CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 28-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2007 |
28-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3386 |
1.3390 |
0.0004 |
0.0% |
1.3345 |
| High |
1.3408 |
1.3417 |
0.0009 |
0.1% |
1.3432 |
| Low |
1.3375 |
1.3361 |
-0.0014 |
-0.1% |
1.3328 |
| Close |
1.3388 |
1.3366 |
-0.0022 |
-0.2% |
1.3334 |
| Range |
0.0033 |
0.0056 |
0.0023 |
69.7% |
0.0104 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
167,734 |
195,373 |
27,639 |
16.5% |
815,584 |
|
| Daily Pivots for day following 28-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3549 |
1.3514 |
1.3397 |
|
| R3 |
1.3493 |
1.3458 |
1.3381 |
|
| R2 |
1.3437 |
1.3437 |
1.3376 |
|
| R1 |
1.3402 |
1.3402 |
1.3371 |
1.3392 |
| PP |
1.3381 |
1.3381 |
1.3381 |
1.3376 |
| S1 |
1.3346 |
1.3346 |
1.3361 |
1.3336 |
| S2 |
1.3325 |
1.3325 |
1.3356 |
|
| S3 |
1.3269 |
1.3290 |
1.3351 |
|
| S4 |
1.3213 |
1.3234 |
1.3335 |
|
|
| 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 |
1.3418 |
1.3305 |
0.0113 |
0.8% |
0.0059 |
0.4% |
54% |
False |
False |
187,512 |
| 10 |
1.3432 |
1.3257 |
0.0175 |
1.3% |
0.0053 |
0.4% |
62% |
False |
False |
177,928 |
| 20 |
1.3432 |
1.3130 |
0.0302 |
2.3% |
0.0052 |
0.4% |
78% |
False |
False |
99,592 |
| 40 |
1.3432 |
1.3000 |
0.0432 |
3.2% |
0.0040 |
0.3% |
85% |
False |
False |
50,161 |
| 60 |
1.3432 |
1.2970 |
0.0462 |
3.5% |
0.0033 |
0.2% |
86% |
False |
False |
33,546 |
| 80 |
1.3460 |
1.2970 |
0.0490 |
3.7% |
0.0033 |
0.2% |
81% |
False |
False |
25,212 |
| 100 |
1.3460 |
1.2835 |
0.0625 |
4.7% |
0.0027 |
0.2% |
85% |
False |
False |
20,171 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.1% |
0.0023 |
0.2% |
89% |
False |
False |
16,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3655 |
|
2.618 |
1.3564 |
|
1.618 |
1.3508 |
|
1.000 |
1.3473 |
|
0.618 |
1.3452 |
|
HIGH |
1.3417 |
|
0.618 |
1.3396 |
|
0.500 |
1.3389 |
|
0.382 |
1.3382 |
|
LOW |
1.3361 |
|
0.618 |
1.3326 |
|
1.000 |
1.3305 |
|
1.618 |
1.3270 |
|
2.618 |
1.3214 |
|
4.250 |
1.3123 |
|
|
| Fisher Pivots for day following 28-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3389 |
1.3364 |
| PP |
1.3381 |
1.3363 |
| S1 |
1.3374 |
1.3361 |
|