CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 09-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2007 |
09-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3211 |
1.3208 |
-0.0003 |
0.0% |
1.3139 |
| High |
1.3211 |
1.3209 |
-0.0002 |
0.0% |
1.3237 |
| Low |
1.3174 |
1.3138 |
-0.0036 |
-0.3% |
1.3130 |
| Close |
1.3189 |
1.3166 |
-0.0023 |
-0.2% |
1.3166 |
| Range |
0.0037 |
0.0071 |
0.0034 |
91.9% |
0.0107 |
| ATR |
0.0053 |
0.0054 |
0.0001 |
2.4% |
0.0000 |
| Volume |
9,349 |
10,677 |
1,328 |
14.2% |
42,624 |
|
| Daily Pivots for day following 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3384 |
1.3346 |
1.3205 |
|
| R3 |
1.3313 |
1.3275 |
1.3186 |
|
| R2 |
1.3242 |
1.3242 |
1.3179 |
|
| R1 |
1.3204 |
1.3204 |
1.3173 |
1.3188 |
| PP |
1.3171 |
1.3171 |
1.3171 |
1.3163 |
| S1 |
1.3133 |
1.3133 |
1.3159 |
1.3117 |
| S2 |
1.3100 |
1.3100 |
1.3153 |
|
| S3 |
1.3029 |
1.3062 |
1.3146 |
|
| S4 |
1.2958 |
1.2991 |
1.3127 |
|
|
| Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3499 |
1.3439 |
1.3225 |
|
| R3 |
1.3392 |
1.3332 |
1.3195 |
|
| R2 |
1.3285 |
1.3285 |
1.3186 |
|
| R1 |
1.3225 |
1.3225 |
1.3176 |
1.3255 |
| PP |
1.3178 |
1.3178 |
1.3178 |
1.3193 |
| S1 |
1.3118 |
1.3118 |
1.3156 |
1.3148 |
| S2 |
1.3071 |
1.3071 |
1.3146 |
|
| S3 |
1.2964 |
1.3011 |
1.3137 |
|
| S4 |
1.2857 |
1.2904 |
1.3107 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3237 |
1.3130 |
0.0107 |
0.8% |
0.0044 |
0.3% |
34% |
False |
False |
8,524 |
| 10 |
1.3316 |
1.3130 |
0.0186 |
1.4% |
0.0043 |
0.3% |
19% |
False |
False |
5,266 |
| 20 |
1.3316 |
1.3030 |
0.0286 |
2.2% |
0.0033 |
0.2% |
48% |
False |
False |
3,035 |
| 40 |
1.3316 |
1.2970 |
0.0346 |
2.6% |
0.0029 |
0.2% |
57% |
False |
False |
1,699 |
| 60 |
1.3385 |
1.2970 |
0.0415 |
3.2% |
0.0027 |
0.2% |
47% |
False |
False |
1,211 |
| 80 |
1.3460 |
1.2912 |
0.0548 |
4.2% |
0.0025 |
0.2% |
46% |
False |
False |
926 |
| 100 |
1.3460 |
1.2664 |
0.0796 |
6.0% |
0.0021 |
0.2% |
63% |
False |
False |
741 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0018 |
0.1% |
64% |
False |
False |
619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3511 |
|
2.618 |
1.3395 |
|
1.618 |
1.3324 |
|
1.000 |
1.3280 |
|
0.618 |
1.3253 |
|
HIGH |
1.3209 |
|
0.618 |
1.3182 |
|
0.500 |
1.3174 |
|
0.382 |
1.3165 |
|
LOW |
1.3138 |
|
0.618 |
1.3094 |
|
1.000 |
1.3067 |
|
1.618 |
1.3023 |
|
2.618 |
1.2952 |
|
4.250 |
1.2836 |
|
|
| Fisher Pivots for day following 09-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3174 |
1.3188 |
| PP |
1.3171 |
1.3180 |
| S1 |
1.3169 |
1.3173 |
|