CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 22-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2007 |
22-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3192 |
1.3157 |
-0.0035 |
-0.3% |
1.3032 |
| High |
1.3202 |
1.3200 |
-0.0002 |
0.0% |
1.3231 |
| Low |
1.3190 |
1.3157 |
-0.0033 |
-0.3% |
1.3030 |
| Close |
1.3203 |
1.3188 |
-0.0015 |
-0.1% |
1.3200 |
| Range |
0.0012 |
0.0043 |
0.0031 |
258.3% |
0.0201 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
0.0% |
0.0000 |
| Volume |
1,005 |
656 |
-349 |
-34.7% |
3,865 |
|
| Daily Pivots for day following 22-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3311 |
1.3292 |
1.3212 |
|
| R3 |
1.3268 |
1.3249 |
1.3200 |
|
| R2 |
1.3225 |
1.3225 |
1.3196 |
|
| R1 |
1.3206 |
1.3206 |
1.3192 |
1.3216 |
| PP |
1.3182 |
1.3182 |
1.3182 |
1.3186 |
| S1 |
1.3163 |
1.3163 |
1.3184 |
1.3173 |
| S2 |
1.3139 |
1.3139 |
1.3180 |
|
| S3 |
1.3096 |
1.3120 |
1.3176 |
|
| S4 |
1.3053 |
1.3077 |
1.3164 |
|
|
| Weekly Pivots for week ending 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3757 |
1.3679 |
1.3311 |
|
| R3 |
1.3556 |
1.3478 |
1.3255 |
|
| R2 |
1.3355 |
1.3355 |
1.3237 |
|
| R1 |
1.3277 |
1.3277 |
1.3218 |
1.3316 |
| PP |
1.3154 |
1.3154 |
1.3154 |
1.3173 |
| S1 |
1.3076 |
1.3076 |
1.3182 |
1.3115 |
| S2 |
1.2953 |
1.2953 |
1.3163 |
|
| S3 |
1.2752 |
1.2875 |
1.3145 |
|
| S4 |
1.2551 |
1.2674 |
1.3089 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3231 |
1.3157 |
0.0074 |
0.6% |
0.0029 |
0.2% |
42% |
False |
True |
1,131 |
| 10 |
1.3231 |
1.3030 |
0.0201 |
1.5% |
0.0020 |
0.2% |
79% |
False |
False |
755 |
| 20 |
1.3231 |
1.2970 |
0.0261 |
2.0% |
0.0026 |
0.2% |
84% |
False |
False |
577 |
| 40 |
1.3378 |
1.2970 |
0.0408 |
3.1% |
0.0023 |
0.2% |
53% |
False |
False |
428 |
| 60 |
1.3460 |
1.2970 |
0.0490 |
3.7% |
0.0026 |
0.2% |
44% |
False |
False |
345 |
| 80 |
1.3460 |
1.2830 |
0.0630 |
4.8% |
0.0020 |
0.2% |
57% |
False |
False |
259 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0017 |
0.1% |
67% |
False |
False |
208 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0014 |
0.1% |
67% |
False |
False |
174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3383 |
|
2.618 |
1.3313 |
|
1.618 |
1.3270 |
|
1.000 |
1.3243 |
|
0.618 |
1.3227 |
|
HIGH |
1.3200 |
|
0.618 |
1.3184 |
|
0.500 |
1.3179 |
|
0.382 |
1.3173 |
|
LOW |
1.3157 |
|
0.618 |
1.3130 |
|
1.000 |
1.3114 |
|
1.618 |
1.3087 |
|
2.618 |
1.3044 |
|
4.250 |
1.2974 |
|
|
| Fisher Pivots for day following 22-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3185 |
1.3187 |
| PP |
1.3182 |
1.3187 |
| S1 |
1.3179 |
1.3186 |
|