CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 19-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2007 |
19-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3384 |
1.3345 |
-0.0039 |
-0.3% |
1.3227 |
| High |
1.3385 |
1.3357 |
-0.0028 |
-0.2% |
1.3385 |
| Low |
1.3352 |
1.3333 |
-0.0019 |
-0.1% |
1.3198 |
| Close |
1.3357 |
1.3348 |
-0.0009 |
-0.1% |
1.3357 |
| Range |
0.0033 |
0.0024 |
-0.0009 |
-27.3% |
0.0187 |
| ATR |
0.0059 |
0.0056 |
-0.0002 |
-4.2% |
0.0000 |
| Volume |
202,691 |
184,020 |
-18,671 |
-9.2% |
557,707 |
|
| Daily Pivots for day following 19-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3418 |
1.3407 |
1.3361 |
|
| R3 |
1.3394 |
1.3383 |
1.3355 |
|
| R2 |
1.3370 |
1.3370 |
1.3352 |
|
| R1 |
1.3359 |
1.3359 |
1.3350 |
1.3365 |
| PP |
1.3346 |
1.3346 |
1.3346 |
1.3349 |
| S1 |
1.3335 |
1.3335 |
1.3346 |
1.3341 |
| S2 |
1.3322 |
1.3322 |
1.3344 |
|
| S3 |
1.3298 |
1.3311 |
1.3341 |
|
| S4 |
1.3274 |
1.3287 |
1.3335 |
|
|
| 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 |
1.3228 |
0.0157 |
1.2% |
0.0042 |
0.3% |
76% |
False |
False |
144,406 |
| 10 |
1.3385 |
1.3138 |
0.0247 |
1.9% |
0.0045 |
0.3% |
85% |
False |
False |
78,153 |
| 20 |
1.3385 |
1.3130 |
0.0255 |
1.9% |
0.0039 |
0.3% |
85% |
False |
False |
39,913 |
| 40 |
1.3385 |
1.2970 |
0.0415 |
3.1% |
0.0032 |
0.2% |
91% |
False |
False |
20,183 |
| 60 |
1.3385 |
1.2970 |
0.0415 |
3.1% |
0.0029 |
0.2% |
91% |
False |
False |
13,564 |
| 80 |
1.3460 |
1.2957 |
0.0503 |
3.8% |
0.0028 |
0.2% |
78% |
False |
False |
10,197 |
| 100 |
1.3460 |
1.2699 |
0.0761 |
5.7% |
0.0023 |
0.2% |
85% |
False |
False |
8,158 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.1% |
0.0020 |
0.1% |
86% |
False |
False |
6,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3459 |
|
2.618 |
1.3420 |
|
1.618 |
1.3396 |
|
1.000 |
1.3381 |
|
0.618 |
1.3372 |
|
HIGH |
1.3357 |
|
0.618 |
1.3348 |
|
0.500 |
1.3345 |
|
0.382 |
1.3342 |
|
LOW |
1.3333 |
|
0.618 |
1.3318 |
|
1.000 |
1.3309 |
|
1.618 |
1.3294 |
|
2.618 |
1.3270 |
|
4.250 |
1.3231 |
|
|
| Fisher Pivots for day following 19-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3347 |
1.3339 |
| PP |
1.3346 |
1.3330 |
| S1 |
1.3345 |
1.3321 |
|