CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 22-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2007 |
22-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3344 |
1.3402 |
0.0058 |
0.4% |
1.3227 |
| High |
1.3432 |
1.3418 |
-0.0014 |
-0.1% |
1.3385 |
| Low |
1.3336 |
1.3355 |
0.0019 |
0.1% |
1.3198 |
| Close |
1.3427 |
1.3377 |
-0.0050 |
-0.4% |
1.3357 |
| Range |
0.0096 |
0.0063 |
-0.0033 |
-34.4% |
0.0187 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
1.8% |
0.0000 |
| Volume |
142,369 |
162,786 |
20,417 |
14.3% |
557,707 |
|
| Daily Pivots for day following 22-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3572 |
1.3538 |
1.3412 |
|
| R3 |
1.3509 |
1.3475 |
1.3394 |
|
| R2 |
1.3446 |
1.3446 |
1.3389 |
|
| R1 |
1.3412 |
1.3412 |
1.3383 |
1.3398 |
| PP |
1.3383 |
1.3383 |
1.3383 |
1.3376 |
| S1 |
1.3349 |
1.3349 |
1.3371 |
1.3335 |
| S2 |
1.3320 |
1.3320 |
1.3365 |
|
| S3 |
1.3257 |
1.3286 |
1.3360 |
|
| S4 |
1.3194 |
1.3223 |
1.3342 |
|
|
| Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3874 |
1.3803 |
1.3460 |
|
| R3 |
1.3687 |
1.3616 |
1.3408 |
|
| R2 |
1.3500 |
1.3500 |
1.3391 |
|
| R1 |
1.3429 |
1.3429 |
1.3374 |
1.3465 |
| PP |
1.3313 |
1.3313 |
1.3313 |
1.3331 |
| S1 |
1.3242 |
1.3242 |
1.3340 |
1.3278 |
| S2 |
1.3126 |
1.3126 |
1.3323 |
|
| S3 |
1.2939 |
1.3055 |
1.3306 |
|
| S4 |
1.2752 |
1.2868 |
1.3254 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3432 |
1.3330 |
0.0102 |
0.8% |
0.0050 |
0.4% |
46% |
False |
False |
162,645 |
| 10 |
1.3432 |
1.3138 |
0.0294 |
2.2% |
0.0053 |
0.4% |
81% |
False |
False |
117,891 |
| 20 |
1.3432 |
1.3130 |
0.0302 |
2.3% |
0.0046 |
0.3% |
82% |
False |
False |
61,082 |
| 40 |
1.3432 |
1.2970 |
0.0462 |
3.5% |
0.0036 |
0.3% |
88% |
False |
False |
30,829 |
| 60 |
1.3432 |
1.2970 |
0.0462 |
3.5% |
0.0031 |
0.2% |
88% |
False |
False |
20,646 |
| 80 |
1.3460 |
1.2970 |
0.0490 |
3.7% |
0.0031 |
0.2% |
83% |
False |
False |
15,529 |
| 100 |
1.3460 |
1.2830 |
0.0630 |
4.7% |
0.0025 |
0.2% |
87% |
False |
False |
12,424 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.1% |
0.0021 |
0.2% |
90% |
False |
False |
10,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3686 |
|
2.618 |
1.3583 |
|
1.618 |
1.3520 |
|
1.000 |
1.3481 |
|
0.618 |
1.3457 |
|
HIGH |
1.3418 |
|
0.618 |
1.3394 |
|
0.500 |
1.3387 |
|
0.382 |
1.3379 |
|
LOW |
1.3355 |
|
0.618 |
1.3316 |
|
1.000 |
1.3292 |
|
1.618 |
1.3253 |
|
2.618 |
1.3190 |
|
4.250 |
1.3087 |
|
|
| Fisher Pivots for day following 22-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3387 |
1.3381 |
| PP |
1.3383 |
1.3380 |
| S1 |
1.3380 |
1.3378 |
|