CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 08-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2007 |
08-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3009 |
1.3010 |
0.0001 |
0.0% |
1.2950 |
| High |
1.3050 |
1.3063 |
0.0013 |
0.1% |
1.3091 |
| Low |
1.3009 |
1.3010 |
0.0001 |
0.0% |
1.2937 |
| Close |
1.3030 |
1.3061 |
0.0031 |
0.2% |
1.2991 |
| Range |
0.0041 |
0.0053 |
0.0012 |
29.3% |
0.0154 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
125,431 |
140,395 |
14,964 |
11.9% |
822,014 |
|
| Daily Pivots for day following 08-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3204 |
1.3185 |
1.3090 |
|
| R3 |
1.3151 |
1.3132 |
1.3076 |
|
| R2 |
1.3098 |
1.3098 |
1.3071 |
|
| R1 |
1.3079 |
1.3079 |
1.3066 |
1.3089 |
| PP |
1.3045 |
1.3045 |
1.3045 |
1.3049 |
| S1 |
1.3026 |
1.3026 |
1.3056 |
1.3036 |
| S2 |
1.2992 |
1.2992 |
1.3051 |
|
| S3 |
1.2939 |
1.2973 |
1.3046 |
|
| S4 |
1.2886 |
1.2920 |
1.3032 |
|
|
| 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% |
0.0057 |
0.4% |
80% |
False |
False |
157,747 |
| 10 |
1.3091 |
1.2910 |
0.0181 |
1.4% |
0.0058 |
0.4% |
83% |
False |
False |
165,232 |
| 20 |
1.3091 |
1.2904 |
0.0187 |
1.4% |
0.0060 |
0.5% |
84% |
False |
False |
175,306 |
| 40 |
1.3352 |
1.2904 |
0.0448 |
3.4% |
0.0064 |
0.5% |
35% |
False |
False |
164,908 |
| 60 |
1.3421 |
1.2855 |
0.0566 |
4.3% |
0.0061 |
0.5% |
36% |
False |
False |
112,154 |
| 80 |
1.3421 |
1.2605 |
0.0816 |
6.2% |
0.0052 |
0.4% |
56% |
False |
False |
84,247 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0046 |
0.4% |
57% |
False |
False |
67,457 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0039 |
0.3% |
57% |
False |
False |
56,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3288 |
|
2.618 |
1.3202 |
|
1.618 |
1.3149 |
|
1.000 |
1.3116 |
|
0.618 |
1.3096 |
|
HIGH |
1.3063 |
|
0.618 |
1.3043 |
|
0.500 |
1.3037 |
|
0.382 |
1.3030 |
|
LOW |
1.3010 |
|
0.618 |
1.2977 |
|
1.000 |
1.2957 |
|
1.618 |
1.2924 |
|
2.618 |
1.2871 |
|
4.250 |
1.2785 |
|
|
| Fisher Pivots for day following 08-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3053 |
1.3045 |
| PP |
1.3045 |
1.3029 |
| S1 |
1.3037 |
1.3013 |
|