CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 08-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2007 |
08-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3144 |
1.3167 |
0.0023 |
0.2% |
1.3175 |
| High |
1.3194 |
1.3175 |
-0.0019 |
-0.1% |
1.3270 |
| Low |
1.3136 |
1.3123 |
-0.0013 |
-0.1% |
1.3165 |
| Close |
1.3188 |
1.3142 |
-0.0046 |
-0.3% |
1.3199 |
| Range |
0.0058 |
0.0052 |
-0.0006 |
-10.3% |
0.0105 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.3% |
0.0000 |
| Volume |
144,582 |
133,066 |
-11,516 |
-8.0% |
901,426 |
|
| Daily Pivots for day following 08-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3303 |
1.3274 |
1.3171 |
|
| R3 |
1.3251 |
1.3222 |
1.3156 |
|
| R2 |
1.3199 |
1.3199 |
1.3152 |
|
| R1 |
1.3170 |
1.3170 |
1.3147 |
1.3159 |
| PP |
1.3147 |
1.3147 |
1.3147 |
1.3141 |
| S1 |
1.3118 |
1.3118 |
1.3137 |
1.3107 |
| S2 |
1.3095 |
1.3095 |
1.3132 |
|
| S3 |
1.3043 |
1.3066 |
1.3128 |
|
| S4 |
1.2991 |
1.3014 |
1.3113 |
|
|
| 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 |
1.3209 |
1.3081 |
0.0128 |
1.0% |
0.0046 |
0.4% |
48% |
False |
False |
187,534 |
| 10 |
1.3270 |
1.3081 |
0.0189 |
1.4% |
0.0048 |
0.4% |
32% |
False |
False |
174,497 |
| 20 |
1.3270 |
1.2974 |
0.0296 |
2.3% |
0.0045 |
0.3% |
57% |
False |
False |
165,225 |
| 40 |
1.3270 |
1.2904 |
0.0366 |
2.8% |
0.0053 |
0.4% |
65% |
False |
False |
170,328 |
| 60 |
1.3352 |
1.2904 |
0.0448 |
3.4% |
0.0059 |
0.4% |
53% |
False |
False |
163,357 |
| 80 |
1.3421 |
1.2855 |
0.0566 |
4.3% |
0.0057 |
0.4% |
51% |
False |
False |
123,679 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0051 |
0.4% |
67% |
False |
False |
99,047 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0045 |
0.3% |
67% |
False |
False |
82,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3396 |
|
2.618 |
1.3311 |
|
1.618 |
1.3259 |
|
1.000 |
1.3227 |
|
0.618 |
1.3207 |
|
HIGH |
1.3175 |
|
0.618 |
1.3155 |
|
0.500 |
1.3149 |
|
0.382 |
1.3143 |
|
LOW |
1.3123 |
|
0.618 |
1.3091 |
|
1.000 |
1.3071 |
|
1.618 |
1.3039 |
|
2.618 |
1.2987 |
|
4.250 |
1.2902 |
|
|
| Fisher Pivots for day following 08-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3149 |
1.3145 |
| PP |
1.3147 |
1.3144 |
| S1 |
1.3144 |
1.3143 |
|