CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 16-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2007 |
16-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3264 |
1.3384 |
0.0120 |
0.9% |
1.3227 |
| High |
1.3300 |
1.3385 |
0.0085 |
0.6% |
1.3385 |
| Low |
1.3257 |
1.3352 |
0.0095 |
0.7% |
1.3198 |
| Close |
1.3282 |
1.3357 |
0.0075 |
0.6% |
1.3357 |
| Range |
0.0043 |
0.0033 |
-0.0010 |
-23.3% |
0.0187 |
| ATR |
0.0055 |
0.0059 |
0.0003 |
6.1% |
0.0000 |
| Volume |
191,280 |
202,691 |
11,411 |
6.0% |
557,707 |
|
| Daily Pivots for day following 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3464 |
1.3443 |
1.3375 |
|
| R3 |
1.3431 |
1.3410 |
1.3366 |
|
| R2 |
1.3398 |
1.3398 |
1.3363 |
|
| R1 |
1.3377 |
1.3377 |
1.3360 |
1.3371 |
| PP |
1.3365 |
1.3365 |
1.3365 |
1.3362 |
| S1 |
1.3344 |
1.3344 |
1.3354 |
1.3338 |
| S2 |
1.3332 |
1.3332 |
1.3351 |
|
| S3 |
1.3299 |
1.3311 |
1.3348 |
|
| S4 |
1.3266 |
1.3278 |
1.3339 |
|
|
| Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3874 |
1.3803 |
1.3460 |
|
| R3 |
1.3687 |
1.3616 |
1.3408 |
|
| R2 |
1.3500 |
1.3500 |
1.3391 |
|
| R1 |
1.3429 |
1.3429 |
1.3374 |
1.3465 |
| PP |
1.3313 |
1.3313 |
1.3313 |
1.3331 |
| S1 |
1.3242 |
1.3242 |
1.3340 |
1.3278 |
| S2 |
1.3126 |
1.3126 |
1.3323 |
|
| S3 |
1.2939 |
1.3055 |
1.3306 |
|
| S4 |
1.2752 |
1.2868 |
1.3254 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3385 |
1.3198 |
0.0187 |
1.4% |
0.0048 |
0.4% |
85% |
True |
False |
111,541 |
| 10 |
1.3385 |
1.3130 |
0.0255 |
1.9% |
0.0046 |
0.3% |
89% |
True |
False |
60,033 |
| 20 |
1.3385 |
1.3130 |
0.0255 |
1.9% |
0.0040 |
0.3% |
89% |
True |
False |
30,765 |
| 40 |
1.3385 |
1.2970 |
0.0415 |
3.1% |
0.0032 |
0.2% |
93% |
True |
False |
15,591 |
| 60 |
1.3385 |
1.2970 |
0.0415 |
3.1% |
0.0029 |
0.2% |
93% |
True |
False |
10,500 |
| 80 |
1.3460 |
1.2928 |
0.0532 |
4.0% |
0.0028 |
0.2% |
81% |
False |
False |
7,897 |
| 100 |
1.3460 |
1.2686 |
0.0774 |
5.8% |
0.0023 |
0.2% |
87% |
False |
False |
6,318 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.1% |
0.0020 |
0.1% |
87% |
False |
False |
5,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3525 |
|
2.618 |
1.3471 |
|
1.618 |
1.3438 |
|
1.000 |
1.3418 |
|
0.618 |
1.3405 |
|
HIGH |
1.3385 |
|
0.618 |
1.3372 |
|
0.500 |
1.3369 |
|
0.382 |
1.3365 |
|
LOW |
1.3352 |
|
0.618 |
1.3332 |
|
1.000 |
1.3319 |
|
1.618 |
1.3299 |
|
2.618 |
1.3266 |
|
4.250 |
1.3212 |
|
|
| Fisher Pivots for day following 16-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3369 |
1.3340 |
| PP |
1.3365 |
1.3323 |
| S1 |
1.3361 |
1.3307 |
|