CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 05-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2007 |
05-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3216 |
1.3139 |
-0.0077 |
-0.6% |
1.3230 |
| High |
1.3254 |
1.3168 |
-0.0086 |
-0.6% |
1.3316 |
| Low |
1.3216 |
1.3130 |
-0.0086 |
-0.7% |
1.3212 |
| Close |
1.3245 |
1.3153 |
-0.0092 |
-0.7% |
1.3245 |
| Range |
0.0038 |
0.0038 |
0.0000 |
0.0% |
0.0104 |
| ATR |
0.0049 |
0.0053 |
0.0005 |
9.8% |
0.0000 |
| Volume |
3,107 |
2,821 |
-286 |
-9.2% |
10,037 |
|
| Daily Pivots for day following 05-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3264 |
1.3247 |
1.3174 |
|
| R3 |
1.3226 |
1.3209 |
1.3163 |
|
| R2 |
1.3188 |
1.3188 |
1.3160 |
|
| R1 |
1.3171 |
1.3171 |
1.3156 |
1.3180 |
| PP |
1.3150 |
1.3150 |
1.3150 |
1.3155 |
| S1 |
1.3133 |
1.3133 |
1.3150 |
1.3142 |
| S2 |
1.3112 |
1.3112 |
1.3146 |
|
| S3 |
1.3074 |
1.3095 |
1.3143 |
|
| S4 |
1.3036 |
1.3057 |
1.3132 |
|
|
| Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3570 |
1.3511 |
1.3302 |
|
| R3 |
1.3466 |
1.3407 |
1.3274 |
|
| R2 |
1.3362 |
1.3362 |
1.3264 |
|
| R1 |
1.3303 |
1.3303 |
1.3255 |
1.3333 |
| PP |
1.3258 |
1.3258 |
1.3258 |
1.3272 |
| S1 |
1.3199 |
1.3199 |
1.3235 |
1.3229 |
| S2 |
1.3154 |
1.3154 |
1.3226 |
|
| S3 |
1.3050 |
1.3095 |
1.3216 |
|
| S4 |
1.2946 |
1.2991 |
1.3188 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3316 |
1.3130 |
0.0186 |
1.4% |
0.0045 |
0.3% |
12% |
False |
True |
2,389 |
| 10 |
1.3316 |
1.3130 |
0.0186 |
1.4% |
0.0034 |
0.3% |
12% |
False |
True |
1,673 |
| 20 |
1.3316 |
1.3000 |
0.0316 |
2.4% |
0.0026 |
0.2% |
48% |
False |
False |
1,117 |
| 40 |
1.3316 |
1.2970 |
0.0346 |
2.6% |
0.0026 |
0.2% |
53% |
False |
False |
728 |
| 60 |
1.3460 |
1.2970 |
0.0490 |
3.7% |
0.0029 |
0.2% |
37% |
False |
False |
556 |
| 80 |
1.3460 |
1.2895 |
0.0565 |
4.3% |
0.0023 |
0.2% |
46% |
False |
False |
429 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0019 |
0.1% |
62% |
False |
False |
343 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0017 |
0.1% |
62% |
False |
False |
287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3330 |
|
2.618 |
1.3267 |
|
1.618 |
1.3229 |
|
1.000 |
1.3206 |
|
0.618 |
1.3191 |
|
HIGH |
1.3168 |
|
0.618 |
1.3153 |
|
0.500 |
1.3149 |
|
0.382 |
1.3145 |
|
LOW |
1.3130 |
|
0.618 |
1.3107 |
|
1.000 |
1.3092 |
|
1.618 |
1.3069 |
|
2.618 |
1.3031 |
|
4.250 |
1.2969 |
|
|
| Fisher Pivots for day following 05-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3152 |
1.3211 |
| PP |
1.3150 |
1.3192 |
| S1 |
1.3149 |
1.3172 |
|