CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 13-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2007 |
13-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3227 |
1.3237 |
0.0010 |
0.1% |
1.3139 |
| High |
1.3252 |
1.3272 |
0.0020 |
0.2% |
1.3237 |
| Low |
1.3198 |
1.3231 |
0.0033 |
0.3% |
1.3130 |
| Close |
1.3239 |
1.3246 |
0.0007 |
0.1% |
1.3166 |
| Range |
0.0054 |
0.0041 |
-0.0013 |
-24.1% |
0.0107 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
19,695 |
59,153 |
39,458 |
200.3% |
42,624 |
|
| Daily Pivots for day following 13-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3373 |
1.3350 |
1.3269 |
|
| R3 |
1.3332 |
1.3309 |
1.3257 |
|
| R2 |
1.3291 |
1.3291 |
1.3254 |
|
| R1 |
1.3268 |
1.3268 |
1.3250 |
1.3280 |
| PP |
1.3250 |
1.3250 |
1.3250 |
1.3255 |
| S1 |
1.3227 |
1.3227 |
1.3242 |
1.3239 |
| S2 |
1.3209 |
1.3209 |
1.3238 |
|
| S3 |
1.3168 |
1.3186 |
1.3235 |
|
| S4 |
1.3127 |
1.3145 |
1.3223 |
|
|
| 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 |
1.3272 |
1.3138 |
0.0134 |
1.0% |
0.0050 |
0.4% |
81% |
True |
False |
21,943 |
| 10 |
1.3292 |
1.3130 |
0.0162 |
1.2% |
0.0047 |
0.4% |
72% |
False |
False |
12,985 |
| 20 |
1.3316 |
1.3081 |
0.0235 |
1.8% |
0.0037 |
0.3% |
70% |
False |
False |
6,941 |
| 40 |
1.3316 |
1.2970 |
0.0346 |
2.6% |
0.0030 |
0.2% |
80% |
False |
False |
3,641 |
| 60 |
1.3378 |
1.2970 |
0.0408 |
3.1% |
0.0028 |
0.2% |
68% |
False |
False |
2,524 |
| 80 |
1.3460 |
1.2912 |
0.0548 |
4.1% |
0.0026 |
0.2% |
61% |
False |
False |
1,911 |
| 100 |
1.3460 |
1.2671 |
0.0789 |
6.0% |
0.0022 |
0.2% |
73% |
False |
False |
1,530 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0018 |
0.1% |
74% |
False |
False |
1,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3446 |
|
2.618 |
1.3379 |
|
1.618 |
1.3338 |
|
1.000 |
1.3313 |
|
0.618 |
1.3297 |
|
HIGH |
1.3272 |
|
0.618 |
1.3256 |
|
0.500 |
1.3252 |
|
0.382 |
1.3247 |
|
LOW |
1.3231 |
|
0.618 |
1.3206 |
|
1.000 |
1.3190 |
|
1.618 |
1.3165 |
|
2.618 |
1.3124 |
|
4.250 |
1.3057 |
|
|
| Fisher Pivots for day following 13-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3252 |
1.3232 |
| PP |
1.3250 |
1.3219 |
| S1 |
1.3248 |
1.3205 |
|