CME Euro FX Future September 2007
Trading Metrics calculated at close of trading on 15-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2007 |
15-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1.3320 |
1.3320 |
0.0000 |
0.0% |
1.3175 |
High |
1.3320 |
1.3320 |
0.0000 |
0.0% |
1.3273 |
Low |
1.3320 |
1.3320 |
0.0000 |
0.0% |
1.3175 |
Close |
1.3316 |
1.3320 |
0.0004 |
0.0% |
1.3204 |
Range |
|
|
|
|
|
ATR |
0.0040 |
0.0038 |
-0.0003 |
-6.4% |
0.0000 |
Volume |
384 |
37 |
-347 |
-90.4% |
93 |
|
Daily Pivots for day following 15-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3320 |
1.3320 |
1.3320 |
|
R3 |
1.3320 |
1.3320 |
1.3320 |
|
R2 |
1.3320 |
1.3320 |
1.3320 |
|
R1 |
1.3320 |
1.3320 |
1.3320 |
1.3320 |
PP |
1.3320 |
1.3320 |
1.3320 |
1.3320 |
S1 |
1.3320 |
1.3320 |
1.3320 |
1.3320 |
S2 |
1.3320 |
1.3320 |
1.3320 |
|
S3 |
1.3320 |
1.3320 |
1.3320 |
|
S4 |
1.3320 |
1.3320 |
1.3320 |
|
|
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 |
1.3320 |
1.3190 |
0.0130 |
1.0% |
0.0003 |
0.0% |
100% |
True |
False |
222 |
10 |
1.3320 |
1.3175 |
0.0145 |
1.1% |
0.0007 |
0.1% |
100% |
True |
False |
119 |
20 |
1.3350 |
1.3175 |
0.0175 |
1.3% |
0.0004 |
0.0% |
83% |
False |
False |
64 |
40 |
1.3350 |
1.3024 |
0.0326 |
2.4% |
0.0005 |
0.0% |
91% |
False |
False |
33 |
60 |
1.3417 |
1.3012 |
0.0405 |
3.0% |
0.0003 |
0.0% |
76% |
False |
False |
29 |
80 |
1.3472 |
1.2965 |
0.0507 |
3.8% |
0.0002 |
0.0% |
70% |
False |
False |
23 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3320 |
2.618 |
1.3320 |
1.618 |
1.3320 |
1.000 |
1.3320 |
0.618 |
1.3320 |
HIGH |
1.3320 |
0.618 |
1.3320 |
0.500 |
1.3320 |
0.382 |
1.3320 |
LOW |
1.3320 |
0.618 |
1.3320 |
1.000 |
1.3320 |
1.618 |
1.3320 |
2.618 |
1.3320 |
4.250 |
1.3320 |
|
|
Fisher Pivots for day following 15-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1.3320 |
1.3314 |
PP |
1.3320 |
1.3308 |
S1 |
1.3320 |
1.3302 |
|