CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 15-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2007 |
15-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3242 |
1.3264 |
0.0022 |
0.2% |
1.3139 |
| High |
1.3296 |
1.3300 |
0.0004 |
0.0% |
1.3237 |
| Low |
1.3228 |
1.3257 |
0.0029 |
0.2% |
1.3130 |
| Close |
1.3278 |
1.3282 |
0.0004 |
0.0% |
1.3166 |
| Range |
0.0068 |
0.0043 |
-0.0025 |
-36.8% |
0.0107 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
84,888 |
191,280 |
106,392 |
125.3% |
42,624 |
|
| Daily Pivots for day following 15-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3409 |
1.3388 |
1.3306 |
|
| R3 |
1.3366 |
1.3345 |
1.3294 |
|
| R2 |
1.3323 |
1.3323 |
1.3290 |
|
| R1 |
1.3302 |
1.3302 |
1.3286 |
1.3313 |
| PP |
1.3280 |
1.3280 |
1.3280 |
1.3285 |
| S1 |
1.3259 |
1.3259 |
1.3278 |
1.3270 |
| S2 |
1.3237 |
1.3237 |
1.3274 |
|
| S3 |
1.3194 |
1.3216 |
1.3270 |
|
| S4 |
1.3151 |
1.3173 |
1.3258 |
|
|
| 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 |
1.3300 |
1.3138 |
0.0162 |
1.2% |
0.0055 |
0.4% |
89% |
True |
False |
73,138 |
| 10 |
1.3300 |
1.3130 |
0.0170 |
1.3% |
0.0047 |
0.4% |
89% |
True |
False |
40,074 |
| 20 |
1.3316 |
1.3130 |
0.0186 |
1.4% |
0.0040 |
0.3% |
82% |
False |
False |
20,703 |
| 40 |
1.3316 |
1.2970 |
0.0346 |
2.6% |
0.0032 |
0.2% |
90% |
False |
False |
10,529 |
| 60 |
1.3378 |
1.2970 |
0.0408 |
3.1% |
0.0030 |
0.2% |
76% |
False |
False |
7,124 |
| 80 |
1.3460 |
1.2928 |
0.0532 |
4.0% |
0.0028 |
0.2% |
67% |
False |
False |
5,364 |
| 100 |
1.3460 |
1.2686 |
0.0774 |
5.8% |
0.0023 |
0.2% |
77% |
False |
False |
4,291 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.2% |
0.0019 |
0.1% |
78% |
False |
False |
3,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3483 |
|
2.618 |
1.3413 |
|
1.618 |
1.3370 |
|
1.000 |
1.3343 |
|
0.618 |
1.3327 |
|
HIGH |
1.3300 |
|
0.618 |
1.3284 |
|
0.500 |
1.3279 |
|
0.382 |
1.3273 |
|
LOW |
1.3257 |
|
0.618 |
1.3230 |
|
1.000 |
1.3214 |
|
1.618 |
1.3187 |
|
2.618 |
1.3144 |
|
4.250 |
1.3074 |
|
|
| Fisher Pivots for day following 15-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3281 |
1.3276 |
| PP |
1.3280 |
1.3270 |
| S1 |
1.3279 |
1.3264 |
|