CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 23-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2007 |
23-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3157 |
1.3222 |
0.0065 |
0.5% |
1.3215 |
| High |
1.3200 |
1.3245 |
0.0045 |
0.3% |
1.3245 |
| Low |
1.3157 |
1.3220 |
0.0063 |
0.5% |
1.3157 |
| Close |
1.3188 |
1.3225 |
0.0037 |
0.3% |
1.3225 |
| Range |
0.0043 |
0.0025 |
-0.0018 |
-41.9% |
0.0088 |
| ATR |
0.0046 |
0.0047 |
0.0001 |
1.7% |
0.0000 |
| Volume |
656 |
741 |
85 |
13.0% |
3,873 |
|
| Daily Pivots for day following 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3305 |
1.3290 |
1.3239 |
|
| R3 |
1.3280 |
1.3265 |
1.3232 |
|
| R2 |
1.3255 |
1.3255 |
1.3230 |
|
| R1 |
1.3240 |
1.3240 |
1.3227 |
1.3248 |
| PP |
1.3230 |
1.3230 |
1.3230 |
1.3234 |
| S1 |
1.3215 |
1.3215 |
1.3223 |
1.3223 |
| S2 |
1.3205 |
1.3205 |
1.3220 |
|
| S3 |
1.3180 |
1.3190 |
1.3218 |
|
| S4 |
1.3155 |
1.3165 |
1.3211 |
|
|
| Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3473 |
1.3437 |
1.3273 |
|
| R3 |
1.3385 |
1.3349 |
1.3249 |
|
| R2 |
1.3297 |
1.3297 |
1.3241 |
|
| R1 |
1.3261 |
1.3261 |
1.3233 |
1.3279 |
| PP |
1.3209 |
1.3209 |
1.3209 |
1.3218 |
| S1 |
1.3173 |
1.3173 |
1.3217 |
1.3191 |
| S2 |
1.3121 |
1.3121 |
1.3209 |
|
| S3 |
1.3033 |
1.3085 |
1.3201 |
|
| S4 |
1.2945 |
1.2997 |
1.3177 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3245 |
1.3157 |
0.0088 |
0.7% |
0.0026 |
0.2% |
77% |
True |
False |
987 |
| 10 |
1.3245 |
1.3030 |
0.0215 |
1.6% |
0.0023 |
0.2% |
91% |
True |
False |
804 |
| 20 |
1.3245 |
1.2970 |
0.0275 |
2.1% |
0.0027 |
0.2% |
93% |
True |
False |
598 |
| 40 |
1.3378 |
1.2970 |
0.0408 |
3.1% |
0.0024 |
0.2% |
63% |
False |
False |
436 |
| 60 |
1.3460 |
1.2970 |
0.0490 |
3.7% |
0.0026 |
0.2% |
52% |
False |
False |
357 |
| 80 |
1.3460 |
1.2830 |
0.0630 |
4.8% |
0.0020 |
0.2% |
63% |
False |
False |
268 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0017 |
0.1% |
71% |
False |
False |
215 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0014 |
0.1% |
71% |
False |
False |
180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3351 |
|
2.618 |
1.3310 |
|
1.618 |
1.3285 |
|
1.000 |
1.3270 |
|
0.618 |
1.3260 |
|
HIGH |
1.3245 |
|
0.618 |
1.3235 |
|
0.500 |
1.3233 |
|
0.382 |
1.3230 |
|
LOW |
1.3220 |
|
0.618 |
1.3205 |
|
1.000 |
1.3195 |
|
1.618 |
1.3180 |
|
2.618 |
1.3155 |
|
4.250 |
1.3114 |
|
|
| Fisher Pivots for day following 23-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3233 |
1.3217 |
| PP |
1.3230 |
1.3209 |
| S1 |
1.3228 |
1.3201 |
|