CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 22-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2007 |
22-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3239 |
1.3219 |
-0.0020 |
-0.2% |
1.3070 |
| High |
1.3239 |
1.3235 |
-0.0004 |
0.0% |
1.3253 |
| Low |
1.3239 |
1.3219 |
-0.0020 |
-0.2% |
1.3070 |
| Close |
1.3244 |
1.3229 |
-0.0015 |
-0.1% |
1.3241 |
| Range |
0.0000 |
0.0016 |
0.0016 |
|
0.0183 |
| ATR |
0.0034 |
0.0034 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
6 |
2 |
-4 |
-66.7% |
19 |
|
| Daily Pivots for day following 22-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3276 |
1.3268 |
1.3238 |
|
| R3 |
1.3260 |
1.3252 |
1.3233 |
|
| R2 |
1.3244 |
1.3244 |
1.3232 |
|
| R1 |
1.3236 |
1.3236 |
1.3230 |
1.3240 |
| PP |
1.3228 |
1.3228 |
1.3228 |
1.3230 |
| S1 |
1.3220 |
1.3220 |
1.3228 |
1.3224 |
| S2 |
1.3212 |
1.3212 |
1.3226 |
|
| S3 |
1.3196 |
1.3204 |
1.3225 |
|
| S4 |
1.3180 |
1.3188 |
1.3220 |
|
|
| Weekly Pivots for week ending 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3737 |
1.3672 |
1.3342 |
|
| R3 |
1.3554 |
1.3489 |
1.3291 |
|
| R2 |
1.3371 |
1.3371 |
1.3275 |
|
| R1 |
1.3306 |
1.3306 |
1.3258 |
1.3339 |
| PP |
1.3188 |
1.3188 |
1.3188 |
1.3204 |
| S1 |
1.3123 |
1.3123 |
1.3224 |
1.3156 |
| S2 |
1.3005 |
1.3005 |
1.3207 |
|
| S3 |
1.2822 |
1.2940 |
1.3191 |
|
| S4 |
1.2639 |
1.2757 |
1.3140 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3253 |
1.3219 |
0.0034 |
0.3% |
0.0003 |
0.0% |
29% |
False |
True |
4 |
| 10 |
1.3253 |
1.3070 |
0.0183 |
1.4% |
0.0002 |
0.0% |
87% |
False |
False |
3 |
| 20 |
1.3253 |
1.3024 |
0.0229 |
1.7% |
0.0005 |
0.0% |
90% |
False |
False |
2 |
| 40 |
1.3417 |
1.3012 |
0.0405 |
3.1% |
0.0003 |
0.0% |
54% |
False |
False |
11 |
| 60 |
1.3472 |
1.3012 |
0.0460 |
3.5% |
0.0002 |
0.0% |
47% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3303 |
|
2.618 |
1.3277 |
|
1.618 |
1.3261 |
|
1.000 |
1.3251 |
|
0.618 |
1.3245 |
|
HIGH |
1.3235 |
|
0.618 |
1.3229 |
|
0.500 |
1.3227 |
|
0.382 |
1.3225 |
|
LOW |
1.3219 |
|
0.618 |
1.3209 |
|
1.000 |
1.3203 |
|
1.618 |
1.3193 |
|
2.618 |
1.3177 |
|
4.250 |
1.3151 |
|
|
| Fisher Pivots for day following 22-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3228 |
1.3229 |
| PP |
1.3228 |
1.3229 |
| S1 |
1.3227 |
1.3229 |
|