CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 30-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2007 |
30-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3388 |
1.3363 |
-0.0025 |
-0.2% |
1.3308 |
| High |
1.3389 |
1.3442 |
0.0053 |
0.4% |
1.3442 |
| Low |
1.3356 |
1.3330 |
-0.0026 |
-0.2% |
1.3305 |
| Close |
1.3377 |
1.3394 |
0.0017 |
0.1% |
1.3394 |
| Range |
0.0033 |
0.0112 |
0.0079 |
239.4% |
0.0137 |
| ATR |
0.0057 |
0.0061 |
0.0004 |
6.9% |
0.0000 |
| Volume |
182,871 |
132,133 |
-50,738 |
-27.7% |
884,732 |
|
| Daily Pivots for day following 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3725 |
1.3671 |
1.3456 |
|
| R3 |
1.3613 |
1.3559 |
1.3425 |
|
| R2 |
1.3501 |
1.3501 |
1.3415 |
|
| R1 |
1.3447 |
1.3447 |
1.3404 |
1.3474 |
| PP |
1.3389 |
1.3389 |
1.3389 |
1.3402 |
| S1 |
1.3335 |
1.3335 |
1.3384 |
1.3362 |
| S2 |
1.3277 |
1.3277 |
1.3373 |
|
| S3 |
1.3165 |
1.3223 |
1.3363 |
|
| S4 |
1.3053 |
1.3111 |
1.3332 |
|
|
| Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3791 |
1.3730 |
1.3469 |
|
| R3 |
1.3654 |
1.3593 |
1.3432 |
|
| R2 |
1.3517 |
1.3517 |
1.3419 |
|
| R1 |
1.3456 |
1.3456 |
1.3407 |
1.3487 |
| PP |
1.3380 |
1.3380 |
1.3380 |
1.3396 |
| S1 |
1.3319 |
1.3319 |
1.3381 |
1.3350 |
| S2 |
1.3243 |
1.3243 |
1.3369 |
|
| S3 |
1.3106 |
1.3182 |
1.3356 |
|
| S4 |
1.2969 |
1.3045 |
1.3319 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3442 |
1.3305 |
0.0137 |
1.0% |
0.0064 |
0.5% |
65% |
True |
False |
176,946 |
| 10 |
1.3442 |
1.3305 |
0.0137 |
1.0% |
0.0060 |
0.4% |
65% |
True |
False |
170,031 |
| 20 |
1.3442 |
1.3130 |
0.0312 |
2.3% |
0.0053 |
0.4% |
85% |
True |
False |
115,032 |
| 40 |
1.3442 |
1.3000 |
0.0442 |
3.3% |
0.0041 |
0.3% |
89% |
True |
False |
58,013 |
| 60 |
1.3442 |
1.2970 |
0.0472 |
3.5% |
0.0035 |
0.3% |
90% |
True |
False |
38,787 |
| 80 |
1.3460 |
1.2970 |
0.0490 |
3.7% |
0.0034 |
0.3% |
87% |
False |
False |
29,141 |
| 100 |
1.3460 |
1.2846 |
0.0614 |
4.6% |
0.0028 |
0.2% |
89% |
False |
False |
23,321 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.1% |
0.0025 |
0.2% |
92% |
False |
False |
19,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3918 |
|
2.618 |
1.3735 |
|
1.618 |
1.3623 |
|
1.000 |
1.3554 |
|
0.618 |
1.3511 |
|
HIGH |
1.3442 |
|
0.618 |
1.3399 |
|
0.500 |
1.3386 |
|
0.382 |
1.3373 |
|
LOW |
1.3330 |
|
0.618 |
1.3261 |
|
1.000 |
1.3218 |
|
1.618 |
1.3149 |
|
2.618 |
1.3037 |
|
4.250 |
1.2854 |
|
|
| Fisher Pivots for day following 30-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3391 |
1.3391 |
| PP |
1.3389 |
1.3389 |
| S1 |
1.3386 |
1.3386 |
|