CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 06-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2007 |
06-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3092 |
1.3111 |
0.0019 |
0.1% |
1.3175 |
| High |
1.3124 |
1.3130 |
0.0006 |
0.0% |
1.3270 |
| Low |
1.3081 |
1.3095 |
0.0014 |
0.1% |
1.3165 |
| Close |
1.3107 |
1.3128 |
0.0021 |
0.2% |
1.3199 |
| Range |
0.0043 |
0.0035 |
-0.0008 |
-18.6% |
0.0105 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
189,545 |
234,569 |
45,024 |
23.8% |
901,426 |
|
| Daily Pivots for day following 06-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3223 |
1.3210 |
1.3147 |
|
| R3 |
1.3188 |
1.3175 |
1.3138 |
|
| R2 |
1.3153 |
1.3153 |
1.3134 |
|
| R1 |
1.3140 |
1.3140 |
1.3131 |
1.3147 |
| PP |
1.3118 |
1.3118 |
1.3118 |
1.3121 |
| S1 |
1.3105 |
1.3105 |
1.3125 |
1.3112 |
| S2 |
1.3083 |
1.3083 |
1.3122 |
|
| S3 |
1.3048 |
1.3070 |
1.3118 |
|
| S4 |
1.3013 |
1.3035 |
1.3109 |
|
|
| Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3526 |
1.3468 |
1.3257 |
|
| R3 |
1.3421 |
1.3363 |
1.3228 |
|
| R2 |
1.3316 |
1.3316 |
1.3218 |
|
| R1 |
1.3258 |
1.3258 |
1.3209 |
1.3287 |
| PP |
1.3211 |
1.3211 |
1.3211 |
1.3226 |
| S1 |
1.3153 |
1.3153 |
1.3189 |
1.3182 |
| S2 |
1.3106 |
1.3106 |
1.3180 |
|
| S3 |
1.3001 |
1.3048 |
1.3170 |
|
| S4 |
1.2896 |
1.2943 |
1.3141 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3244 |
1.3081 |
0.0163 |
1.2% |
0.0048 |
0.4% |
29% |
False |
False |
212,026 |
| 10 |
1.3270 |
1.3081 |
0.0189 |
1.4% |
0.0046 |
0.4% |
25% |
False |
False |
175,576 |
| 20 |
1.3270 |
1.2963 |
0.0307 |
2.3% |
0.0044 |
0.3% |
54% |
False |
False |
163,849 |
| 40 |
1.3270 |
1.2904 |
0.0366 |
2.8% |
0.0053 |
0.4% |
61% |
False |
False |
172,752 |
| 60 |
1.3421 |
1.2904 |
0.0517 |
3.9% |
0.0060 |
0.5% |
43% |
False |
False |
159,312 |
| 80 |
1.3421 |
1.2834 |
0.0587 |
4.5% |
0.0056 |
0.4% |
50% |
False |
False |
120,217 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0050 |
0.4% |
65% |
False |
False |
96,280 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0045 |
0.3% |
65% |
False |
False |
80,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3279 |
|
2.618 |
1.3222 |
|
1.618 |
1.3187 |
|
1.000 |
1.3165 |
|
0.618 |
1.3152 |
|
HIGH |
1.3130 |
|
0.618 |
1.3117 |
|
0.500 |
1.3113 |
|
0.382 |
1.3108 |
|
LOW |
1.3095 |
|
0.618 |
1.3073 |
|
1.000 |
1.3060 |
|
1.618 |
1.3038 |
|
2.618 |
1.3003 |
|
4.250 |
1.2946 |
|
|
| Fisher Pivots for day following 06-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3123 |
1.3145 |
| PP |
1.3118 |
1.3139 |
| S1 |
1.3113 |
1.3134 |
|