CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 23-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2007 |
23-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3118 |
1.3148 |
0.0030 |
0.2% |
1.3163 |
| High |
1.3156 |
1.3201 |
0.0045 |
0.3% |
1.3201 |
| Low |
1.3110 |
1.3137 |
0.0027 |
0.2% |
1.3110 |
| Close |
1.3141 |
1.3178 |
0.0037 |
0.3% |
1.3178 |
| Range |
0.0046 |
0.0064 |
0.0018 |
39.1% |
0.0091 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.2% |
0.0000 |
| Volume |
156,334 |
141,785 |
-14,549 |
-9.3% |
567,439 |
|
| Daily Pivots for day following 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3364 |
1.3335 |
1.3213 |
|
| R3 |
1.3300 |
1.3271 |
1.3196 |
|
| R2 |
1.3236 |
1.3236 |
1.3190 |
|
| R1 |
1.3207 |
1.3207 |
1.3184 |
1.3222 |
| PP |
1.3172 |
1.3172 |
1.3172 |
1.3179 |
| S1 |
1.3143 |
1.3143 |
1.3172 |
1.3158 |
| S2 |
1.3108 |
1.3108 |
1.3166 |
|
| S3 |
1.3044 |
1.3079 |
1.3160 |
|
| S4 |
1.2980 |
1.3015 |
1.3143 |
|
|
| Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3436 |
1.3398 |
1.3228 |
|
| R3 |
1.3345 |
1.3307 |
1.3203 |
|
| R2 |
1.3254 |
1.3254 |
1.3195 |
|
| R1 |
1.3216 |
1.3216 |
1.3186 |
1.3235 |
| PP |
1.3163 |
1.3163 |
1.3163 |
1.3173 |
| S1 |
1.3125 |
1.3125 |
1.3170 |
1.3144 |
| S2 |
1.3072 |
1.3072 |
1.3161 |
|
| S3 |
1.2981 |
1.3034 |
1.3153 |
|
| S4 |
1.2890 |
1.2943 |
1.3128 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3201 |
1.3110 |
0.0091 |
0.7% |
0.0044 |
0.3% |
75% |
True |
False |
151,566 |
| 10 |
1.3201 |
1.2974 |
0.0227 |
1.7% |
0.0043 |
0.3% |
90% |
True |
False |
156,093 |
| 20 |
1.3201 |
1.2910 |
0.0291 |
2.2% |
0.0050 |
0.4% |
92% |
True |
False |
160,662 |
| 40 |
1.3344 |
1.2904 |
0.0440 |
3.3% |
0.0056 |
0.4% |
62% |
False |
False |
160,875 |
| 60 |
1.3421 |
1.2904 |
0.0517 |
3.9% |
0.0062 |
0.5% |
53% |
False |
False |
137,974 |
| 80 |
1.3421 |
1.2759 |
0.0662 |
5.0% |
0.0056 |
0.4% |
63% |
False |
False |
103,706 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0048 |
0.4% |
71% |
False |
False |
83,050 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0042 |
0.3% |
71% |
False |
False |
69,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3473 |
|
2.618 |
1.3369 |
|
1.618 |
1.3305 |
|
1.000 |
1.3265 |
|
0.618 |
1.3241 |
|
HIGH |
1.3201 |
|
0.618 |
1.3177 |
|
0.500 |
1.3169 |
|
0.382 |
1.3161 |
|
LOW |
1.3137 |
|
0.618 |
1.3097 |
|
1.000 |
1.3073 |
|
1.618 |
1.3033 |
|
2.618 |
1.2969 |
|
4.250 |
1.2865 |
|
|
| Fisher Pivots for day following 23-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3175 |
1.3171 |
| PP |
1.3172 |
1.3163 |
| S1 |
1.3169 |
1.3156 |
|