CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 16-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2007 |
16-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3156 |
1.3138 |
-0.0018 |
-0.1% |
1.2980 |
| High |
1.3190 |
1.3158 |
-0.0032 |
-0.2% |
1.3190 |
| Low |
1.3141 |
1.3111 |
-0.0030 |
-0.2% |
1.2974 |
| Close |
1.3165 |
1.3153 |
-0.0012 |
-0.1% |
1.3153 |
| Range |
0.0049 |
0.0047 |
-0.0002 |
-4.1% |
0.0216 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
213,526 |
190,394 |
-23,132 |
-10.8% |
823,127 |
|
| Daily Pivots for day following 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3282 |
1.3264 |
1.3179 |
|
| R3 |
1.3235 |
1.3217 |
1.3166 |
|
| R2 |
1.3188 |
1.3188 |
1.3162 |
|
| R1 |
1.3170 |
1.3170 |
1.3157 |
1.3179 |
| PP |
1.3141 |
1.3141 |
1.3141 |
1.3145 |
| S1 |
1.3123 |
1.3123 |
1.3149 |
1.3132 |
| S2 |
1.3094 |
1.3094 |
1.3144 |
|
| S3 |
1.3047 |
1.3076 |
1.3140 |
|
| S4 |
1.3000 |
1.3029 |
1.3127 |
|
|
| Weekly Pivots for week ending 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3754 |
1.3669 |
1.3272 |
|
| R3 |
1.3538 |
1.3453 |
1.3212 |
|
| R2 |
1.3322 |
1.3322 |
1.3193 |
|
| R1 |
1.3237 |
1.3237 |
1.3173 |
1.3280 |
| PP |
1.3106 |
1.3106 |
1.3106 |
1.3127 |
| S1 |
1.3021 |
1.3021 |
1.3133 |
1.3064 |
| S2 |
1.2890 |
1.2890 |
1.3113 |
|
| S3 |
1.2674 |
1.2805 |
1.3094 |
|
| S4 |
1.2458 |
1.2589 |
1.3034 |
|
|
| 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% |
0.0044 |
0.3% |
83% |
False |
False |
164,625 |
| 10 |
1.3190 |
1.2939 |
0.0251 |
1.9% |
0.0042 |
0.3% |
85% |
False |
False |
162,178 |
| 20 |
1.3190 |
1.2910 |
0.0280 |
2.1% |
0.0052 |
0.4% |
87% |
False |
False |
163,987 |
| 40 |
1.3344 |
1.2904 |
0.0440 |
3.3% |
0.0059 |
0.4% |
57% |
False |
False |
164,808 |
| 60 |
1.3421 |
1.2892 |
0.0529 |
4.0% |
0.0061 |
0.5% |
49% |
False |
False |
128,646 |
| 80 |
1.3421 |
1.2633 |
0.0788 |
6.0% |
0.0054 |
0.4% |
66% |
False |
False |
96,636 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0047 |
0.4% |
68% |
False |
False |
77,382 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0041 |
0.3% |
68% |
False |
False |
64,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3358 |
|
2.618 |
1.3281 |
|
1.618 |
1.3234 |
|
1.000 |
1.3205 |
|
0.618 |
1.3187 |
|
HIGH |
1.3158 |
|
0.618 |
1.3140 |
|
0.500 |
1.3135 |
|
0.382 |
1.3129 |
|
LOW |
1.3111 |
|
0.618 |
1.3082 |
|
1.000 |
1.3064 |
|
1.618 |
1.3035 |
|
2.618 |
1.2988 |
|
4.250 |
1.2911 |
|
|
| Fisher Pivots for day following 16-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3147 |
1.3151 |
| PP |
1.3141 |
1.3148 |
| S1 |
1.3135 |
1.3146 |
|