CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 01-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2007 |
01-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3272 |
1.3292 |
0.0020 |
0.2% |
1.3215 |
| High |
1.3292 |
1.3292 |
0.0000 |
0.0% |
1.3245 |
| Low |
1.3254 |
1.3212 |
-0.0042 |
-0.3% |
1.3157 |
| Close |
1.3289 |
1.3251 |
-0.0038 |
-0.3% |
1.3225 |
| Range |
0.0038 |
0.0080 |
0.0042 |
110.5% |
0.0088 |
| ATR |
0.0047 |
0.0049 |
0.0002 |
5.0% |
0.0000 |
| Volume |
2,170 |
3,101 |
931 |
42.9% |
3,873 |
|
| Daily Pivots for day following 01-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3492 |
1.3451 |
1.3295 |
|
| R3 |
1.3412 |
1.3371 |
1.3273 |
|
| R2 |
1.3332 |
1.3332 |
1.3266 |
|
| R1 |
1.3291 |
1.3291 |
1.3258 |
1.3272 |
| PP |
1.3252 |
1.3252 |
1.3252 |
1.3242 |
| S1 |
1.3211 |
1.3211 |
1.3244 |
1.3192 |
| S2 |
1.3172 |
1.3172 |
1.3236 |
|
| S3 |
1.3092 |
1.3131 |
1.3229 |
|
| S4 |
1.3012 |
1.3051 |
1.3207 |
|
|
| 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 |
1.3212 |
0.0104 |
0.8% |
0.0039 |
0.3% |
38% |
False |
True |
1,534 |
| 10 |
1.3316 |
1.3157 |
0.0159 |
1.2% |
0.0034 |
0.3% |
59% |
False |
False |
1,332 |
| 20 |
1.3316 |
1.3000 |
0.0316 |
2.4% |
0.0028 |
0.2% |
79% |
False |
False |
873 |
| 40 |
1.3316 |
1.2970 |
0.0346 |
2.6% |
0.0026 |
0.2% |
81% |
False |
False |
589 |
| 60 |
1.3460 |
1.2970 |
0.0490 |
3.7% |
0.0028 |
0.2% |
57% |
False |
False |
466 |
| 80 |
1.3460 |
1.2835 |
0.0625 |
4.7% |
0.0022 |
0.2% |
67% |
False |
False |
355 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0019 |
0.1% |
74% |
False |
False |
284 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0016 |
0.1% |
74% |
False |
False |
238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3632 |
|
2.618 |
1.3501 |
|
1.618 |
1.3421 |
|
1.000 |
1.3372 |
|
0.618 |
1.3341 |
|
HIGH |
1.3292 |
|
0.618 |
1.3261 |
|
0.500 |
1.3252 |
|
0.382 |
1.3243 |
|
LOW |
1.3212 |
|
0.618 |
1.3163 |
|
1.000 |
1.3132 |
|
1.618 |
1.3083 |
|
2.618 |
1.3003 |
|
4.250 |
1.2872 |
|
|
| Fisher Pivots for day following 01-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3252 |
1.3264 |
| PP |
1.3252 |
1.3260 |
| S1 |
1.3251 |
1.3255 |
|