CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 31-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2007 |
31-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3000 |
1.2986 |
-0.0014 |
-0.1% |
1.2970 |
| High |
1.3007 |
1.3065 |
0.0058 |
0.4% |
1.3077 |
| Low |
1.2973 |
1.2955 |
-0.0018 |
-0.1% |
1.2910 |
| Close |
1.2990 |
1.3057 |
0.0067 |
0.5% |
1.2938 |
| Range |
0.0034 |
0.0110 |
0.0076 |
223.5% |
0.0167 |
| ATR |
0.0068 |
0.0071 |
0.0003 |
4.4% |
0.0000 |
| Volume |
107,740 |
110,519 |
2,779 |
2.6% |
835,942 |
|
| Daily Pivots for day following 31-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3356 |
1.3316 |
1.3118 |
|
| R3 |
1.3246 |
1.3206 |
1.3087 |
|
| R2 |
1.3136 |
1.3136 |
1.3077 |
|
| R1 |
1.3096 |
1.3096 |
1.3067 |
1.3116 |
| PP |
1.3026 |
1.3026 |
1.3026 |
1.3036 |
| S1 |
1.2986 |
1.2986 |
1.3047 |
1.3006 |
| S2 |
1.2916 |
1.2916 |
1.3037 |
|
| S3 |
1.2806 |
1.2876 |
1.3027 |
|
| S4 |
1.2696 |
1.2766 |
1.2997 |
|
|
| 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 |
1.3065 |
1.2910 |
0.0155 |
1.2% |
0.0066 |
0.5% |
95% |
True |
False |
160,125 |
| 10 |
1.3077 |
1.2910 |
0.0167 |
1.3% |
0.0059 |
0.5% |
88% |
False |
False |
160,762 |
| 20 |
1.3304 |
1.2904 |
0.0400 |
3.1% |
0.0066 |
0.5% |
38% |
False |
False |
172,444 |
| 40 |
1.3421 |
1.2904 |
0.0517 |
4.0% |
0.0068 |
0.5% |
30% |
False |
False |
141,621 |
| 60 |
1.3421 |
1.2759 |
0.0662 |
5.1% |
0.0059 |
0.5% |
45% |
False |
False |
94,987 |
| 80 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0050 |
0.4% |
56% |
False |
False |
71,355 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0043 |
0.3% |
56% |
False |
False |
57,117 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0036 |
0.3% |
56% |
False |
False |
47,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3533 |
|
2.618 |
1.3353 |
|
1.618 |
1.3243 |
|
1.000 |
1.3175 |
|
0.618 |
1.3133 |
|
HIGH |
1.3065 |
|
0.618 |
1.3023 |
|
0.500 |
1.3010 |
|
0.382 |
1.2997 |
|
LOW |
1.2955 |
|
0.618 |
1.2887 |
|
1.000 |
1.2845 |
|
1.618 |
1.2777 |
|
2.618 |
1.2667 |
|
4.250 |
1.2488 |
|
|
| Fisher Pivots for day following 31-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3041 |
1.3038 |
| PP |
1.3026 |
1.3020 |
| S1 |
1.3010 |
1.3001 |
|