CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 26-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2007 |
26-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3371 |
1.3308 |
-0.0063 |
-0.5% |
1.3345 |
| High |
1.3387 |
1.3391 |
0.0004 |
0.0% |
1.3432 |
| Low |
1.3328 |
1.3305 |
-0.0023 |
-0.2% |
1.3328 |
| Close |
1.3334 |
1.3374 |
0.0040 |
0.3% |
1.3334 |
| Range |
0.0059 |
0.0086 |
0.0027 |
45.8% |
0.0104 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
3.3% |
0.0000 |
| Volume |
205,050 |
206,621 |
1,571 |
0.8% |
815,584 |
|
| Daily Pivots for day following 26-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3615 |
1.3580 |
1.3421 |
|
| R3 |
1.3529 |
1.3494 |
1.3398 |
|
| R2 |
1.3443 |
1.3443 |
1.3390 |
|
| R1 |
1.3408 |
1.3408 |
1.3382 |
1.3426 |
| PP |
1.3357 |
1.3357 |
1.3357 |
1.3365 |
| S1 |
1.3322 |
1.3322 |
1.3366 |
1.3340 |
| S2 |
1.3271 |
1.3271 |
1.3358 |
|
| S3 |
1.3185 |
1.3236 |
1.3350 |
|
| S4 |
1.3099 |
1.3150 |
1.3327 |
|
|
| 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 |
1.3305 |
0.0127 |
0.9% |
0.0068 |
0.5% |
54% |
False |
True |
167,637 |
| 10 |
1.3432 |
1.3228 |
0.0204 |
1.5% |
0.0055 |
0.4% |
72% |
False |
False |
156,021 |
| 20 |
1.3432 |
1.3130 |
0.0302 |
2.3% |
0.0051 |
0.4% |
81% |
False |
False |
81,583 |
| 40 |
1.3432 |
1.2990 |
0.0442 |
3.3% |
0.0039 |
0.3% |
87% |
False |
False |
41,102 |
| 60 |
1.3432 |
1.2970 |
0.0462 |
3.5% |
0.0033 |
0.2% |
87% |
False |
False |
27,500 |
| 80 |
1.3460 |
1.2970 |
0.0490 |
3.7% |
0.0032 |
0.2% |
82% |
False |
False |
20,674 |
| 100 |
1.3460 |
1.2830 |
0.0630 |
4.7% |
0.0027 |
0.2% |
86% |
False |
False |
16,540 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.1% |
0.0023 |
0.2% |
89% |
False |
False |
13,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3757 |
|
2.618 |
1.3616 |
|
1.618 |
1.3530 |
|
1.000 |
1.3477 |
|
0.618 |
1.3444 |
|
HIGH |
1.3391 |
|
0.618 |
1.3358 |
|
0.500 |
1.3348 |
|
0.382 |
1.3338 |
|
LOW |
1.3305 |
|
0.618 |
1.3252 |
|
1.000 |
1.3219 |
|
1.618 |
1.3166 |
|
2.618 |
1.3080 |
|
4.250 |
1.2940 |
|
|
| Fisher Pivots for day following 26-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3365 |
1.3370 |
| PP |
1.3357 |
1.3366 |
| S1 |
1.3348 |
1.3362 |
|