CME Euro FX Future June 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 |
1.3237 |
1.3242 |
0.0005 |
0.0% |
1.3139 |
| High |
1.3272 |
1.3296 |
0.0024 |
0.2% |
1.3237 |
| Low |
1.3231 |
1.3228 |
-0.0003 |
0.0% |
1.3130 |
| Close |
1.3246 |
1.3278 |
0.0032 |
0.2% |
1.3166 |
| Range |
0.0041 |
0.0068 |
0.0027 |
65.9% |
0.0107 |
| ATR |
0.0056 |
0.0056 |
0.0001 |
1.6% |
0.0000 |
| Volume |
59,153 |
84,888 |
25,735 |
43.5% |
42,624 |
|
| Daily Pivots for day following 14-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3471 |
1.3443 |
1.3315 |
|
| R3 |
1.3403 |
1.3375 |
1.3297 |
|
| R2 |
1.3335 |
1.3335 |
1.3290 |
|
| R1 |
1.3307 |
1.3307 |
1.3284 |
1.3321 |
| PP |
1.3267 |
1.3267 |
1.3267 |
1.3275 |
| S1 |
1.3239 |
1.3239 |
1.3272 |
1.3253 |
| S2 |
1.3199 |
1.3199 |
1.3266 |
|
| S3 |
1.3131 |
1.3171 |
1.3259 |
|
| S4 |
1.3063 |
1.3103 |
1.3241 |
|
|
| Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3499 |
1.3439 |
1.3225 |
|
| R3 |
1.3392 |
1.3332 |
1.3195 |
|
| R2 |
1.3285 |
1.3285 |
1.3186 |
|
| R1 |
1.3225 |
1.3225 |
1.3176 |
1.3255 |
| PP |
1.3178 |
1.3178 |
1.3178 |
1.3193 |
| S1 |
1.3118 |
1.3118 |
1.3156 |
1.3148 |
| S2 |
1.3071 |
1.3071 |
1.3146 |
|
| S3 |
1.2964 |
1.3011 |
1.3137 |
|
| S4 |
1.2857 |
1.2904 |
1.3107 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3296 |
1.3138 |
0.0158 |
1.2% |
0.0054 |
0.4% |
89% |
True |
False |
36,752 |
| 10 |
1.3296 |
1.3130 |
0.0166 |
1.3% |
0.0050 |
0.4% |
89% |
True |
False |
21,256 |
| 20 |
1.3316 |
1.3130 |
0.0186 |
1.4% |
0.0039 |
0.3% |
80% |
False |
False |
11,169 |
| 40 |
1.3316 |
1.2970 |
0.0346 |
2.6% |
0.0031 |
0.2% |
89% |
False |
False |
5,757 |
| 60 |
1.3378 |
1.2970 |
0.0408 |
3.1% |
0.0029 |
0.2% |
75% |
False |
False |
3,937 |
| 80 |
1.3460 |
1.2912 |
0.0548 |
4.1% |
0.0027 |
0.2% |
67% |
False |
False |
2,973 |
| 100 |
1.3460 |
1.2686 |
0.0774 |
5.8% |
0.0022 |
0.2% |
76% |
False |
False |
2,379 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0019 |
0.1% |
78% |
False |
False |
1,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3585 |
|
2.618 |
1.3474 |
|
1.618 |
1.3406 |
|
1.000 |
1.3364 |
|
0.618 |
1.3338 |
|
HIGH |
1.3296 |
|
0.618 |
1.3270 |
|
0.500 |
1.3262 |
|
0.382 |
1.3254 |
|
LOW |
1.3228 |
|
0.618 |
1.3186 |
|
1.000 |
1.3160 |
|
1.618 |
1.3118 |
|
2.618 |
1.3050 |
|
4.250 |
1.2939 |
|
|
| Fisher Pivots for day following 14-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3273 |
1.3268 |
| PP |
1.3267 |
1.3257 |
| S1 |
1.3262 |
1.3247 |
|