CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 21-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2007 |
21-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3163 |
1.3165 |
0.0002 |
0.0% |
1.2980 |
| High |
1.3171 |
1.3166 |
-0.0005 |
0.0% |
1.3190 |
| Low |
1.3146 |
1.3126 |
-0.0020 |
-0.2% |
1.2974 |
| Close |
1.3151 |
1.3156 |
0.0005 |
0.0% |
1.3153 |
| Range |
0.0025 |
0.0040 |
0.0015 |
60.0% |
0.0216 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
137,212 |
132,108 |
-5,104 |
-3.7% |
823,127 |
|
| Daily Pivots for day following 21-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3269 |
1.3253 |
1.3178 |
|
| R3 |
1.3229 |
1.3213 |
1.3167 |
|
| R2 |
1.3189 |
1.3189 |
1.3163 |
|
| R1 |
1.3173 |
1.3173 |
1.3160 |
1.3161 |
| PP |
1.3149 |
1.3149 |
1.3149 |
1.3144 |
| S1 |
1.3133 |
1.3133 |
1.3152 |
1.3121 |
| S2 |
1.3109 |
1.3109 |
1.3149 |
|
| S3 |
1.3069 |
1.3093 |
1.3145 |
|
| S4 |
1.3029 |
1.3053 |
1.3134 |
|
|
| 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 |
1.3101 |
0.0089 |
0.7% |
0.0046 |
0.4% |
62% |
False |
False |
167,583 |
| 10 |
1.3190 |
1.2974 |
0.0216 |
1.6% |
0.0041 |
0.3% |
84% |
False |
False |
152,863 |
| 20 |
1.3190 |
1.2910 |
0.0280 |
2.1% |
0.0052 |
0.4% |
88% |
False |
False |
162,381 |
| 40 |
1.3344 |
1.2904 |
0.0440 |
3.3% |
0.0057 |
0.4% |
57% |
False |
False |
161,350 |
| 60 |
1.3421 |
1.2904 |
0.0517 |
3.9% |
0.0061 |
0.5% |
49% |
False |
False |
133,106 |
| 80 |
1.3421 |
1.2759 |
0.0662 |
5.0% |
0.0055 |
0.4% |
60% |
False |
False |
99,995 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0047 |
0.4% |
68% |
False |
False |
80,070 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0041 |
0.3% |
68% |
False |
False |
66,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3336 |
|
2.618 |
1.3271 |
|
1.618 |
1.3231 |
|
1.000 |
1.3206 |
|
0.618 |
1.3191 |
|
HIGH |
1.3166 |
|
0.618 |
1.3151 |
|
0.500 |
1.3146 |
|
0.382 |
1.3141 |
|
LOW |
1.3126 |
|
0.618 |
1.3101 |
|
1.000 |
1.3086 |
|
1.618 |
1.3061 |
|
2.618 |
1.3021 |
|
4.250 |
1.2956 |
|
|
| Fisher Pivots for day following 21-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3153 |
1.3151 |
| PP |
1.3149 |
1.3146 |
| S1 |
1.3146 |
1.3141 |
|