CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 08-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2007 |
08-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3192 |
1.3211 |
0.0019 |
0.1% |
1.3230 |
| High |
1.3237 |
1.3211 |
-0.0026 |
-0.2% |
1.3316 |
| Low |
1.3192 |
1.3174 |
-0.0018 |
-0.1% |
1.3212 |
| Close |
1.3235 |
1.3189 |
-0.0046 |
-0.3% |
1.3245 |
| Range |
0.0045 |
0.0037 |
-0.0008 |
-17.8% |
0.0104 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
1.2% |
0.0000 |
| Volume |
10,844 |
9,349 |
-1,495 |
-13.8% |
10,037 |
|
| Daily Pivots for day following 08-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3302 |
1.3283 |
1.3209 |
|
| R3 |
1.3265 |
1.3246 |
1.3199 |
|
| R2 |
1.3228 |
1.3228 |
1.3196 |
|
| R1 |
1.3209 |
1.3209 |
1.3192 |
1.3200 |
| PP |
1.3191 |
1.3191 |
1.3191 |
1.3187 |
| S1 |
1.3172 |
1.3172 |
1.3186 |
1.3163 |
| S2 |
1.3154 |
1.3154 |
1.3182 |
|
| S3 |
1.3117 |
1.3135 |
1.3179 |
|
| S4 |
1.3080 |
1.3098 |
1.3169 |
|
|
| 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 |
1.3254 |
1.3130 |
0.0124 |
0.9% |
0.0038 |
0.3% |
48% |
False |
False |
7,010 |
| 10 |
1.3316 |
1.3130 |
0.0186 |
1.4% |
0.0038 |
0.3% |
32% |
False |
False |
4,272 |
| 20 |
1.3316 |
1.3030 |
0.0286 |
2.2% |
0.0029 |
0.2% |
56% |
False |
False |
2,514 |
| 40 |
1.3316 |
1.2970 |
0.0346 |
2.6% |
0.0027 |
0.2% |
63% |
False |
False |
1,434 |
| 60 |
1.3385 |
1.2970 |
0.0415 |
3.1% |
0.0027 |
0.2% |
53% |
False |
False |
1,034 |
| 80 |
1.3460 |
1.2912 |
0.0548 |
4.2% |
0.0024 |
0.2% |
51% |
False |
False |
793 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0020 |
0.2% |
67% |
False |
False |
635 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0017 |
0.1% |
67% |
False |
False |
530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3368 |
|
2.618 |
1.3308 |
|
1.618 |
1.3271 |
|
1.000 |
1.3248 |
|
0.618 |
1.3234 |
|
HIGH |
1.3211 |
|
0.618 |
1.3197 |
|
0.500 |
1.3193 |
|
0.382 |
1.3188 |
|
LOW |
1.3174 |
|
0.618 |
1.3151 |
|
1.000 |
1.3137 |
|
1.618 |
1.3114 |
|
2.618 |
1.3077 |
|
4.250 |
1.3017 |
|
|
| Fisher Pivots for day following 08-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3193 |
1.3191 |
| PP |
1.3191 |
1.3190 |
| S1 |
1.3190 |
1.3190 |
|