CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 14-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2007 |
14-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3284 |
1.3320 |
0.0036 |
0.3% |
1.3175 |
| High |
1.3284 |
1.3320 |
0.0036 |
0.3% |
1.3273 |
| Low |
1.3284 |
1.3320 |
0.0036 |
0.3% |
1.3175 |
| Close |
1.3284 |
1.3316 |
0.0032 |
0.2% |
1.3204 |
| Range |
|
|
|
|
|
| ATR |
0.0041 |
0.0040 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
44 |
384 |
340 |
772.7% |
93 |
|
| Daily Pivots for day following 14-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3319 |
1.3317 |
1.3316 |
|
| R3 |
1.3319 |
1.3317 |
1.3316 |
|
| R2 |
1.3319 |
1.3319 |
1.3316 |
|
| R1 |
1.3317 |
1.3317 |
1.3316 |
1.3318 |
| PP |
1.3319 |
1.3319 |
1.3319 |
1.3319 |
| S1 |
1.3317 |
1.3317 |
1.3316 |
1.3318 |
| S2 |
1.3319 |
1.3319 |
1.3316 |
|
| S3 |
1.3319 |
1.3317 |
1.3316 |
|
| S4 |
1.3319 |
1.3317 |
1.3316 |
|
|
| Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3511 |
1.3456 |
1.3258 |
|
| R3 |
1.3413 |
1.3358 |
1.3231 |
|
| R2 |
1.3315 |
1.3315 |
1.3222 |
|
| R1 |
1.3260 |
1.3260 |
1.3213 |
1.3288 |
| PP |
1.3217 |
1.3217 |
1.3217 |
1.3231 |
| S1 |
1.3162 |
1.3162 |
1.3195 |
1.3190 |
| S2 |
1.3119 |
1.3119 |
1.3186 |
|
| S3 |
1.3021 |
1.3064 |
1.3177 |
|
| S4 |
1.2923 |
1.2966 |
1.3150 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3320 |
1.3190 |
0.0130 |
1.0% |
0.0003 |
0.0% |
97% |
True |
False |
215 |
| 10 |
1.3320 |
1.3175 |
0.0145 |
1.1% |
0.0007 |
0.1% |
97% |
True |
False |
116 |
| 20 |
1.3350 |
1.3175 |
0.0175 |
1.3% |
0.0004 |
0.0% |
81% |
False |
False |
63 |
| 40 |
1.3350 |
1.3024 |
0.0326 |
2.4% |
0.0005 |
0.0% |
90% |
False |
False |
33 |
| 60 |
1.3417 |
1.3012 |
0.0405 |
3.0% |
0.0003 |
0.0% |
75% |
False |
False |
28 |
| 80 |
1.3472 |
1.2949 |
0.0523 |
3.9% |
0.0002 |
0.0% |
70% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3320 |
|
2.618 |
1.3320 |
|
1.618 |
1.3320 |
|
1.000 |
1.3320 |
|
0.618 |
1.3320 |
|
HIGH |
1.3320 |
|
0.618 |
1.3320 |
|
0.500 |
1.3320 |
|
0.382 |
1.3320 |
|
LOW |
1.3320 |
|
0.618 |
1.3320 |
|
1.000 |
1.3320 |
|
1.618 |
1.3320 |
|
2.618 |
1.3320 |
|
4.250 |
1.3320 |
|
|
| Fisher Pivots for day following 14-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3320 |
1.3310 |
| PP |
1.3319 |
1.3304 |
| S1 |
1.3317 |
1.3299 |
|