CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 05-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2007 |
05-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3268 |
1.3175 |
-0.0093 |
-0.7% |
1.3284 |
| High |
1.3290 |
1.3205 |
-0.0085 |
-0.6% |
1.3350 |
| Low |
1.3263 |
1.3175 |
-0.0088 |
-0.7% |
1.3255 |
| Close |
1.3285 |
1.3192 |
-0.0093 |
-0.7% |
1.3285 |
| Range |
0.0027 |
0.0030 |
0.0003 |
11.1% |
0.0095 |
| ATR |
0.0036 |
0.0041 |
0.0005 |
14.9% |
0.0000 |
| Volume |
0 |
37 |
37 |
|
25 |
|
| Daily Pivots for day following 05-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3281 |
1.3266 |
1.3209 |
|
| R3 |
1.3251 |
1.3236 |
1.3200 |
|
| R2 |
1.3221 |
1.3221 |
1.3198 |
|
| R1 |
1.3206 |
1.3206 |
1.3195 |
1.3214 |
| PP |
1.3191 |
1.3191 |
1.3191 |
1.3194 |
| S1 |
1.3176 |
1.3176 |
1.3189 |
1.3184 |
| S2 |
1.3161 |
1.3161 |
1.3187 |
|
| S3 |
1.3131 |
1.3146 |
1.3184 |
|
| S4 |
1.3101 |
1.3116 |
1.3176 |
|
|
| Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3582 |
1.3528 |
1.3337 |
|
| R3 |
1.3487 |
1.3433 |
1.3311 |
|
| R2 |
1.3392 |
1.3392 |
1.3302 |
|
| R1 |
1.3338 |
1.3338 |
1.3294 |
1.3365 |
| PP |
1.3297 |
1.3297 |
1.3297 |
1.3310 |
| S1 |
1.3243 |
1.3243 |
1.3276 |
1.3270 |
| S2 |
1.3202 |
1.3202 |
1.3268 |
|
| S3 |
1.3107 |
1.3148 |
1.3259 |
|
| S4 |
1.3012 |
1.3053 |
1.3233 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3350 |
1.3175 |
0.0175 |
1.3% |
0.0011 |
0.1% |
10% |
False |
True |
11 |
| 10 |
1.3350 |
1.3175 |
0.0175 |
1.3% |
0.0007 |
0.1% |
10% |
False |
True |
12 |
| 20 |
1.3350 |
1.3040 |
0.0310 |
2.3% |
0.0004 |
0.0% |
49% |
False |
False |
7 |
| 40 |
1.3350 |
1.3012 |
0.0338 |
2.6% |
0.0005 |
0.0% |
53% |
False |
False |
11 |
| 60 |
1.3429 |
1.3012 |
0.0417 |
3.2% |
0.0003 |
0.0% |
43% |
False |
False |
10 |
| 80 |
1.3472 |
1.2933 |
0.0539 |
4.1% |
0.0002 |
0.0% |
48% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3333 |
|
2.618 |
1.3284 |
|
1.618 |
1.3254 |
|
1.000 |
1.3235 |
|
0.618 |
1.3224 |
|
HIGH |
1.3205 |
|
0.618 |
1.3194 |
|
0.500 |
1.3190 |
|
0.382 |
1.3186 |
|
LOW |
1.3175 |
|
0.618 |
1.3156 |
|
1.000 |
1.3145 |
|
1.618 |
1.3126 |
|
2.618 |
1.3096 |
|
4.250 |
1.3048 |
|
|
| Fisher Pivots for day following 05-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3191 |
1.3233 |
| PP |
1.3191 |
1.3219 |
| S1 |
1.3190 |
1.3206 |
|