CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 05-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2007 |
05-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3046 |
1.2952 |
-0.0094 |
-0.7% |
1.2950 |
| High |
1.3091 |
1.2961 |
-0.0130 |
-1.0% |
1.3091 |
| Low |
1.2977 |
1.2939 |
-0.0038 |
-0.3% |
1.2937 |
| Close |
1.2991 |
1.2954 |
-0.0037 |
-0.3% |
1.2991 |
| Range |
0.0114 |
0.0022 |
-0.0092 |
-80.7% |
0.0154 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
160,441 |
237,780 |
77,339 |
48.2% |
822,014 |
|
| Daily Pivots for day following 05-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3017 |
1.3008 |
1.2966 |
|
| R3 |
1.2995 |
1.2986 |
1.2960 |
|
| R2 |
1.2973 |
1.2973 |
1.2958 |
|
| R1 |
1.2964 |
1.2964 |
1.2956 |
1.2969 |
| PP |
1.2951 |
1.2951 |
1.2951 |
1.2954 |
| S1 |
1.2942 |
1.2942 |
1.2952 |
1.2947 |
| S2 |
1.2929 |
1.2929 |
1.2950 |
|
| S3 |
1.2907 |
1.2920 |
1.2948 |
|
| S4 |
1.2885 |
1.2898 |
1.2942 |
|
|
| Weekly Pivots for week ending 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3468 |
1.3384 |
1.3076 |
|
| R3 |
1.3314 |
1.3230 |
1.3033 |
|
| R2 |
1.3160 |
1.3160 |
1.3019 |
|
| R1 |
1.3076 |
1.3076 |
1.3005 |
1.3118 |
| PP |
1.3006 |
1.3006 |
1.3006 |
1.3028 |
| S1 |
1.2922 |
1.2922 |
1.2977 |
1.2964 |
| S2 |
1.2852 |
1.2852 |
1.2963 |
|
| S3 |
1.2698 |
1.2768 |
1.2949 |
|
| S4 |
1.2544 |
1.2614 |
1.2906 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3091 |
1.2939 |
0.0152 |
1.2% |
0.0064 |
0.5% |
10% |
False |
True |
172,438 |
| 10 |
1.3091 |
1.2910 |
0.0181 |
1.4% |
0.0061 |
0.5% |
24% |
False |
False |
172,451 |
| 20 |
1.3091 |
1.2904 |
0.0187 |
1.4% |
0.0062 |
0.5% |
27% |
False |
False |
181,656 |
| 40 |
1.3421 |
1.2904 |
0.0517 |
4.0% |
0.0068 |
0.5% |
10% |
False |
False |
157,043 |
| 60 |
1.3421 |
1.2834 |
0.0587 |
4.5% |
0.0061 |
0.5% |
20% |
False |
False |
105,673 |
| 80 |
1.3421 |
1.2585 |
0.0836 |
6.5% |
0.0052 |
0.4% |
44% |
False |
False |
79,388 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.5% |
0.0045 |
0.3% |
44% |
False |
False |
63,555 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.5% |
0.0038 |
0.3% |
44% |
False |
False |
52,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3055 |
|
2.618 |
1.3019 |
|
1.618 |
1.2997 |
|
1.000 |
1.2983 |
|
0.618 |
1.2975 |
|
HIGH |
1.2961 |
|
0.618 |
1.2953 |
|
0.500 |
1.2950 |
|
0.382 |
1.2947 |
|
LOW |
1.2939 |
|
0.618 |
1.2925 |
|
1.000 |
1.2917 |
|
1.618 |
1.2903 |
|
2.618 |
1.2881 |
|
4.250 |
1.2846 |
|
|
| Fisher Pivots for day following 05-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.2953 |
1.3015 |
| PP |
1.2951 |
1.2995 |
| S1 |
1.2950 |
1.2974 |
|