CME Euro FX Future September 2007
Trading Metrics calculated at close of trading on 16-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2007 |
16-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
1.3253 |
1.3241 |
-0.0012 |
-0.1% |
1.3070 |
High |
1.3253 |
1.3241 |
-0.0012 |
-0.1% |
1.3253 |
Low |
1.3253 |
1.3241 |
-0.0012 |
-0.1% |
1.3070 |
Close |
1.3253 |
1.3241 |
-0.0012 |
-0.1% |
1.3241 |
Range |
|
|
|
|
|
ATR |
0.0042 |
0.0040 |
-0.0002 |
-5.1% |
0.0000 |
Volume |
10 |
4 |
-6 |
-60.0% |
19 |
|
Daily Pivots for day following 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3241 |
1.3241 |
1.3241 |
|
R3 |
1.3241 |
1.3241 |
1.3241 |
|
R2 |
1.3241 |
1.3241 |
1.3241 |
|
R1 |
1.3241 |
1.3241 |
1.3241 |
1.3241 |
PP |
1.3241 |
1.3241 |
1.3241 |
1.3241 |
S1 |
1.3241 |
1.3241 |
1.3241 |
1.3241 |
S2 |
1.3241 |
1.3241 |
1.3241 |
|
S3 |
1.3241 |
1.3241 |
1.3241 |
|
S4 |
1.3241 |
1.3241 |
1.3241 |
|
|
Weekly Pivots for week ending 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3737 |
1.3672 |
1.3342 |
|
R3 |
1.3554 |
1.3489 |
1.3291 |
|
R2 |
1.3371 |
1.3371 |
1.3275 |
|
R1 |
1.3306 |
1.3306 |
1.3258 |
1.3339 |
PP |
1.3188 |
1.3188 |
1.3188 |
1.3204 |
S1 |
1.3123 |
1.3123 |
1.3224 |
1.3156 |
S2 |
1.3005 |
1.3005 |
1.3207 |
|
S3 |
1.2822 |
1.2940 |
1.3191 |
|
S4 |
1.2639 |
1.2757 |
1.3140 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3253 |
1.3070 |
0.0183 |
1.4% |
0.0000 |
0.0% |
93% |
False |
False |
3 |
10 |
1.3253 |
1.3040 |
0.0213 |
1.6% |
0.0000 |
0.0% |
94% |
False |
False |
3 |
20 |
1.3253 |
1.3024 |
0.0229 |
1.7% |
0.0005 |
0.0% |
95% |
False |
False |
2 |
40 |
1.3417 |
1.3012 |
0.0405 |
3.1% |
0.0003 |
0.0% |
57% |
False |
False |
11 |
60 |
1.3472 |
1.2994 |
0.0478 |
3.6% |
0.0002 |
0.0% |
52% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3241 |
2.618 |
1.3241 |
1.618 |
1.3241 |
1.000 |
1.3241 |
0.618 |
1.3241 |
HIGH |
1.3241 |
0.618 |
1.3241 |
0.500 |
1.3241 |
0.382 |
1.3241 |
LOW |
1.3241 |
0.618 |
1.3241 |
1.000 |
1.3241 |
1.618 |
1.3241 |
2.618 |
1.3241 |
4.250 |
1.3241 |
|
|
Fisher Pivots for day following 16-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1.3241 |
1.3237 |
PP |
1.3241 |
1.3233 |
S1 |
1.3241 |
1.3229 |
|