CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 09-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2007 |
09-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3227 |
1.3197 |
-0.0030 |
-0.2% |
1.3175 |
| High |
1.3227 |
1.3205 |
-0.0022 |
-0.2% |
1.3273 |
| Low |
1.3227 |
1.3190 |
-0.0037 |
-0.3% |
1.3175 |
| Close |
1.3227 |
1.3204 |
-0.0023 |
-0.2% |
1.3204 |
| Range |
0.0000 |
0.0015 |
0.0015 |
|
0.0098 |
| ATR |
0.0041 |
0.0041 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
6 |
11 |
5 |
83.3% |
93 |
|
| Daily Pivots for day following 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3245 |
1.3239 |
1.3212 |
|
| R3 |
1.3230 |
1.3224 |
1.3208 |
|
| R2 |
1.3215 |
1.3215 |
1.3207 |
|
| R1 |
1.3209 |
1.3209 |
1.3205 |
1.3212 |
| PP |
1.3200 |
1.3200 |
1.3200 |
1.3201 |
| S1 |
1.3194 |
1.3194 |
1.3203 |
1.3197 |
| S2 |
1.3185 |
1.3185 |
1.3201 |
|
| S3 |
1.3170 |
1.3179 |
1.3200 |
|
| S4 |
1.3155 |
1.3164 |
1.3196 |
|
|
| Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3511 |
1.3456 |
1.3258 |
|
| R3 |
1.3413 |
1.3358 |
1.3231 |
|
| R2 |
1.3315 |
1.3315 |
1.3222 |
|
| R1 |
1.3260 |
1.3260 |
1.3213 |
1.3288 |
| PP |
1.3217 |
1.3217 |
1.3217 |
1.3231 |
| S1 |
1.3162 |
1.3162 |
1.3195 |
1.3190 |
| S2 |
1.3119 |
1.3119 |
1.3186 |
|
| S3 |
1.3021 |
1.3064 |
1.3177 |
|
| S4 |
1.2923 |
1.2966 |
1.3150 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3273 |
1.3175 |
0.0098 |
0.7% |
0.0009 |
0.1% |
30% |
False |
False |
18 |
| 10 |
1.3350 |
1.3175 |
0.0175 |
1.3% |
0.0007 |
0.1% |
17% |
False |
False |
11 |
| 20 |
1.3350 |
1.3070 |
0.0280 |
2.1% |
0.0004 |
0.0% |
48% |
False |
False |
10 |
| 40 |
1.3350 |
1.3012 |
0.0338 |
2.6% |
0.0005 |
0.0% |
57% |
False |
False |
12 |
| 60 |
1.3417 |
1.3012 |
0.0405 |
3.1% |
0.0003 |
0.0% |
47% |
False |
False |
11 |
| 80 |
1.3472 |
1.2949 |
0.0523 |
4.0% |
0.0002 |
0.0% |
49% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3269 |
|
2.618 |
1.3244 |
|
1.618 |
1.3229 |
|
1.000 |
1.3220 |
|
0.618 |
1.3214 |
|
HIGH |
1.3205 |
|
0.618 |
1.3199 |
|
0.500 |
1.3198 |
|
0.382 |
1.3196 |
|
LOW |
1.3190 |
|
0.618 |
1.3181 |
|
1.000 |
1.3175 |
|
1.618 |
1.3166 |
|
2.618 |
1.3151 |
|
4.250 |
1.3126 |
|
|
| Fisher Pivots for day following 09-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3202 |
1.3232 |
| PP |
1.3200 |
1.3222 |
| S1 |
1.3198 |
1.3213 |
|