CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 29-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2007 |
29-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3405 |
1.3416 |
0.0011 |
0.1% |
1.3386 |
| High |
1.3445 |
1.3420 |
-0.0025 |
-0.2% |
1.3465 |
| Low |
1.3403 |
1.3410 |
0.0007 |
0.1% |
1.3373 |
| Close |
1.3405 |
1.3416 |
0.0011 |
0.1% |
1.3373 |
| Range |
0.0042 |
0.0010 |
-0.0032 |
-76.2% |
0.0092 |
| ATR |
0.0044 |
0.0042 |
-0.0002 |
-4.7% |
0.0000 |
| Volume |
335 |
451 |
116 |
34.6% |
1,220 |
|
| Daily Pivots for day following 29-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3445 |
1.3441 |
1.3422 |
|
| R3 |
1.3435 |
1.3431 |
1.3419 |
|
| R2 |
1.3425 |
1.3425 |
1.3418 |
|
| R1 |
1.3421 |
1.3421 |
1.3417 |
1.3421 |
| PP |
1.3415 |
1.3415 |
1.3415 |
1.3416 |
| S1 |
1.3411 |
1.3411 |
1.3415 |
1.3411 |
| S2 |
1.3405 |
1.3405 |
1.3414 |
|
| S3 |
1.3395 |
1.3401 |
1.3413 |
|
| S4 |
1.3385 |
1.3391 |
1.3411 |
|
|
| 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 |
1.3445 |
1.3355 |
0.0090 |
0.7% |
0.0027 |
0.2% |
68% |
False |
False |
336 |
| 10 |
1.3465 |
1.3355 |
0.0110 |
0.8% |
0.0031 |
0.2% |
55% |
False |
False |
276 |
| 20 |
1.3465 |
1.3175 |
0.0290 |
2.2% |
0.0019 |
0.1% |
83% |
False |
False |
197 |
| 40 |
1.3465 |
1.3040 |
0.0425 |
3.2% |
0.0012 |
0.1% |
88% |
False |
False |
101 |
| 60 |
1.3465 |
1.3012 |
0.0453 |
3.4% |
0.0008 |
0.1% |
89% |
False |
False |
73 |
| 80 |
1.3472 |
1.3012 |
0.0460 |
3.4% |
0.0006 |
0.0% |
88% |
False |
False |
57 |
| 100 |
1.3472 |
1.2875 |
0.0597 |
4.4% |
0.0005 |
0.0% |
91% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3463 |
|
2.618 |
1.3446 |
|
1.618 |
1.3436 |
|
1.000 |
1.3430 |
|
0.618 |
1.3426 |
|
HIGH |
1.3420 |
|
0.618 |
1.3416 |
|
0.500 |
1.3415 |
|
0.382 |
1.3414 |
|
LOW |
1.3410 |
|
0.618 |
1.3404 |
|
1.000 |
1.3400 |
|
1.618 |
1.3394 |
|
2.618 |
1.3384 |
|
4.250 |
1.3368 |
|
|
| Fisher Pivots for day following 29-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3416 |
1.3424 |
| PP |
1.3415 |
1.3421 |
| S1 |
1.3415 |
1.3419 |
|