CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 21-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2007 |
21-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3215 |
1.3192 |
-0.0023 |
-0.2% |
1.3032 |
| High |
1.3215 |
1.3202 |
-0.0013 |
-0.1% |
1.3231 |
| Low |
1.3198 |
1.3190 |
-0.0008 |
-0.1% |
1.3030 |
| Close |
1.3198 |
1.3203 |
0.0005 |
0.0% |
1.3200 |
| Range |
0.0017 |
0.0012 |
-0.0005 |
-29.4% |
0.0201 |
| ATR |
0.0049 |
0.0046 |
-0.0003 |
-5.4% |
0.0000 |
| Volume |
1,471 |
1,005 |
-466 |
-31.7% |
3,865 |
|
| Daily Pivots for day following 21-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3234 |
1.3231 |
1.3210 |
|
| R3 |
1.3222 |
1.3219 |
1.3206 |
|
| R2 |
1.3210 |
1.3210 |
1.3205 |
|
| R1 |
1.3207 |
1.3207 |
1.3204 |
1.3209 |
| PP |
1.3198 |
1.3198 |
1.3198 |
1.3199 |
| S1 |
1.3195 |
1.3195 |
1.3202 |
1.3197 |
| S2 |
1.3186 |
1.3186 |
1.3201 |
|
| S3 |
1.3174 |
1.3183 |
1.3200 |
|
| S4 |
1.3162 |
1.3171 |
1.3196 |
|
|
| Weekly Pivots for week ending 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3757 |
1.3679 |
1.3311 |
|
| R3 |
1.3556 |
1.3478 |
1.3255 |
|
| R2 |
1.3355 |
1.3355 |
1.3237 |
|
| R1 |
1.3277 |
1.3277 |
1.3218 |
1.3316 |
| PP |
1.3154 |
1.3154 |
1.3154 |
1.3173 |
| S1 |
1.3076 |
1.3076 |
1.3182 |
1.3115 |
| S2 |
1.2953 |
1.2953 |
1.3163 |
|
| S3 |
1.2752 |
1.2875 |
1.3145 |
|
| S4 |
1.2551 |
1.2674 |
1.3089 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3231 |
1.3171 |
0.0060 |
0.5% |
0.0025 |
0.2% |
53% |
False |
False |
1,121 |
| 10 |
1.3231 |
1.3030 |
0.0201 |
1.5% |
0.0017 |
0.1% |
86% |
False |
False |
723 |
| 20 |
1.3231 |
1.2970 |
0.0261 |
2.0% |
0.0024 |
0.2% |
89% |
False |
False |
559 |
| 40 |
1.3378 |
1.2970 |
0.0408 |
3.1% |
0.0022 |
0.2% |
57% |
False |
False |
415 |
| 60 |
1.3460 |
1.2970 |
0.0490 |
3.7% |
0.0025 |
0.2% |
48% |
False |
False |
334 |
| 80 |
1.3460 |
1.2822 |
0.0638 |
4.8% |
0.0020 |
0.1% |
60% |
False |
False |
251 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0016 |
0.1% |
69% |
False |
False |
201 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0014 |
0.1% |
69% |
False |
False |
169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3253 |
|
2.618 |
1.3233 |
|
1.618 |
1.3221 |
|
1.000 |
1.3214 |
|
0.618 |
1.3209 |
|
HIGH |
1.3202 |
|
0.618 |
1.3197 |
|
0.500 |
1.3196 |
|
0.382 |
1.3195 |
|
LOW |
1.3190 |
|
0.618 |
1.3183 |
|
1.000 |
1.3178 |
|
1.618 |
1.3171 |
|
2.618 |
1.3159 |
|
4.250 |
1.3139 |
|
|
| Fisher Pivots for day following 21-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3201 |
1.3200 |
| PP |
1.3198 |
1.3196 |
| S1 |
1.3196 |
1.3193 |
|