CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 28-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2007 |
28-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3427 |
1.3405 |
-0.0022 |
-0.2% |
1.3386 |
| High |
1.3440 |
1.3445 |
0.0005 |
0.0% |
1.3465 |
| Low |
1.3427 |
1.3403 |
-0.0024 |
-0.2% |
1.3373 |
| Close |
1.3427 |
1.3405 |
-0.0022 |
-0.2% |
1.3373 |
| Range |
0.0013 |
0.0042 |
0.0029 |
223.1% |
0.0092 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
380 |
335 |
-45 |
-11.8% |
1,220 |
|
| Daily Pivots for day following 28-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3544 |
1.3516 |
1.3428 |
|
| R3 |
1.3502 |
1.3474 |
1.3417 |
|
| R2 |
1.3460 |
1.3460 |
1.3413 |
|
| R1 |
1.3432 |
1.3432 |
1.3409 |
1.3426 |
| PP |
1.3418 |
1.3418 |
1.3418 |
1.3415 |
| S1 |
1.3390 |
1.3390 |
1.3401 |
1.3384 |
| S2 |
1.3376 |
1.3376 |
1.3397 |
|
| S3 |
1.3334 |
1.3348 |
1.3393 |
|
| S4 |
1.3292 |
1.3306 |
1.3382 |
|
|
| 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 |
1.3453 |
1.3355 |
0.0098 |
0.7% |
0.0036 |
0.3% |
51% |
False |
False |
300 |
| 10 |
1.3465 |
1.3320 |
0.0145 |
1.1% |
0.0030 |
0.2% |
59% |
False |
False |
235 |
| 20 |
1.3465 |
1.3175 |
0.0290 |
2.2% |
0.0019 |
0.1% |
79% |
False |
False |
175 |
| 40 |
1.3465 |
1.3040 |
0.0425 |
3.2% |
0.0012 |
0.1% |
86% |
False |
False |
90 |
| 60 |
1.3465 |
1.3012 |
0.0453 |
3.4% |
0.0008 |
0.1% |
87% |
False |
False |
65 |
| 80 |
1.3472 |
1.3012 |
0.0460 |
3.4% |
0.0006 |
0.0% |
85% |
False |
False |
52 |
| 100 |
1.3472 |
1.2875 |
0.0597 |
4.5% |
0.0005 |
0.0% |
89% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3624 |
|
2.618 |
1.3555 |
|
1.618 |
1.3513 |
|
1.000 |
1.3487 |
|
0.618 |
1.3471 |
|
HIGH |
1.3445 |
|
0.618 |
1.3429 |
|
0.500 |
1.3424 |
|
0.382 |
1.3419 |
|
LOW |
1.3403 |
|
0.618 |
1.3377 |
|
1.000 |
1.3361 |
|
1.618 |
1.3335 |
|
2.618 |
1.3293 |
|
4.250 |
1.3225 |
|
|
| Fisher Pivots for day following 28-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3424 |
1.3403 |
| PP |
1.3418 |
1.3402 |
| S1 |
1.3411 |
1.3400 |
|