CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 20-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2007 |
20-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3345 |
1.3335 |
-0.0010 |
-0.1% |
1.3227 |
| High |
1.3357 |
1.3365 |
0.0008 |
0.1% |
1.3385 |
| Low |
1.3333 |
1.3330 |
-0.0003 |
0.0% |
1.3198 |
| Close |
1.3348 |
1.3355 |
0.0007 |
0.1% |
1.3357 |
| Range |
0.0024 |
0.0035 |
0.0011 |
45.8% |
0.0187 |
| ATR |
0.0056 |
0.0055 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
184,020 |
121,359 |
-62,661 |
-34.1% |
557,707 |
|
| Daily Pivots for day following 20-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3455 |
1.3440 |
1.3374 |
|
| R3 |
1.3420 |
1.3405 |
1.3365 |
|
| R2 |
1.3385 |
1.3385 |
1.3361 |
|
| R1 |
1.3370 |
1.3370 |
1.3358 |
1.3378 |
| PP |
1.3350 |
1.3350 |
1.3350 |
1.3354 |
| S1 |
1.3335 |
1.3335 |
1.3352 |
1.3343 |
| S2 |
1.3315 |
1.3315 |
1.3349 |
|
| S3 |
1.3280 |
1.3300 |
1.3345 |
|
| S4 |
1.3245 |
1.3265 |
1.3336 |
|
|
| 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% |
0.0041 |
0.3% |
81% |
False |
False |
156,847 |
| 10 |
1.3385 |
1.3138 |
0.0247 |
1.8% |
0.0045 |
0.3% |
88% |
False |
False |
89,395 |
| 20 |
1.3385 |
1.3130 |
0.0255 |
1.9% |
0.0040 |
0.3% |
88% |
False |
False |
45,907 |
| 40 |
1.3385 |
1.2970 |
0.0415 |
3.1% |
0.0033 |
0.2% |
93% |
False |
False |
23,213 |
| 60 |
1.3385 |
1.2970 |
0.0415 |
3.1% |
0.0028 |
0.2% |
93% |
False |
False |
15,568 |
| 80 |
1.3460 |
1.2970 |
0.0490 |
3.7% |
0.0029 |
0.2% |
79% |
False |
False |
11,714 |
| 100 |
1.3460 |
1.2745 |
0.0715 |
5.4% |
0.0024 |
0.2% |
85% |
False |
False |
9,372 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.1% |
0.0020 |
0.2% |
87% |
False |
False |
7,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3514 |
|
2.618 |
1.3457 |
|
1.618 |
1.3422 |
|
1.000 |
1.3400 |
|
0.618 |
1.3387 |
|
HIGH |
1.3365 |
|
0.618 |
1.3352 |
|
0.500 |
1.3348 |
|
0.382 |
1.3343 |
|
LOW |
1.3330 |
|
0.618 |
1.3308 |
|
1.000 |
1.3295 |
|
1.618 |
1.3273 |
|
2.618 |
1.3238 |
|
4.250 |
1.3181 |
|
|
| Fisher Pivots for day following 20-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3353 |
1.3358 |
| PP |
1.3350 |
1.3357 |
| S1 |
1.3348 |
1.3356 |
|