CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 14-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2007 |
14-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3187 |
1.3210 |
0.0023 |
0.2% |
1.3092 |
| High |
1.3222 |
1.3247 |
0.0025 |
0.2% |
1.3194 |
| Low |
1.3184 |
1.3185 |
0.0001 |
0.0% |
1.3081 |
| Close |
1.3199 |
1.3231 |
0.0032 |
0.2% |
1.3119 |
| Range |
0.0038 |
0.0062 |
0.0024 |
63.2% |
0.0113 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
195,892 |
161,701 |
-34,191 |
-17.5% |
856,604 |
|
| Daily Pivots for day following 14-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3407 |
1.3381 |
1.3265 |
|
| R3 |
1.3345 |
1.3319 |
1.3248 |
|
| R2 |
1.3283 |
1.3283 |
1.3242 |
|
| R1 |
1.3257 |
1.3257 |
1.3237 |
1.3270 |
| PP |
1.3221 |
1.3221 |
1.3221 |
1.3228 |
| S1 |
1.3195 |
1.3195 |
1.3225 |
1.3208 |
| S2 |
1.3159 |
1.3159 |
1.3220 |
|
| S3 |
1.3097 |
1.3133 |
1.3214 |
|
| S4 |
1.3035 |
1.3071 |
1.3197 |
|
|
| 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 |
1.3247 |
1.3092 |
0.0155 |
1.2% |
0.0054 |
0.4% |
90% |
True |
False |
163,396 |
| 10 |
1.3247 |
1.3081 |
0.0166 |
1.3% |
0.0052 |
0.4% |
90% |
True |
False |
181,042 |
| 20 |
1.3270 |
1.3081 |
0.0189 |
1.4% |
0.0049 |
0.4% |
79% |
False |
False |
171,157 |
| 40 |
1.3270 |
1.2910 |
0.0360 |
2.7% |
0.0051 |
0.4% |
89% |
False |
False |
167,611 |
| 60 |
1.3344 |
1.2904 |
0.0440 |
3.3% |
0.0057 |
0.4% |
74% |
False |
False |
168,550 |
| 80 |
1.3421 |
1.2855 |
0.0566 |
4.3% |
0.0057 |
0.4% |
66% |
False |
False |
132,194 |
| 100 |
1.3421 |
1.2633 |
0.0788 |
6.0% |
0.0052 |
0.4% |
76% |
False |
False |
105,864 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0047 |
0.4% |
77% |
False |
False |
88,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3511 |
|
2.618 |
1.3409 |
|
1.618 |
1.3347 |
|
1.000 |
1.3309 |
|
0.618 |
1.3285 |
|
HIGH |
1.3247 |
|
0.618 |
1.3223 |
|
0.500 |
1.3216 |
|
0.382 |
1.3209 |
|
LOW |
1.3185 |
|
0.618 |
1.3147 |
|
1.000 |
1.3123 |
|
1.618 |
1.3085 |
|
2.618 |
1.3023 |
|
4.250 |
1.2922 |
|
|
| Fisher Pivots for day following 14-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3226 |
1.3221 |
| PP |
1.3221 |
1.3210 |
| S1 |
1.3216 |
1.3200 |
|