CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 09-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2007 |
09-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3167 |
1.3161 |
-0.0006 |
0.0% |
1.3092 |
| High |
1.3175 |
1.3164 |
-0.0011 |
-0.1% |
1.3194 |
| Low |
1.3123 |
1.3092 |
-0.0031 |
-0.2% |
1.3081 |
| Close |
1.3142 |
1.3119 |
-0.0023 |
-0.2% |
1.3119 |
| Range |
0.0052 |
0.0072 |
0.0020 |
38.5% |
0.0113 |
| ATR |
0.0063 |
0.0063 |
0.0001 |
1.0% |
0.0000 |
| Volume |
133,066 |
154,842 |
21,776 |
16.4% |
856,604 |
|
| Daily Pivots for day following 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3341 |
1.3302 |
1.3159 |
|
| R3 |
1.3269 |
1.3230 |
1.3139 |
|
| R2 |
1.3197 |
1.3197 |
1.3132 |
|
| R1 |
1.3158 |
1.3158 |
1.3126 |
1.3142 |
| PP |
1.3125 |
1.3125 |
1.3125 |
1.3117 |
| S1 |
1.3086 |
1.3086 |
1.3112 |
1.3070 |
| S2 |
1.3053 |
1.3053 |
1.3106 |
|
| S3 |
1.2981 |
1.3014 |
1.3099 |
|
| S4 |
1.2909 |
1.2942 |
1.3079 |
|
|
| Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3470 |
1.3408 |
1.3181 |
|
| R3 |
1.3357 |
1.3295 |
1.3150 |
|
| R2 |
1.3244 |
1.3244 |
1.3140 |
|
| R1 |
1.3182 |
1.3182 |
1.3129 |
1.3213 |
| PP |
1.3131 |
1.3131 |
1.3131 |
1.3147 |
| S1 |
1.3069 |
1.3069 |
1.3109 |
1.3100 |
| S2 |
1.3018 |
1.3018 |
1.3098 |
|
| S3 |
1.2905 |
1.2956 |
1.3088 |
|
| S4 |
1.2792 |
1.2843 |
1.3057 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3194 |
1.3081 |
0.0113 |
0.9% |
0.0052 |
0.4% |
34% |
False |
False |
171,320 |
| 10 |
1.3270 |
1.3081 |
0.0189 |
1.4% |
0.0049 |
0.4% |
20% |
False |
False |
175,803 |
| 20 |
1.3270 |
1.2974 |
0.0296 |
2.3% |
0.0046 |
0.4% |
49% |
False |
False |
165,948 |
| 40 |
1.3270 |
1.2904 |
0.0366 |
2.8% |
0.0053 |
0.4% |
59% |
False |
False |
170,627 |
| 60 |
1.3352 |
1.2904 |
0.0448 |
3.4% |
0.0058 |
0.4% |
48% |
False |
False |
165,254 |
| 80 |
1.3421 |
1.2855 |
0.0566 |
4.3% |
0.0057 |
0.4% |
47% |
False |
False |
125,603 |
| 100 |
1.3421 |
1.2605 |
0.0816 |
6.2% |
0.0051 |
0.4% |
63% |
False |
False |
100,587 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0046 |
0.4% |
64% |
False |
False |
83,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3470 |
|
2.618 |
1.3352 |
|
1.618 |
1.3280 |
|
1.000 |
1.3236 |
|
0.618 |
1.3208 |
|
HIGH |
1.3164 |
|
0.618 |
1.3136 |
|
0.500 |
1.3128 |
|
0.382 |
1.3120 |
|
LOW |
1.3092 |
|
0.618 |
1.3048 |
|
1.000 |
1.3020 |
|
1.618 |
1.2976 |
|
2.618 |
1.2904 |
|
4.250 |
1.2786 |
|
|
| Fisher Pivots for day following 09-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3128 |
1.3143 |
| PP |
1.3125 |
1.3135 |
| S1 |
1.3122 |
1.3127 |
|