CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 29-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2007 |
29-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3390 |
1.3388 |
-0.0002 |
0.0% |
1.3345 |
| High |
1.3417 |
1.3389 |
-0.0028 |
-0.2% |
1.3432 |
| Low |
1.3361 |
1.3356 |
-0.0005 |
0.0% |
1.3328 |
| Close |
1.3366 |
1.3377 |
0.0011 |
0.1% |
1.3334 |
| Range |
0.0056 |
0.0033 |
-0.0023 |
-41.1% |
0.0104 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
195,373 |
182,871 |
-12,502 |
-6.4% |
815,584 |
|
| Daily Pivots for day following 29-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3473 |
1.3458 |
1.3395 |
|
| R3 |
1.3440 |
1.3425 |
1.3386 |
|
| R2 |
1.3407 |
1.3407 |
1.3383 |
|
| R1 |
1.3392 |
1.3392 |
1.3380 |
1.3383 |
| PP |
1.3374 |
1.3374 |
1.3374 |
1.3370 |
| S1 |
1.3359 |
1.3359 |
1.3374 |
1.3350 |
| S2 |
1.3341 |
1.3341 |
1.3371 |
|
| S3 |
1.3308 |
1.3326 |
1.3368 |
|
| S4 |
1.3275 |
1.3293 |
1.3359 |
|
|
| 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 |
1.3417 |
1.3305 |
0.0112 |
0.8% |
0.0053 |
0.4% |
64% |
False |
False |
191,529 |
| 10 |
1.3432 |
1.3305 |
0.0127 |
0.9% |
0.0052 |
0.4% |
57% |
False |
False |
177,087 |
| 20 |
1.3432 |
1.3130 |
0.0302 |
2.3% |
0.0049 |
0.4% |
82% |
False |
False |
108,581 |
| 40 |
1.3432 |
1.3000 |
0.0432 |
3.2% |
0.0038 |
0.3% |
87% |
False |
False |
54,727 |
| 60 |
1.3432 |
1.2970 |
0.0462 |
3.5% |
0.0033 |
0.3% |
88% |
False |
False |
36,586 |
| 80 |
1.3460 |
1.2970 |
0.0490 |
3.7% |
0.0033 |
0.2% |
83% |
False |
False |
27,495 |
| 100 |
1.3460 |
1.2835 |
0.0625 |
4.7% |
0.0027 |
0.2% |
87% |
False |
False |
22,000 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.1% |
0.0024 |
0.2% |
90% |
False |
False |
18,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3529 |
|
2.618 |
1.3475 |
|
1.618 |
1.3442 |
|
1.000 |
1.3422 |
|
0.618 |
1.3409 |
|
HIGH |
1.3389 |
|
0.618 |
1.3376 |
|
0.500 |
1.3373 |
|
0.382 |
1.3369 |
|
LOW |
1.3356 |
|
0.618 |
1.3336 |
|
1.000 |
1.3323 |
|
1.618 |
1.3303 |
|
2.618 |
1.3270 |
|
4.250 |
1.3216 |
|
|
| Fisher Pivots for day following 29-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3376 |
1.3387 |
| PP |
1.3374 |
1.3383 |
| S1 |
1.3373 |
1.3380 |
|