CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 09-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2007 |
09-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3010 |
1.3031 |
0.0021 |
0.2% |
1.2952 |
| High |
1.3063 |
1.3036 |
-0.0027 |
-0.2% |
1.3063 |
| Low |
1.3010 |
1.3003 |
-0.0007 |
-0.1% |
1.2939 |
| Close |
1.3061 |
1.3027 |
-0.0034 |
-0.3% |
1.3027 |
| Range |
0.0053 |
0.0033 |
-0.0020 |
-37.7% |
0.0124 |
| ATR |
0.0067 |
0.0067 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
140,395 |
170,366 |
29,971 |
21.3% |
798,660 |
|
| Daily Pivots for day following 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3121 |
1.3107 |
1.3045 |
|
| R3 |
1.3088 |
1.3074 |
1.3036 |
|
| R2 |
1.3055 |
1.3055 |
1.3033 |
|
| R1 |
1.3041 |
1.3041 |
1.3030 |
1.3032 |
| PP |
1.3022 |
1.3022 |
1.3022 |
1.3017 |
| S1 |
1.3008 |
1.3008 |
1.3024 |
1.2999 |
| S2 |
1.2989 |
1.2989 |
1.3021 |
|
| S3 |
1.2956 |
1.2975 |
1.3018 |
|
| S4 |
1.2923 |
1.2942 |
1.3009 |
|
|
| Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3382 |
1.3328 |
1.3095 |
|
| R3 |
1.3258 |
1.3204 |
1.3061 |
|
| R2 |
1.3134 |
1.3134 |
1.3050 |
|
| R1 |
1.3080 |
1.3080 |
1.3038 |
1.3107 |
| PP |
1.3010 |
1.3010 |
1.3010 |
1.3023 |
| S1 |
1.2956 |
1.2956 |
1.3016 |
1.2983 |
| S2 |
1.2886 |
1.2886 |
1.3004 |
|
| S3 |
1.2762 |
1.2832 |
1.2993 |
|
| S4 |
1.2638 |
1.2708 |
1.2959 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3063 |
1.2939 |
0.0124 |
1.0% |
0.0040 |
0.3% |
71% |
False |
False |
159,732 |
| 10 |
1.3091 |
1.2937 |
0.0154 |
1.2% |
0.0056 |
0.4% |
58% |
False |
False |
162,067 |
| 20 |
1.3091 |
1.2904 |
0.0187 |
1.4% |
0.0057 |
0.4% |
66% |
False |
False |
175,133 |
| 40 |
1.3344 |
1.2904 |
0.0440 |
3.4% |
0.0063 |
0.5% |
28% |
False |
False |
167,156 |
| 60 |
1.3421 |
1.2855 |
0.0566 |
4.3% |
0.0061 |
0.5% |
30% |
False |
False |
114,984 |
| 80 |
1.3421 |
1.2605 |
0.0816 |
6.3% |
0.0053 |
0.4% |
52% |
False |
False |
86,367 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0046 |
0.4% |
53% |
False |
False |
69,158 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0039 |
0.3% |
53% |
False |
False |
57,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3176 |
|
2.618 |
1.3122 |
|
1.618 |
1.3089 |
|
1.000 |
1.3069 |
|
0.618 |
1.3056 |
|
HIGH |
1.3036 |
|
0.618 |
1.3023 |
|
0.500 |
1.3020 |
|
0.382 |
1.3016 |
|
LOW |
1.3003 |
|
0.618 |
1.2983 |
|
1.000 |
1.2970 |
|
1.618 |
1.2950 |
|
2.618 |
1.2917 |
|
4.250 |
1.2863 |
|
|
| Fisher Pivots for day following 09-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3025 |
1.3033 |
| PP |
1.3022 |
1.3031 |
| S1 |
1.3020 |
1.3029 |
|