CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 27-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2007 |
27-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3230 |
1.3300 |
0.0070 |
0.5% |
1.3215 |
| High |
1.3240 |
1.3316 |
0.0076 |
0.6% |
1.3245 |
| Low |
1.3220 |
1.3285 |
0.0065 |
0.5% |
1.3157 |
| Close |
1.3243 |
1.3302 |
0.0059 |
0.4% |
1.3225 |
| Range |
0.0020 |
0.0031 |
0.0011 |
55.0% |
0.0088 |
| ATR |
0.0045 |
0.0047 |
0.0002 |
4.4% |
0.0000 |
| Volume |
909 |
750 |
-159 |
-17.5% |
3,873 |
|
| Daily Pivots for day following 27-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3394 |
1.3379 |
1.3319 |
|
| R3 |
1.3363 |
1.3348 |
1.3311 |
|
| R2 |
1.3332 |
1.3332 |
1.3308 |
|
| R1 |
1.3317 |
1.3317 |
1.3305 |
1.3325 |
| PP |
1.3301 |
1.3301 |
1.3301 |
1.3305 |
| S1 |
1.3286 |
1.3286 |
1.3299 |
1.3294 |
| S2 |
1.3270 |
1.3270 |
1.3296 |
|
| S3 |
1.3239 |
1.3255 |
1.3293 |
|
| S4 |
1.3208 |
1.3224 |
1.3285 |
|
|
| 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 |
1.3316 |
1.3157 |
0.0159 |
1.2% |
0.0026 |
0.2% |
91% |
True |
False |
812 |
| 10 |
1.3316 |
1.3081 |
0.0235 |
1.8% |
0.0027 |
0.2% |
94% |
True |
False |
898 |
| 20 |
1.3316 |
1.3000 |
0.0316 |
2.4% |
0.0027 |
0.2% |
96% |
True |
False |
634 |
| 40 |
1.3378 |
1.2970 |
0.0408 |
3.1% |
0.0024 |
0.2% |
81% |
False |
False |
475 |
| 60 |
1.3460 |
1.2970 |
0.0490 |
3.7% |
0.0026 |
0.2% |
68% |
False |
False |
382 |
| 80 |
1.3460 |
1.2835 |
0.0625 |
4.7% |
0.0020 |
0.2% |
75% |
False |
False |
289 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.1% |
0.0017 |
0.1% |
81% |
False |
False |
232 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.1% |
0.0015 |
0.1% |
81% |
False |
False |
194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3448 |
|
2.618 |
1.3397 |
|
1.618 |
1.3366 |
|
1.000 |
1.3347 |
|
0.618 |
1.3335 |
|
HIGH |
1.3316 |
|
0.618 |
1.3304 |
|
0.500 |
1.3301 |
|
0.382 |
1.3297 |
|
LOW |
1.3285 |
|
0.618 |
1.3266 |
|
1.000 |
1.3254 |
|
1.618 |
1.3235 |
|
2.618 |
1.3204 |
|
4.250 |
1.3153 |
|
|
| Fisher Pivots for day following 27-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3302 |
1.3291 |
| PP |
1.3301 |
1.3279 |
| S1 |
1.3301 |
1.3268 |
|