CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 07-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2007 |
07-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1.2977 |
1.3009 |
0.0032 |
0.2% |
1.2950 |
| High |
1.3016 |
1.3050 |
0.0034 |
0.3% |
1.3091 |
| Low |
1.2963 |
1.3009 |
0.0046 |
0.4% |
1.2937 |
| Close |
1.3005 |
1.3030 |
0.0025 |
0.2% |
1.2991 |
| Range |
0.0053 |
0.0041 |
-0.0012 |
-22.6% |
0.0154 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
124,688 |
125,431 |
743 |
0.6% |
822,014 |
|
| Daily Pivots for day following 07-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3153 |
1.3132 |
1.3053 |
|
| R3 |
1.3112 |
1.3091 |
1.3041 |
|
| R2 |
1.3071 |
1.3071 |
1.3038 |
|
| R1 |
1.3050 |
1.3050 |
1.3034 |
1.3061 |
| PP |
1.3030 |
1.3030 |
1.3030 |
1.3035 |
| S1 |
1.3009 |
1.3009 |
1.3026 |
1.3020 |
| S2 |
1.2989 |
1.2989 |
1.3022 |
|
| S3 |
1.2948 |
1.2968 |
1.3019 |
|
| S4 |
1.2907 |
1.2927 |
1.3007 |
|
|
| 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% |
0.0054 |
0.4% |
60% |
False |
False |
178,810 |
| 10 |
1.3091 |
1.2910 |
0.0181 |
1.4% |
0.0060 |
0.5% |
66% |
False |
False |
169,468 |
| 20 |
1.3091 |
1.2904 |
0.0187 |
1.4% |
0.0061 |
0.5% |
67% |
False |
False |
175,430 |
| 40 |
1.3352 |
1.2904 |
0.0448 |
3.4% |
0.0065 |
0.5% |
28% |
False |
False |
162,423 |
| 60 |
1.3421 |
1.2855 |
0.0566 |
4.3% |
0.0060 |
0.5% |
31% |
False |
False |
109,830 |
| 80 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0052 |
0.4% |
53% |
False |
False |
82,502 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0046 |
0.3% |
53% |
False |
False |
66,054 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0038 |
0.3% |
53% |
False |
False |
55,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3224 |
|
2.618 |
1.3157 |
|
1.618 |
1.3116 |
|
1.000 |
1.3091 |
|
0.618 |
1.3075 |
|
HIGH |
1.3050 |
|
0.618 |
1.3034 |
|
0.500 |
1.3030 |
|
0.382 |
1.3025 |
|
LOW |
1.3009 |
|
0.618 |
1.2984 |
|
1.000 |
1.2968 |
|
1.618 |
1.2943 |
|
2.618 |
1.2902 |
|
4.250 |
1.2835 |
|
|
| Fisher Pivots for day following 07-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3030 |
1.3018 |
| PP |
1.3030 |
1.3006 |
| S1 |
1.3030 |
1.2995 |
|