CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 22-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2007 |
22-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3165 |
1.3118 |
-0.0047 |
-0.4% |
1.2980 |
| High |
1.3166 |
1.3156 |
-0.0010 |
-0.1% |
1.3190 |
| Low |
1.3126 |
1.3110 |
-0.0016 |
-0.1% |
1.2974 |
| Close |
1.3156 |
1.3141 |
-0.0015 |
-0.1% |
1.3153 |
| Range |
0.0040 |
0.0046 |
0.0006 |
15.0% |
0.0216 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
132,108 |
156,334 |
24,226 |
18.3% |
823,127 |
|
| Daily Pivots for day following 22-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3274 |
1.3253 |
1.3166 |
|
| R3 |
1.3228 |
1.3207 |
1.3154 |
|
| R2 |
1.3182 |
1.3182 |
1.3149 |
|
| R1 |
1.3161 |
1.3161 |
1.3145 |
1.3172 |
| PP |
1.3136 |
1.3136 |
1.3136 |
1.3141 |
| S1 |
1.3115 |
1.3115 |
1.3137 |
1.3126 |
| S2 |
1.3090 |
1.3090 |
1.3133 |
|
| S3 |
1.3044 |
1.3069 |
1.3128 |
|
| S4 |
1.2998 |
1.3023 |
1.3116 |
|
|
| 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 |
1.3110 |
0.0080 |
0.6% |
0.0041 |
0.3% |
39% |
False |
True |
165,914 |
| 10 |
1.3190 |
1.2974 |
0.0216 |
1.6% |
0.0042 |
0.3% |
77% |
False |
False |
155,954 |
| 20 |
1.3190 |
1.2910 |
0.0280 |
2.1% |
0.0051 |
0.4% |
83% |
False |
False |
162,711 |
| 40 |
1.3344 |
1.2904 |
0.0440 |
3.3% |
0.0056 |
0.4% |
54% |
False |
False |
161,096 |
| 60 |
1.3421 |
1.2904 |
0.0517 |
3.9% |
0.0061 |
0.5% |
46% |
False |
False |
135,681 |
| 80 |
1.3421 |
1.2759 |
0.0662 |
5.0% |
0.0055 |
0.4% |
58% |
False |
False |
101,944 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0048 |
0.4% |
67% |
False |
False |
81,633 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0042 |
0.3% |
67% |
False |
False |
68,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3352 |
|
2.618 |
1.3276 |
|
1.618 |
1.3230 |
|
1.000 |
1.3202 |
|
0.618 |
1.3184 |
|
HIGH |
1.3156 |
|
0.618 |
1.3138 |
|
0.500 |
1.3133 |
|
0.382 |
1.3128 |
|
LOW |
1.3110 |
|
0.618 |
1.3082 |
|
1.000 |
1.3064 |
|
1.618 |
1.3036 |
|
2.618 |
1.2990 |
|
4.250 |
1.2915 |
|
|
| Fisher Pivots for day following 22-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3138 |
1.3141 |
| PP |
1.3136 |
1.3141 |
| S1 |
1.3133 |
1.3141 |
|