CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 16-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2007 |
16-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3216 |
1.3336 |
0.0120 |
0.9% |
1.3182 |
| High |
1.3248 |
1.3336 |
0.0088 |
0.7% |
1.3336 |
| Low |
1.3216 |
1.3306 |
0.0090 |
0.7% |
1.3153 |
| Close |
1.3235 |
1.3309 |
0.0074 |
0.6% |
1.3309 |
| Range |
0.0032 |
0.0030 |
-0.0002 |
-6.3% |
0.0183 |
| ATR |
0.0061 |
0.0063 |
0.0003 |
4.8% |
0.0000 |
| Volume |
140,629 |
63,393 |
-77,236 |
-54.9% |
733,098 |
|
| Daily Pivots for day following 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3407 |
1.3388 |
1.3326 |
|
| R3 |
1.3377 |
1.3358 |
1.3317 |
|
| R2 |
1.3347 |
1.3347 |
1.3315 |
|
| R1 |
1.3328 |
1.3328 |
1.3312 |
1.3323 |
| PP |
1.3317 |
1.3317 |
1.3317 |
1.3314 |
| S1 |
1.3298 |
1.3298 |
1.3306 |
1.3293 |
| S2 |
1.3287 |
1.3287 |
1.3304 |
|
| S3 |
1.3257 |
1.3268 |
1.3301 |
|
| S4 |
1.3227 |
1.3238 |
1.3293 |
|
|
| Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3815 |
1.3745 |
1.3410 |
|
| R3 |
1.3632 |
1.3562 |
1.3359 |
|
| R2 |
1.3449 |
1.3449 |
1.3343 |
|
| R1 |
1.3379 |
1.3379 |
1.3326 |
1.3414 |
| PP |
1.3266 |
1.3266 |
1.3266 |
1.3284 |
| S1 |
1.3196 |
1.3196 |
1.3292 |
1.3231 |
| S2 |
1.3083 |
1.3083 |
1.3275 |
|
| S3 |
1.2900 |
1.3013 |
1.3259 |
|
| S4 |
1.2717 |
1.2830 |
1.3208 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3336 |
1.3153 |
0.0183 |
1.4% |
0.0042 |
0.3% |
85% |
True |
False |
146,619 |
| 10 |
1.3336 |
1.3081 |
0.0255 |
1.9% |
0.0047 |
0.4% |
89% |
True |
False |
158,970 |
| 20 |
1.3336 |
1.3081 |
0.0255 |
1.9% |
0.0046 |
0.3% |
89% |
True |
False |
162,448 |
| 40 |
1.3336 |
1.2910 |
0.0426 |
3.2% |
0.0049 |
0.4% |
94% |
True |
False |
164,082 |
| 60 |
1.3344 |
1.2904 |
0.0440 |
3.3% |
0.0055 |
0.4% |
92% |
False |
False |
163,339 |
| 80 |
1.3421 |
1.2882 |
0.0539 |
4.0% |
0.0057 |
0.4% |
79% |
False |
False |
134,730 |
| 100 |
1.3421 |
1.2633 |
0.0788 |
5.9% |
0.0052 |
0.4% |
86% |
False |
False |
107,898 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0047 |
0.3% |
87% |
False |
False |
89,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3464 |
|
2.618 |
1.3415 |
|
1.618 |
1.3385 |
|
1.000 |
1.3366 |
|
0.618 |
1.3355 |
|
HIGH |
1.3336 |
|
0.618 |
1.3325 |
|
0.500 |
1.3321 |
|
0.382 |
1.3317 |
|
LOW |
1.3306 |
|
0.618 |
1.3287 |
|
1.000 |
1.3276 |
|
1.618 |
1.3257 |
|
2.618 |
1.3227 |
|
4.250 |
1.3179 |
|
|
| Fisher Pivots for day following 16-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3321 |
1.3293 |
| PP |
1.3317 |
1.3277 |
| S1 |
1.3313 |
1.3261 |
|