CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 20-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2007 |
20-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3138 |
1.3163 |
0.0025 |
0.2% |
1.2980 |
| High |
1.3158 |
1.3171 |
0.0013 |
0.1% |
1.3190 |
| Low |
1.3111 |
1.3146 |
0.0035 |
0.3% |
1.2974 |
| Close |
1.3153 |
1.3151 |
-0.0002 |
0.0% |
1.3153 |
| Range |
0.0047 |
0.0025 |
-0.0022 |
-46.8% |
0.0216 |
| ATR |
0.0068 |
0.0065 |
-0.0003 |
-4.5% |
0.0000 |
| Volume |
190,394 |
137,212 |
-53,182 |
-27.9% |
823,127 |
|
| Daily Pivots for day following 20-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3231 |
1.3216 |
1.3165 |
|
| R3 |
1.3206 |
1.3191 |
1.3158 |
|
| R2 |
1.3181 |
1.3181 |
1.3156 |
|
| R1 |
1.3166 |
1.3166 |
1.3153 |
1.3161 |
| PP |
1.3156 |
1.3156 |
1.3156 |
1.3154 |
| S1 |
1.3141 |
1.3141 |
1.3149 |
1.3136 |
| S2 |
1.3131 |
1.3131 |
1.3146 |
|
| S3 |
1.3106 |
1.3116 |
1.3144 |
|
| S4 |
1.3081 |
1.3091 |
1.3137 |
|
|
| 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 |
1.3028 |
0.0162 |
1.2% |
0.0046 |
0.3% |
76% |
False |
False |
165,647 |
| 10 |
1.3190 |
1.2963 |
0.0227 |
1.7% |
0.0042 |
0.3% |
83% |
False |
False |
152,121 |
| 20 |
1.3190 |
1.2910 |
0.0280 |
2.1% |
0.0051 |
0.4% |
86% |
False |
False |
162,286 |
| 40 |
1.3344 |
1.2904 |
0.0440 |
3.3% |
0.0058 |
0.4% |
56% |
False |
False |
162,355 |
| 60 |
1.3421 |
1.2904 |
0.0517 |
3.9% |
0.0061 |
0.5% |
48% |
False |
False |
130,924 |
| 80 |
1.3421 |
1.2680 |
0.0741 |
5.6% |
0.0054 |
0.4% |
64% |
False |
False |
98,347 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0047 |
0.4% |
68% |
False |
False |
78,751 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0041 |
0.3% |
68% |
False |
False |
65,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3277 |
|
2.618 |
1.3236 |
|
1.618 |
1.3211 |
|
1.000 |
1.3196 |
|
0.618 |
1.3186 |
|
HIGH |
1.3171 |
|
0.618 |
1.3161 |
|
0.500 |
1.3159 |
|
0.382 |
1.3156 |
|
LOW |
1.3146 |
|
0.618 |
1.3131 |
|
1.000 |
1.3121 |
|
1.618 |
1.3106 |
|
2.618 |
1.3081 |
|
4.250 |
1.3040 |
|
|
| Fisher Pivots for day following 20-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3159 |
1.3151 |
| PP |
1.3156 |
1.3151 |
| S1 |
1.3154 |
1.3151 |
|