CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 26-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2007 |
26-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3373 |
1.3413 |
0.0040 |
0.3% |
1.3386 |
| High |
1.3373 |
1.3423 |
0.0050 |
0.4% |
1.3465 |
| Low |
1.3373 |
1.3355 |
-0.0018 |
-0.1% |
1.3373 |
| Close |
1.3373 |
1.3413 |
0.0040 |
0.3% |
1.3373 |
| Range |
0.0000 |
0.0068 |
0.0068 |
|
0.0092 |
| ATR |
0.0044 |
0.0046 |
0.0002 |
3.9% |
0.0000 |
| Volume |
167 |
349 |
182 |
109.0% |
1,220 |
|
| Daily Pivots for day following 26-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3601 |
1.3575 |
1.3450 |
|
| R3 |
1.3533 |
1.3507 |
1.3432 |
|
| R2 |
1.3465 |
1.3465 |
1.3425 |
|
| R1 |
1.3439 |
1.3439 |
1.3419 |
1.3447 |
| PP |
1.3397 |
1.3397 |
1.3397 |
1.3401 |
| S1 |
1.3371 |
1.3371 |
1.3407 |
1.3379 |
| S2 |
1.3329 |
1.3329 |
1.3401 |
|
| S3 |
1.3261 |
1.3303 |
1.3394 |
|
| S4 |
1.3193 |
1.3235 |
1.3376 |
|
|
| Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3680 |
1.3618 |
1.3424 |
|
| R3 |
1.3588 |
1.3526 |
1.3398 |
|
| R2 |
1.3496 |
1.3496 |
1.3390 |
|
| R1 |
1.3434 |
1.3434 |
1.3381 |
1.3419 |
| PP |
1.3404 |
1.3404 |
1.3404 |
1.3396 |
| S1 |
1.3342 |
1.3342 |
1.3365 |
1.3327 |
| S2 |
1.3312 |
1.3312 |
1.3356 |
|
| S3 |
1.3220 |
1.3250 |
1.3348 |
|
| S4 |
1.3128 |
1.3158 |
1.3322 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3465 |
1.3355 |
0.0110 |
0.8% |
0.0047 |
0.3% |
53% |
False |
True |
202 |
| 10 |
1.3465 |
1.3284 |
0.0181 |
1.3% |
0.0025 |
0.2% |
71% |
False |
False |
206 |
| 20 |
1.3465 |
1.3175 |
0.0290 |
2.2% |
0.0016 |
0.1% |
82% |
False |
False |
140 |
| 40 |
1.3465 |
1.3040 |
0.0425 |
3.2% |
0.0011 |
0.1% |
88% |
False |
False |
73 |
| 60 |
1.3465 |
1.3012 |
0.0453 |
3.4% |
0.0007 |
0.1% |
89% |
False |
False |
53 |
| 80 |
1.3472 |
1.3012 |
0.0460 |
3.4% |
0.0006 |
0.0% |
87% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3712 |
|
2.618 |
1.3601 |
|
1.618 |
1.3533 |
|
1.000 |
1.3491 |
|
0.618 |
1.3465 |
|
HIGH |
1.3423 |
|
0.618 |
1.3397 |
|
0.500 |
1.3389 |
|
0.382 |
1.3381 |
|
LOW |
1.3355 |
|
0.618 |
1.3313 |
|
1.000 |
1.3287 |
|
1.618 |
1.3245 |
|
2.618 |
1.3177 |
|
4.250 |
1.3066 |
|
|
| Fisher Pivots for day following 26-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3405 |
1.3410 |
| PP |
1.3397 |
1.3407 |
| S1 |
1.3389 |
1.3404 |
|