CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 14-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2007 |
14-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3041 |
1.3104 |
0.0063 |
0.5% |
1.2952 |
| High |
1.3065 |
1.3171 |
0.0106 |
0.8% |
1.3063 |
| Low |
1.3028 |
1.3101 |
0.0073 |
0.6% |
1.2939 |
| Close |
1.3052 |
1.3143 |
0.0091 |
0.7% |
1.3027 |
| Range |
0.0037 |
0.0070 |
0.0033 |
89.2% |
0.0124 |
| ATR |
0.0067 |
0.0071 |
0.0004 |
5.6% |
0.0000 |
| Volume |
122,428 |
164,675 |
42,247 |
34.5% |
798,660 |
|
| Daily Pivots for day following 14-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3348 |
1.3316 |
1.3182 |
|
| R3 |
1.3278 |
1.3246 |
1.3162 |
|
| R2 |
1.3208 |
1.3208 |
1.3156 |
|
| R1 |
1.3176 |
1.3176 |
1.3149 |
1.3192 |
| PP |
1.3138 |
1.3138 |
1.3138 |
1.3147 |
| S1 |
1.3106 |
1.3106 |
1.3137 |
1.3122 |
| S2 |
1.3068 |
1.3068 |
1.3130 |
|
| S3 |
1.2998 |
1.3036 |
1.3124 |
|
| S4 |
1.2928 |
1.2966 |
1.3105 |
|
|
| Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3382 |
1.3328 |
1.3095 |
|
| R3 |
1.3258 |
1.3204 |
1.3061 |
|
| R2 |
1.3134 |
1.3134 |
1.3050 |
|
| R1 |
1.3080 |
1.3080 |
1.3038 |
1.3107 |
| PP |
1.3010 |
1.3010 |
1.3010 |
1.3023 |
| S1 |
1.2956 |
1.2956 |
1.3016 |
1.2983 |
| S2 |
1.2886 |
1.2886 |
1.3004 |
|
| S3 |
1.2762 |
1.2832 |
1.2993 |
|
| S4 |
1.2638 |
1.2708 |
1.2959 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3171 |
1.2974 |
0.0197 |
1.5% |
0.0042 |
0.3% |
86% |
True |
False |
145,993 |
| 10 |
1.3171 |
1.2939 |
0.0232 |
1.8% |
0.0048 |
0.4% |
88% |
True |
False |
162,402 |
| 20 |
1.3171 |
1.2910 |
0.0261 |
2.0% |
0.0053 |
0.4% |
89% |
True |
False |
161,582 |
| 40 |
1.3344 |
1.2904 |
0.0440 |
3.3% |
0.0060 |
0.5% |
54% |
False |
False |
165,639 |
| 60 |
1.3421 |
1.2855 |
0.0566 |
4.3% |
0.0061 |
0.5% |
51% |
False |
False |
121,939 |
| 80 |
1.3421 |
1.2633 |
0.0788 |
6.0% |
0.0053 |
0.4% |
65% |
False |
False |
91,595 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0046 |
0.4% |
67% |
False |
False |
73,347 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0040 |
0.3% |
67% |
False |
False |
61,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3469 |
|
2.618 |
1.3354 |
|
1.618 |
1.3284 |
|
1.000 |
1.3241 |
|
0.618 |
1.3214 |
|
HIGH |
1.3171 |
|
0.618 |
1.3144 |
|
0.500 |
1.3136 |
|
0.382 |
1.3128 |
|
LOW |
1.3101 |
|
0.618 |
1.3058 |
|
1.000 |
1.3031 |
|
1.618 |
1.2988 |
|
2.618 |
1.2918 |
|
4.250 |
1.2804 |
|
|
| Fisher Pivots for day following 14-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3141 |
1.3120 |
| PP |
1.3138 |
1.3096 |
| S1 |
1.3136 |
1.3073 |
|