CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 07-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2007 |
07-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3156 |
1.3192 |
0.0036 |
0.3% |
1.3230 |
| High |
1.3175 |
1.3237 |
0.0062 |
0.5% |
1.3316 |
| Low |
1.3145 |
1.3192 |
0.0047 |
0.4% |
1.3212 |
| Close |
1.3174 |
1.3235 |
0.0061 |
0.5% |
1.3245 |
| Range |
0.0030 |
0.0045 |
0.0015 |
50.0% |
0.0104 |
| ATR |
0.0052 |
0.0052 |
0.0001 |
1.6% |
0.0000 |
| Volume |
8,933 |
10,844 |
1,911 |
21.4% |
10,037 |
|
| Daily Pivots for day following 07-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3356 |
1.3341 |
1.3260 |
|
| R3 |
1.3311 |
1.3296 |
1.3247 |
|
| R2 |
1.3266 |
1.3266 |
1.3243 |
|
| R1 |
1.3251 |
1.3251 |
1.3239 |
1.3259 |
| PP |
1.3221 |
1.3221 |
1.3221 |
1.3225 |
| S1 |
1.3206 |
1.3206 |
1.3231 |
1.3214 |
| S2 |
1.3176 |
1.3176 |
1.3227 |
|
| S3 |
1.3131 |
1.3161 |
1.3223 |
|
| S4 |
1.3086 |
1.3116 |
1.3210 |
|
|
| 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 |
1.3292 |
1.3130 |
0.0162 |
1.2% |
0.0046 |
0.3% |
65% |
False |
False |
5,761 |
| 10 |
1.3316 |
1.3130 |
0.0186 |
1.4% |
0.0039 |
0.3% |
56% |
False |
False |
3,403 |
| 20 |
1.3316 |
1.3030 |
0.0286 |
2.2% |
0.0028 |
0.2% |
72% |
False |
False |
2,063 |
| 40 |
1.3316 |
1.2970 |
0.0346 |
2.6% |
0.0026 |
0.2% |
77% |
False |
False |
1,208 |
| 60 |
1.3460 |
1.2970 |
0.0490 |
3.7% |
0.0029 |
0.2% |
54% |
False |
False |
879 |
| 80 |
1.3460 |
1.2912 |
0.0548 |
4.1% |
0.0024 |
0.2% |
59% |
False |
False |
676 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0020 |
0.1% |
72% |
False |
False |
541 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0017 |
0.1% |
72% |
False |
False |
452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3428 |
|
2.618 |
1.3355 |
|
1.618 |
1.3310 |
|
1.000 |
1.3282 |
|
0.618 |
1.3265 |
|
HIGH |
1.3237 |
|
0.618 |
1.3220 |
|
0.500 |
1.3215 |
|
0.382 |
1.3209 |
|
LOW |
1.3192 |
|
0.618 |
1.3164 |
|
1.000 |
1.3147 |
|
1.618 |
1.3119 |
|
2.618 |
1.3074 |
|
4.250 |
1.3001 |
|
|
| Fisher Pivots for day following 07-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3228 |
1.3218 |
| PP |
1.3221 |
1.3201 |
| S1 |
1.3215 |
1.3184 |
|