CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 02-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2007 |
02-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3291 |
1.3268 |
-0.0023 |
-0.2% |
1.3284 |
| High |
1.3255 |
1.3290 |
0.0035 |
0.3% |
1.3350 |
| Low |
1.3255 |
1.3263 |
0.0008 |
0.1% |
1.3255 |
| Close |
1.3291 |
1.3285 |
-0.0006 |
0.0% |
1.3285 |
| Range |
0.0000 |
0.0027 |
0.0027 |
|
0.0095 |
| ATR |
0.0036 |
0.0036 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
14 |
0 |
-14 |
-100.0% |
25 |
|
| Daily Pivots for day following 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3360 |
1.3350 |
1.3300 |
|
| R3 |
1.3333 |
1.3323 |
1.3292 |
|
| R2 |
1.3306 |
1.3306 |
1.3290 |
|
| R1 |
1.3296 |
1.3296 |
1.3287 |
1.3301 |
| PP |
1.3279 |
1.3279 |
1.3279 |
1.3282 |
| S1 |
1.3269 |
1.3269 |
1.3283 |
1.3274 |
| S2 |
1.3252 |
1.3252 |
1.3280 |
|
| S3 |
1.3225 |
1.3242 |
1.3278 |
|
| S4 |
1.3198 |
1.3215 |
1.3270 |
|
|
| Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3582 |
1.3528 |
1.3337 |
|
| R3 |
1.3487 |
1.3433 |
1.3311 |
|
| R2 |
1.3392 |
1.3392 |
1.3302 |
|
| R1 |
1.3338 |
1.3338 |
1.3294 |
1.3365 |
| PP |
1.3297 |
1.3297 |
1.3297 |
1.3310 |
| S1 |
1.3243 |
1.3243 |
1.3276 |
1.3270 |
| S2 |
1.3202 |
1.3202 |
1.3268 |
|
| S3 |
1.3107 |
1.3148 |
1.3259 |
|
| S4 |
1.3012 |
1.3053 |
1.3233 |
|
|
| 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% |
0.0005 |
0.0% |
32% |
False |
False |
5 |
| 10 |
1.3350 |
1.3219 |
0.0131 |
1.0% |
0.0004 |
0.0% |
50% |
False |
False |
9 |
| 20 |
1.3350 |
1.3040 |
0.0310 |
2.3% |
0.0007 |
0.0% |
79% |
False |
False |
6 |
| 40 |
1.3350 |
1.3012 |
0.0338 |
2.5% |
0.0004 |
0.0% |
81% |
False |
False |
10 |
| 60 |
1.3472 |
1.3012 |
0.0460 |
3.5% |
0.0003 |
0.0% |
59% |
False |
False |
11 |
| 80 |
1.3472 |
1.2884 |
0.0588 |
4.4% |
0.0002 |
0.0% |
68% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3405 |
|
2.618 |
1.3361 |
|
1.618 |
1.3334 |
|
1.000 |
1.3317 |
|
0.618 |
1.3307 |
|
HIGH |
1.3290 |
|
0.618 |
1.3280 |
|
0.500 |
1.3277 |
|
0.382 |
1.3273 |
|
LOW |
1.3263 |
|
0.618 |
1.3246 |
|
1.000 |
1.3236 |
|
1.618 |
1.3219 |
|
2.618 |
1.3192 |
|
4.250 |
1.3148 |
|
|
| Fisher Pivots for day following 02-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3282 |
1.3292 |
| PP |
1.3279 |
1.3290 |
| S1 |
1.3277 |
1.3287 |
|