CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 27-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2007 |
27-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3308 |
1.3386 |
0.0078 |
0.6% |
1.3345 |
| High |
1.3391 |
1.3408 |
0.0017 |
0.1% |
1.3432 |
| Low |
1.3305 |
1.3375 |
0.0070 |
0.5% |
1.3328 |
| Close |
1.3374 |
1.3388 |
0.0014 |
0.1% |
1.3334 |
| Range |
0.0086 |
0.0033 |
-0.0053 |
-61.6% |
0.0104 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
206,621 |
167,734 |
-38,887 |
-18.8% |
815,584 |
|
| Daily Pivots for day following 27-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3489 |
1.3472 |
1.3406 |
|
| R3 |
1.3456 |
1.3439 |
1.3397 |
|
| R2 |
1.3423 |
1.3423 |
1.3394 |
|
| R1 |
1.3406 |
1.3406 |
1.3391 |
1.3415 |
| PP |
1.3390 |
1.3390 |
1.3390 |
1.3395 |
| S1 |
1.3373 |
1.3373 |
1.3385 |
1.3382 |
| S2 |
1.3357 |
1.3357 |
1.3382 |
|
| S3 |
1.3324 |
1.3340 |
1.3379 |
|
| S4 |
1.3291 |
1.3307 |
1.3370 |
|
|
| Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3677 |
1.3609 |
1.3391 |
|
| R3 |
1.3573 |
1.3505 |
1.3363 |
|
| R2 |
1.3469 |
1.3469 |
1.3353 |
|
| R1 |
1.3401 |
1.3401 |
1.3344 |
1.3383 |
| PP |
1.3365 |
1.3365 |
1.3365 |
1.3356 |
| S1 |
1.3297 |
1.3297 |
1.3324 |
1.3279 |
| S2 |
1.3261 |
1.3261 |
1.3315 |
|
| S3 |
1.3157 |
1.3193 |
1.3305 |
|
| S4 |
1.3053 |
1.3089 |
1.3277 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3432 |
1.3305 |
0.0127 |
0.9% |
0.0067 |
0.5% |
65% |
False |
False |
176,912 |
| 10 |
1.3432 |
1.3228 |
0.0204 |
1.5% |
0.0054 |
0.4% |
78% |
False |
False |
166,879 |
| 20 |
1.3432 |
1.3130 |
0.0302 |
2.3% |
0.0051 |
0.4% |
85% |
False |
False |
89,932 |
| 40 |
1.3432 |
1.3000 |
0.0432 |
3.2% |
0.0039 |
0.3% |
90% |
False |
False |
45,283 |
| 60 |
1.3432 |
1.2970 |
0.0462 |
3.5% |
0.0033 |
0.2% |
90% |
False |
False |
30,294 |
| 80 |
1.3460 |
1.2970 |
0.0490 |
3.7% |
0.0032 |
0.2% |
85% |
False |
False |
22,770 |
| 100 |
1.3460 |
1.2835 |
0.0625 |
4.7% |
0.0026 |
0.2% |
88% |
False |
False |
18,218 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.1% |
0.0023 |
0.2% |
91% |
False |
False |
15,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3548 |
|
2.618 |
1.3494 |
|
1.618 |
1.3461 |
|
1.000 |
1.3441 |
|
0.618 |
1.3428 |
|
HIGH |
1.3408 |
|
0.618 |
1.3395 |
|
0.500 |
1.3392 |
|
0.382 |
1.3388 |
|
LOW |
1.3375 |
|
0.618 |
1.3355 |
|
1.000 |
1.3342 |
|
1.618 |
1.3322 |
|
2.618 |
1.3289 |
|
4.250 |
1.3235 |
|
|
| Fisher Pivots for day following 27-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3392 |
1.3378 |
| PP |
1.3390 |
1.3367 |
| S1 |
1.3389 |
1.3357 |
|