CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 13-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2007 |
13-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3182 |
1.3187 |
0.0005 |
0.0% |
1.3092 |
| High |
1.3200 |
1.3222 |
0.0022 |
0.2% |
1.3194 |
| Low |
1.3153 |
1.3184 |
0.0031 |
0.2% |
1.3081 |
| Close |
1.3192 |
1.3199 |
0.0007 |
0.1% |
1.3119 |
| Range |
0.0047 |
0.0038 |
-0.0009 |
-19.1% |
0.0113 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
171,483 |
195,892 |
24,409 |
14.2% |
856,604 |
|
| Daily Pivots for day following 13-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3316 |
1.3295 |
1.3220 |
|
| R3 |
1.3278 |
1.3257 |
1.3209 |
|
| R2 |
1.3240 |
1.3240 |
1.3206 |
|
| R1 |
1.3219 |
1.3219 |
1.3202 |
1.3230 |
| PP |
1.3202 |
1.3202 |
1.3202 |
1.3207 |
| S1 |
1.3181 |
1.3181 |
1.3196 |
1.3192 |
| S2 |
1.3164 |
1.3164 |
1.3192 |
|
| S3 |
1.3126 |
1.3143 |
1.3189 |
|
| S4 |
1.3088 |
1.3105 |
1.3178 |
|
|
| 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 |
1.3222 |
1.3092 |
0.0130 |
1.0% |
0.0053 |
0.4% |
82% |
True |
False |
159,973 |
| 10 |
1.3244 |
1.3081 |
0.0163 |
1.2% |
0.0051 |
0.4% |
72% |
False |
False |
185,999 |
| 20 |
1.3270 |
1.3028 |
0.0242 |
1.8% |
0.0048 |
0.4% |
71% |
False |
False |
169,193 |
| 40 |
1.3270 |
1.2910 |
0.0360 |
2.7% |
0.0051 |
0.4% |
80% |
False |
False |
168,048 |
| 60 |
1.3344 |
1.2904 |
0.0440 |
3.3% |
0.0057 |
0.4% |
67% |
False |
False |
168,616 |
| 80 |
1.3421 |
1.2855 |
0.0566 |
4.3% |
0.0057 |
0.4% |
61% |
False |
False |
130,182 |
| 100 |
1.3421 |
1.2605 |
0.0816 |
6.2% |
0.0052 |
0.4% |
73% |
False |
False |
104,249 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0046 |
0.4% |
73% |
False |
False |
86,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3384 |
|
2.618 |
1.3321 |
|
1.618 |
1.3283 |
|
1.000 |
1.3260 |
|
0.618 |
1.3245 |
|
HIGH |
1.3222 |
|
0.618 |
1.3207 |
|
0.500 |
1.3203 |
|
0.382 |
1.3199 |
|
LOW |
1.3184 |
|
0.618 |
1.3161 |
|
1.000 |
1.3146 |
|
1.618 |
1.3123 |
|
2.618 |
1.3085 |
|
4.250 |
1.3023 |
|
|
| Fisher Pivots for day following 13-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3203 |
1.3185 |
| PP |
1.3202 |
1.3171 |
| S1 |
1.3200 |
1.3157 |
|