CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 28-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2007 |
28-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3241 |
1.3222 |
-0.0019 |
-0.1% |
1.3163 |
| High |
1.3270 |
1.3244 |
-0.0026 |
-0.2% |
1.3201 |
| Low |
1.3231 |
1.3200 |
-0.0031 |
-0.2% |
1.3110 |
| Close |
1.3255 |
1.3242 |
-0.0013 |
-0.1% |
1.3178 |
| Range |
0.0039 |
0.0044 |
0.0005 |
12.8% |
0.0091 |
| ATR |
0.0061 |
0.0060 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
110,004 |
211,276 |
101,272 |
92.1% |
567,439 |
|
| Daily Pivots for day following 28-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3361 |
1.3345 |
1.3266 |
|
| R3 |
1.3317 |
1.3301 |
1.3254 |
|
| R2 |
1.3273 |
1.3273 |
1.3250 |
|
| R1 |
1.3257 |
1.3257 |
1.3246 |
1.3265 |
| PP |
1.3229 |
1.3229 |
1.3229 |
1.3233 |
| S1 |
1.3213 |
1.3213 |
1.3238 |
1.3221 |
| S2 |
1.3185 |
1.3185 |
1.3234 |
|
| S3 |
1.3141 |
1.3169 |
1.3230 |
|
| S4 |
1.3097 |
1.3125 |
1.3218 |
|
|
| 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 |
1.3270 |
1.3110 |
0.0160 |
1.2% |
0.0045 |
0.3% |
83% |
False |
False |
154,961 |
| 10 |
1.3270 |
1.3101 |
0.0169 |
1.3% |
0.0046 |
0.3% |
83% |
False |
False |
161,272 |
| 20 |
1.3270 |
1.2939 |
0.0331 |
2.5% |
0.0049 |
0.4% |
92% |
False |
False |
159,129 |
| 40 |
1.3344 |
1.2904 |
0.0440 |
3.3% |
0.0055 |
0.4% |
77% |
False |
False |
165,318 |
| 60 |
1.3421 |
1.2904 |
0.0517 |
3.9% |
0.0061 |
0.5% |
65% |
False |
False |
145,715 |
| 80 |
1.3421 |
1.2759 |
0.0662 |
5.0% |
0.0056 |
0.4% |
73% |
False |
False |
109,647 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0048 |
0.4% |
79% |
False |
False |
87,807 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0043 |
0.3% |
79% |
False |
False |
73,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3431 |
|
2.618 |
1.3359 |
|
1.618 |
1.3315 |
|
1.000 |
1.3288 |
|
0.618 |
1.3271 |
|
HIGH |
1.3244 |
|
0.618 |
1.3227 |
|
0.500 |
1.3222 |
|
0.382 |
1.3217 |
|
LOW |
1.3200 |
|
0.618 |
1.3173 |
|
1.000 |
1.3156 |
|
1.618 |
1.3129 |
|
2.618 |
1.3085 |
|
4.250 |
1.3013 |
|
|
| Fisher Pivots for day following 28-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3235 |
1.3234 |
| PP |
1.3229 |
1.3226 |
| S1 |
1.3222 |
1.3219 |
|