0.1% |
1.3077 |
| Low |
1.2937 |
1.2973 |
0.0036 |
0.3% |
1.2910 |
| Close |
1.2986 |
1.2990 |
0.0004 |
0.0% |
1.2938 |
| Range |
0.0060 |
0.0034 |
-0.0026 |
-43.3% |
0.0167 |
| ATR |
0.0071 |
0.0068 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
197,602 |
107,740 |
-89,862 |
-45.5% |
835,942 |
|
| Daily Pivots for day following 30-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3092 |
1.3075 |
1.3009 |
|
| R3 |
1.3058 |
1.3041 |
1.2999 |
|
| R2 |
1.3024 |
1.3024 |
1.2996 |
|
| R1 |
1.3007 |
1.3007 |
1.2993 |
1.2999 |
| PP |
1.2990 |
1.2990 |
1.2990 |
1.2986 |
| S1 |
1.2973 |
1.2973 |
1.2987 |
1.2965 |
| S2 |
1.2956 |
1.2956 |
1.2984 |
|
| S3 |
1.2922 |
1.2939 |
1.2981 |
|
| S4 |
1.2888 |
1.2905 |
1.2971 |
|
|
| Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3476 |
1.3374 |
1.3030 |
|
| R3 |
1.3309 |
1.3207 |
1.2984 |
|
| R2 |
1.3142 |
1.3142 |
1.2969 |
|
| R1 |
1.3040 |
1.3040 |
1.2953 |
1.3008 |
| PP |
1.2975 |
1.2975 |
1.2975 |
1.2959 |
| S1 |
1.2873 |
1.2873 |
1.2923 |
1.2841 |
| S2 |
1.2808 |
1.2808 |
1.2907 |
|
| S3 |
1.2641 |
1.2706 |
1.2892 |
|
| S4 |
1.2474 |
1.2539 |
1.2846 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3041 |
1.2910 |
0.0131 |
1.0% |
0.0056 |
0.4% |
61% |
False |
False |
167,970 |
| 10 |
1.3077 |
1.2910 |
0.0167 |
1.3% |
0.0053 |
0.4% |
48% |
False |
False |
171,144 |
| 20 |
1.3344 |
1.2904 |
0.0440 |
3.4% |
0.0062 |
0.5% |
20% |
False |
False |
171,508 |
| 40 |
1.3421 |
1.2904 |
0.0517 |
4.0% |
0.0067 |
0.5% |
17% |
False |
False |
139,008 |
| 60 |
1.3421 |
1.2759 |
0.0662 |
5.1% |
0.0058 |
0.4% |
35% |
False |
False |
93,154 |
| 80 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0048 |
0.4% |
48% |
False |
False |
69,977 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0042 |
0.3% |
48% |
False |
False |
56,012 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0035 |
0.3% |
48% |
False |
False |
46,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3152 |
|
2.618 |
1.3096 |
|
1.618 |
1.3062 |
|
1.000 |
1.3041 |
|
0.618 |
1.3028 |
|
HIGH |
1.3007 |
|
0.618 |
1.2994 |
|
0.500 |
1.2990 |
|
0.382 |
1.2986 |
|
LOW |
1.2973 |
|
0.618 |
1.2952 |
|
1.000 |
1.2939 |
|
1.618 |
1.2918 |
|
2.618 |
1.2884 |
|
4.250 |
1.2829 |
|
|
| Fisher Pivots for day following 30-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.2990 |
1.2980 |
| PP |
1.2990 |
1.2969 |
| S1 |
1.2990 |
1.2959 |
|