CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 30-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2007 |
30-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3416 |
1.3433 |
0.0017 |
0.1% |
1.3413 |
| High |
1.3420 |
1.3470 |
0.0050 |
0.4% |
1.3470 |
| Low |
1.3410 |
1.3375 |
-0.0035 |
-0.3% |
1.3355 |
| Close |
1.3416 |
1.3433 |
0.0017 |
0.1% |
1.3433 |
| Range |
0.0010 |
0.0095 |
0.0085 |
850.0% |
0.0115 |
| ATR |
0.0042 |
0.0046 |
0.0004 |
9.0% |
0.0000 |
| Volume |
451 |
199 |
-252 |
-55.9% |
1,714 |
|
| Daily Pivots for day following 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3711 |
1.3667 |
1.3485 |
|
| R3 |
1.3616 |
1.3572 |
1.3459 |
|
| R2 |
1.3521 |
1.3521 |
1.3450 |
|
| R1 |
1.3477 |
1.3477 |
1.3442 |
1.3481 |
| PP |
1.3426 |
1.3426 |
1.3426 |
1.3428 |
| S1 |
1.3382 |
1.3382 |
1.3424 |
1.3386 |
| S2 |
1.3331 |
1.3331 |
1.3416 |
|
| S3 |
1.3236 |
1.3287 |
1.3407 |
|
| S4 |
1.3141 |
1.3192 |
1.3381 |
|
|
| Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3764 |
1.3714 |
1.3496 |
|
| R3 |
1.3649 |
1.3599 |
1.3465 |
|
| R2 |
1.3534 |
1.3534 |
1.3454 |
|
| R1 |
1.3484 |
1.3484 |
1.3444 |
1.3509 |
| PP |
1.3419 |
1.3419 |
1.3419 |
1.3432 |
| S1 |
1.3369 |
1.3369 |
1.3422 |
1.3394 |
| S2 |
1.3304 |
1.3304 |
1.3412 |
|
| S3 |
1.3189 |
1.3254 |
1.3401 |
|
| S4 |
1.3074 |
1.3139 |
1.3370 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3470 |
1.3355 |
0.0115 |
0.9% |
0.0046 |
0.3% |
68% |
True |
False |
342 |
| 10 |
1.3470 |
1.3355 |
0.0115 |
0.9% |
0.0040 |
0.3% |
68% |
True |
False |
293 |
| 20 |
1.3470 |
1.3175 |
0.0295 |
2.2% |
0.0023 |
0.2% |
87% |
True |
False |
207 |
| 40 |
1.3470 |
1.3040 |
0.0430 |
3.2% |
0.0015 |
0.1% |
91% |
True |
False |
106 |
| 60 |
1.3470 |
1.3012 |
0.0458 |
3.4% |
0.0010 |
0.1% |
92% |
True |
False |
76 |
| 80 |
1.3472 |
1.3012 |
0.0460 |
3.4% |
0.0008 |
0.1% |
92% |
False |
False |
60 |
| 100 |
1.3472 |
1.2884 |
0.0588 |
4.4% |
0.0006 |
0.0% |
93% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3874 |
|
2.618 |
1.3719 |
|
1.618 |
1.3624 |
|
1.000 |
1.3565 |
|
0.618 |
1.3529 |
|
HIGH |
1.3470 |
|
0.618 |
1.3434 |
|
0.500 |
1.3423 |
|
0.382 |
1.3411 |
|
LOW |
1.3375 |
|
0.618 |
1.3316 |
|
1.000 |
1.3280 |
|
1.618 |
1.3221 |
|
2.618 |
1.3126 |
|
4.250 |
1.2971 |
|
|
| Fisher Pivots for day following 30-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3430 |
1.3430 |
| PP |
1.3426 |
1.3426 |
| S1 |
1.3423 |
1.3423 |
|