CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 12-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2007 |
12-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3208 |
1.3227 |
0.0019 |
0.1% |
1.3139 |
| High |
1.3209 |
1.3252 |
0.0043 |
0.3% |
1.3237 |
| Low |
1.3138 |
1.3198 |
0.0060 |
0.5% |
1.3130 |
| Close |
1.3166 |
1.3239 |
0.0073 |
0.6% |
1.3166 |
| Range |
0.0071 |
0.0054 |
-0.0017 |
-23.9% |
0.0107 |
| ATR |
0.0054 |
0.0057 |
0.0002 |
4.2% |
0.0000 |
| Volume |
10,677 |
19,695 |
9,018 |
84.5% |
42,624 |
|
| Daily Pivots for day following 12-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3392 |
1.3369 |
1.3269 |
|
| R3 |
1.3338 |
1.3315 |
1.3254 |
|
| R2 |
1.3284 |
1.3284 |
1.3249 |
|
| R1 |
1.3261 |
1.3261 |
1.3244 |
1.3273 |
| PP |
1.3230 |
1.3230 |
1.3230 |
1.3235 |
| S1 |
1.3207 |
1.3207 |
1.3234 |
1.3219 |
| S2 |
1.3176 |
1.3176 |
1.3229 |
|
| S3 |
1.3122 |
1.3153 |
1.3224 |
|
| S4 |
1.3068 |
1.3099 |
1.3209 |
|
|
| 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 |
1.3252 |
1.3138 |
0.0114 |
0.9% |
0.0047 |
0.4% |
89% |
True |
False |
11,899 |
| 10 |
1.3316 |
1.3130 |
0.0186 |
1.4% |
0.0046 |
0.3% |
59% |
False |
False |
7,144 |
| 20 |
1.3316 |
1.3030 |
0.0286 |
2.2% |
0.0035 |
0.3% |
73% |
False |
False |
4,004 |
| 40 |
1.3316 |
1.2970 |
0.0346 |
2.6% |
0.0029 |
0.2% |
78% |
False |
False |
2,183 |
| 60 |
1.3378 |
1.2970 |
0.0408 |
3.1% |
0.0027 |
0.2% |
66% |
False |
False |
1,539 |
| 80 |
1.3460 |
1.2912 |
0.0548 |
4.1% |
0.0026 |
0.2% |
60% |
False |
False |
1,172 |
| 100 |
1.3460 |
1.2671 |
0.0789 |
6.0% |
0.0021 |
0.2% |
72% |
False |
False |
938 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0018 |
0.1% |
73% |
False |
False |
783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3482 |
|
2.618 |
1.3393 |
|
1.618 |
1.3339 |
|
1.000 |
1.3306 |
|
0.618 |
1.3285 |
|
HIGH |
1.3252 |
|
0.618 |
1.3231 |
|
0.500 |
1.3225 |
|
0.382 |
1.3219 |
|
LOW |
1.3198 |
|
0.618 |
1.3165 |
|
1.000 |
1.3144 |
|
1.618 |
1.3111 |
|
2.618 |
1.3057 |
|
4.250 |
1.2969 |
|
|
| Fisher Pivots for day following 12-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3234 |
1.3224 |
| PP |
1.3230 |
1.3210 |
| S1 |
1.3225 |
1.3195 |
|