CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 01-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2007 |
01-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3329 |
1.3291 |
-0.0038 |
-0.3% |
1.3239 |
| High |
1.3329 |
1.3255 |
-0.0074 |
-0.6% |
1.3266 |
| Low |
1.3329 |
1.3255 |
-0.0074 |
-0.6% |
1.3219 |
| Close |
1.3329 |
1.3291 |
-0.0038 |
-0.3% |
1.3266 |
| Range |
|
|
|
|
|
| ATR |
0.0033 |
0.0036 |
0.0003 |
8.7% |
0.0000 |
| Volume |
4 |
14 |
10 |
250.0% |
64 |
|
| Daily Pivots for day following 01-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3267 |
1.3279 |
1.3291 |
|
| R3 |
1.3267 |
1.3279 |
1.3291 |
|
| R2 |
1.3267 |
1.3267 |
1.3291 |
|
| R1 |
1.3279 |
1.3279 |
1.3291 |
1.3291 |
| PP |
1.3267 |
1.3267 |
1.3267 |
1.3273 |
| S1 |
1.3279 |
1.3279 |
1.3291 |
1.3291 |
| S2 |
1.3267 |
1.3267 |
1.3291 |
|
| S3 |
1.3267 |
1.3279 |
1.3291 |
|
| S4 |
1.3267 |
1.3279 |
1.3291 |
|
|
| Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3391 |
1.3376 |
1.3292 |
|
| R3 |
1.3344 |
1.3329 |
1.3279 |
|
| R2 |
1.3297 |
1.3297 |
1.3275 |
|
| R1 |
1.3282 |
1.3282 |
1.3270 |
1.3290 |
| PP |
1.3250 |
1.3250 |
1.3250 |
1.3254 |
| S1 |
1.3235 |
1.3235 |
1.3262 |
1.3243 |
| S2 |
1.3203 |
1.3203 |
1.3257 |
|
| S3 |
1.3156 |
1.3188 |
1.3253 |
|
| S4 |
1.3109 |
1.3141 |
1.3240 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3350 |
1.3255 |
0.0095 |
0.7% |
0.0000 |
0.0% |
38% |
False |
True |
16 |
| 10 |
1.3350 |
1.3219 |
0.0131 |
1.0% |
0.0002 |
0.0% |
55% |
False |
False |
10 |
| 20 |
1.3350 |
1.3040 |
0.0310 |
2.3% |
0.0005 |
0.0% |
81% |
False |
False |
6 |
| 40 |
1.3350 |
1.3012 |
0.0338 |
2.5% |
0.0003 |
0.0% |
83% |
False |
False |
10 |
| 60 |
1.3472 |
1.3012 |
0.0460 |
3.5% |
0.0002 |
0.0% |
61% |
False |
False |
11 |
| 80 |
1.3472 |
1.2875 |
0.0597 |
4.5% |
0.0002 |
0.0% |
70% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3255 |
|
2.618 |
1.3255 |
|
1.618 |
1.3255 |
|
1.000 |
1.3255 |
|
0.618 |
1.3255 |
|
HIGH |
1.3255 |
|
0.618 |
1.3255 |
|
0.500 |
1.3255 |
|
0.382 |
1.3255 |
|
LOW |
1.3255 |
|
0.618 |
1.3255 |
|
1.000 |
1.3255 |
|
1.618 |
1.3255 |
|
2.618 |
1.3255 |
|
4.250 |
1.3255 |
|
|
| Fisher Pivots for day following 01-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3279 |
1.3303 |
| PP |
1.3267 |
1.3299 |
| S1 |
1.3255 |
1.3295 |
|