CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 02-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2007 |
02-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3292 |
1.3216 |
-0.0076 |
-0.6% |
1.3230 |
| High |
1.3292 |
1.3254 |
-0.0038 |
-0.3% |
1.3316 |
| Low |
1.3212 |
1.3216 |
0.0004 |
0.0% |
1.3212 |
| Close |
1.3251 |
1.3245 |
-0.0006 |
0.0% |
1.3245 |
| Range |
0.0080 |
0.0038 |
-0.0042 |
-52.5% |
0.0104 |
| ATR |
0.0049 |
0.0049 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
3,101 |
3,107 |
6 |
0.2% |
10,037 |
|
| Daily Pivots for day following 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3352 |
1.3337 |
1.3266 |
|
| R3 |
1.3314 |
1.3299 |
1.3255 |
|
| R2 |
1.3276 |
1.3276 |
1.3252 |
|
| R1 |
1.3261 |
1.3261 |
1.3248 |
1.3269 |
| PP |
1.3238 |
1.3238 |
1.3238 |
1.3242 |
| S1 |
1.3223 |
1.3223 |
1.3242 |
1.3231 |
| S2 |
1.3200 |
1.3200 |
1.3238 |
|
| S3 |
1.3162 |
1.3185 |
1.3235 |
|
| S4 |
1.3124 |
1.3147 |
1.3224 |
|
|
| Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3570 |
1.3511 |
1.3302 |
|
| R3 |
1.3466 |
1.3407 |
1.3274 |
|
| R2 |
1.3362 |
1.3362 |
1.3264 |
|
| R1 |
1.3303 |
1.3303 |
1.3255 |
1.3333 |
| PP |
1.3258 |
1.3258 |
1.3258 |
1.3272 |
| S1 |
1.3199 |
1.3199 |
1.3235 |
1.3229 |
| S2 |
1.3154 |
1.3154 |
1.3226 |
|
| S3 |
1.3050 |
1.3095 |
1.3216 |
|
| S4 |
1.2946 |
1.2991 |
1.3188 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3316 |
1.3212 |
0.0104 |
0.8% |
0.0041 |
0.3% |
32% |
False |
False |
2,007 |
| 10 |
1.3316 |
1.3157 |
0.0159 |
1.2% |
0.0034 |
0.3% |
55% |
False |
False |
1,497 |
| 20 |
1.3316 |
1.3000 |
0.0316 |
2.4% |
0.0029 |
0.2% |
78% |
False |
False |
993 |
| 40 |
1.3316 |
1.2970 |
0.0346 |
2.6% |
0.0026 |
0.2% |
79% |
False |
False |
664 |
| 60 |
1.3460 |
1.2970 |
0.0490 |
3.7% |
0.0028 |
0.2% |
56% |
False |
False |
511 |
| 80 |
1.3460 |
1.2846 |
0.0614 |
4.6% |
0.0022 |
0.2% |
65% |
False |
False |
393 |
| 100 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0019 |
0.1% |
74% |
False |
False |
315 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0016 |
0.1% |
74% |
False |
False |
264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3416 |
|
2.618 |
1.3353 |
|
1.618 |
1.3315 |
|
1.000 |
1.3292 |
|
0.618 |
1.3277 |
|
HIGH |
1.3254 |
|
0.618 |
1.3239 |
|
0.500 |
1.3235 |
|
0.382 |
1.3231 |
|
LOW |
1.3216 |
|
0.618 |
1.3193 |
|
1.000 |
1.3178 |
|
1.618 |
1.3155 |
|
2.618 |
1.3117 |
|
4.250 |
1.3055 |
|
|
| Fisher Pivots for day following 02-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3242 |
1.3252 |
| PP |
1.3238 |
1.3250 |
| S1 |
1.3235 |
1.3247 |
|