CME Euro FX Future September 2007
Trading Metrics calculated at close of trading on 06-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2007 |
06-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1.3175 |
1.3213 |
0.0038 |
0.3% |
1.3284 |
High |
1.3205 |
1.3213 |
0.0008 |
0.1% |
1.3350 |
Low |
1.3175 |
1.3213 |
0.0038 |
0.3% |
1.3255 |
Close |
1.3192 |
1.3213 |
0.0021 |
0.2% |
1.3285 |
Range |
0.0030 |
0.0000 |
-0.0030 |
-100.0% |
0.0095 |
ATR |
0.0041 |
0.0040 |
-0.0001 |
-3.5% |
0.0000 |
Volume |
37 |
32 |
-5 |
-13.5% |
25 |
|
Daily Pivots for day following 06-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3213 |
1.3213 |
1.3213 |
|
R3 |
1.3213 |
1.3213 |
1.3213 |
|
R2 |
1.3213 |
1.3213 |
1.3213 |
|
R1 |
1.3213 |
1.3213 |
1.3213 |
1.3213 |
PP |
1.3213 |
1.3213 |
1.3213 |
1.3213 |
S1 |
1.3213 |
1.3213 |
1.3213 |
1.3213 |
S2 |
1.3213 |
1.3213 |
1.3213 |
|
S3 |
1.3213 |
1.3213 |
1.3213 |
|
S4 |
1.3213 |
1.3213 |
1.3213 |
|
|
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 |
1.3329 |
1.3175 |
0.0154 |
1.2% |
0.0011 |
0.1% |
25% |
False |
False |
17 |
10 |
1.3350 |
1.3175 |
0.0175 |
1.3% |
0.0007 |
0.1% |
22% |
False |
False |
15 |
20 |
1.3350 |
1.3070 |
0.0280 |
2.1% |
0.0004 |
0.0% |
51% |
False |
False |
9 |
40 |
1.3350 |
1.3012 |
0.0338 |
2.6% |
0.0005 |
0.0% |
59% |
False |
False |
12 |
60 |
1.3422 |
1.3012 |
0.0410 |
3.1% |
0.0003 |
0.0% |
49% |
False |
False |
10 |
80 |
1.3472 |
1.2933 |
0.0539 |
4.1% |
0.0002 |
0.0% |
52% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3213 |
2.618 |
1.3213 |
1.618 |
1.3213 |
1.000 |
1.3213 |
0.618 |
1.3213 |
HIGH |
1.3213 |
0.618 |
1.3213 |
0.500 |
1.3213 |
0.382 |
1.3213 |
LOW |
1.3213 |
0.618 |
1.3213 |
1.000 |
1.3213 |
1.618 |
1.3213 |
2.618 |
1.3213 |
4.250 |
1.3213 |
|
|
Fisher Pivots for day following 06-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1.3213 |
1.3233 |
PP |
1.3213 |
1.3226 |
S1 |
1.3213 |
1.3220 |
|