CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 15-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2007 |
15-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3104 |
1.3156 |
0.0052 |
0.4% |
1.2952 |
| High |
1.3171 |
1.3190 |
0.0019 |
0.1% |
1.3063 |
| Low |
1.3101 |
1.3141 |
0.0040 |
0.3% |
1.2939 |
| Close |
1.3143 |
1.3165 |
0.0022 |
0.2% |
1.3027 |
| Range |
0.0070 |
0.0049 |
-0.0021 |
-30.0% |
0.0124 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
164,675 |
213,526 |
48,851 |
29.7% |
798,660 |
|
| Daily Pivots for day following 15-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3312 |
1.3288 |
1.3192 |
|
| R3 |
1.3263 |
1.3239 |
1.3178 |
|
| R2 |
1.3214 |
1.3214 |
1.3174 |
|
| R1 |
1.3190 |
1.3190 |
1.3169 |
1.3202 |
| PP |
1.3165 |
1.3165 |
1.3165 |
1.3172 |
| S1 |
1.3141 |
1.3141 |
1.3161 |
1.3153 |
| S2 |
1.3116 |
1.3116 |
1.3156 |
|
| S3 |
1.3067 |
1.3092 |
1.3152 |
|
| S4 |
1.3018 |
1.3043 |
1.3138 |
|
|
| 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 |
1.3190 |
1.2974 |
0.0216 |
1.6% |
0.0041 |
0.3% |
88% |
True |
False |
160,619 |
| 10 |
1.3190 |
1.2939 |
0.0251 |
1.9% |
0.0049 |
0.4% |
90% |
True |
False |
159,183 |
| 20 |
1.3190 |
1.2910 |
0.0280 |
2.1% |
0.0053 |
0.4% |
91% |
True |
False |
165,716 |
| 40 |
1.3344 |
1.2904 |
0.0440 |
3.3% |
0.0059 |
0.5% |
59% |
False |
False |
163,784 |
| 60 |
1.3421 |
1.2882 |
0.0539 |
4.1% |
0.0061 |
0.5% |
53% |
False |
False |
125,490 |
| 80 |
1.3421 |
1.2633 |
0.0788 |
6.0% |
0.0054 |
0.4% |
68% |
False |
False |
94,261 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0047 |
0.4% |
69% |
False |
False |
75,480 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0040 |
0.3% |
69% |
False |
False |
62,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3398 |
|
2.618 |
1.3318 |
|
1.618 |
1.3269 |
|
1.000 |
1.3239 |
|
0.618 |
1.3220 |
|
HIGH |
1.3190 |
|
0.618 |
1.3171 |
|
0.500 |
1.3166 |
|
0.382 |
1.3160 |
|
LOW |
1.3141 |
|
0.618 |
1.3111 |
|
1.000 |
1.3092 |
|
1.618 |
1.3062 |
|
2.618 |
1.3013 |
|
4.250 |
1.2933 |
|
|
| Fisher Pivots for day following 15-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3166 |
1.3146 |
| PP |
1.3165 |
1.3128 |
| S1 |
1.3165 |
1.3109 |
|