CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 23-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2007 |
23-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3402 |
1.3371 |
-0.0031 |
-0.2% |
1.3345 |
| High |
1.3418 |
1.3387 |
-0.0031 |
-0.2% |
1.3432 |
| Low |
1.3355 |
1.3328 |
-0.0027 |
-0.2% |
1.3328 |
| Close |
1.3377 |
1.3334 |
-0.0043 |
-0.3% |
1.3334 |
| Range |
0.0063 |
0.0059 |
-0.0004 |
-6.3% |
0.0104 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.0% |
0.0000 |
| Volume |
162,786 |
205,050 |
42,264 |
26.0% |
815,584 |
|
| Daily Pivots for day following 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3527 |
1.3489 |
1.3366 |
|
| R3 |
1.3468 |
1.3430 |
1.3350 |
|
| R2 |
1.3409 |
1.3409 |
1.3345 |
|
| R1 |
1.3371 |
1.3371 |
1.3339 |
1.3361 |
| PP |
1.3350 |
1.3350 |
1.3350 |
1.3344 |
| S1 |
1.3312 |
1.3312 |
1.3329 |
1.3302 |
| S2 |
1.3291 |
1.3291 |
1.3323 |
|
| S3 |
1.3232 |
1.3253 |
1.3318 |
|
| S4 |
1.3173 |
1.3194 |
1.3302 |
|
|
| Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3677 |
1.3609 |
1.3391 |
|
| R3 |
1.3573 |
1.3505 |
1.3363 |
|
| R2 |
1.3469 |
1.3469 |
1.3353 |
|
| R1 |
1.3401 |
1.3401 |
1.3344 |
1.3383 |
| PP |
1.3365 |
1.3365 |
1.3365 |
1.3356 |
| S1 |
1.3297 |
1.3297 |
1.3324 |
1.3279 |
| S2 |
1.3261 |
1.3261 |
1.3315 |
|
| S3 |
1.3157 |
1.3193 |
1.3305 |
|
| S4 |
1.3053 |
1.3089 |
1.3277 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3432 |
1.3328 |
0.0104 |
0.8% |
0.0055 |
0.4% |
6% |
False |
True |
163,116 |
| 10 |
1.3432 |
1.3198 |
0.0234 |
1.8% |
0.0052 |
0.4% |
58% |
False |
False |
137,329 |
| 20 |
1.3432 |
1.3130 |
0.0302 |
2.3% |
0.0047 |
0.4% |
68% |
False |
False |
71,297 |
| 40 |
1.3432 |
1.2970 |
0.0462 |
3.5% |
0.0037 |
0.3% |
79% |
False |
False |
35,948 |
| 60 |
1.3432 |
1.2970 |
0.0462 |
3.5% |
0.0032 |
0.2% |
79% |
False |
False |
24,057 |
| 80 |
1.3460 |
1.2970 |
0.0490 |
3.7% |
0.0031 |
0.2% |
74% |
False |
False |
18,092 |
| 100 |
1.3460 |
1.2830 |
0.0630 |
4.7% |
0.0026 |
0.2% |
80% |
False |
False |
14,474 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.1% |
0.0022 |
0.2% |
85% |
False |
False |
12,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3638 |
|
2.618 |
1.3541 |
|
1.618 |
1.3482 |
|
1.000 |
1.3446 |
|
0.618 |
1.3423 |
|
HIGH |
1.3387 |
|
0.618 |
1.3364 |
|
0.500 |
1.3358 |
|
0.382 |
1.3351 |
|
LOW |
1.3328 |
|
0.618 |
1.3292 |
|
1.000 |
1.3269 |
|
1.618 |
1.3233 |
|
2.618 |
1.3174 |
|
4.250 |
1.3077 |
|
|
| Fisher Pivots for day following 23-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3358 |
1.3380 |
| PP |
1.3350 |
1.3365 |
| S1 |
1.3342 |
1.3349 |
|