CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 16-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2007 |
16-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3320 |
1.3410 |
0.0090 |
0.7% |
1.3277 |
| High |
1.3320 |
1.3410 |
0.0090 |
0.7% |
1.3410 |
| Low |
1.3320 |
1.3400 |
0.0080 |
0.6% |
1.3277 |
| Close |
1.3320 |
1.3395 |
0.0075 |
0.6% |
1.3395 |
| Range |
0.0000 |
0.0010 |
0.0010 |
|
0.0133 |
| ATR |
0.0038 |
0.0042 |
0.0004 |
9.9% |
0.0000 |
| Volume |
37 |
29 |
-8 |
-21.6% |
1,128 |
|
| Daily Pivots for day following 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3432 |
1.3423 |
1.3401 |
|
| R3 |
1.3422 |
1.3413 |
1.3398 |
|
| R2 |
1.3412 |
1.3412 |
1.3397 |
|
| R1 |
1.3403 |
1.3403 |
1.3396 |
1.3403 |
| PP |
1.3402 |
1.3402 |
1.3402 |
1.3401 |
| S1 |
1.3393 |
1.3393 |
1.3394 |
1.3393 |
| S2 |
1.3392 |
1.3392 |
1.3393 |
|
| S3 |
1.3382 |
1.3383 |
1.3392 |
|
| S4 |
1.3372 |
1.3373 |
1.3390 |
|
|
| Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3760 |
1.3710 |
1.3468 |
|
| R3 |
1.3627 |
1.3577 |
1.3432 |
|
| R2 |
1.3494 |
1.3494 |
1.3419 |
|
| R1 |
1.3444 |
1.3444 |
1.3407 |
1.3469 |
| PP |
1.3361 |
1.3361 |
1.3361 |
1.3373 |
| S1 |
1.3311 |
1.3311 |
1.3383 |
1.3336 |
| S2 |
1.3228 |
1.3228 |
1.3371 |
|
| S3 |
1.3095 |
1.3178 |
1.3358 |
|
| S4 |
1.2962 |
1.3045 |
1.3322 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3410 |
1.3277 |
0.0133 |
1.0% |
0.0002 |
0.0% |
89% |
True |
False |
225 |
| 10 |
1.3410 |
1.3175 |
0.0235 |
1.8% |
0.0006 |
0.0% |
94% |
True |
False |
122 |
| 20 |
1.3410 |
1.3175 |
0.0235 |
1.8% |
0.0005 |
0.0% |
94% |
True |
False |
65 |
| 40 |
1.3410 |
1.3024 |
0.0386 |
2.9% |
0.0005 |
0.0% |
96% |
True |
False |
34 |
| 60 |
1.3417 |
1.3012 |
0.0405 |
3.0% |
0.0003 |
0.0% |
95% |
False |
False |
29 |
| 80 |
1.3472 |
1.2965 |
0.0507 |
3.8% |
0.0003 |
0.0% |
85% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3453 |
|
2.618 |
1.3436 |
|
1.618 |
1.3426 |
|
1.000 |
1.3420 |
|
0.618 |
1.3416 |
|
HIGH |
1.3410 |
|
0.618 |
1.3406 |
|
0.500 |
1.3405 |
|
0.382 |
1.3404 |
|
LOW |
1.3400 |
|
0.618 |
1.3394 |
|
1.000 |
1.3390 |
|
1.618 |
1.3384 |
|
2.618 |
1.3374 |
|
4.250 |
1.3358 |
|
|
| Fisher Pivots for day following 16-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3405 |
1.3385 |
| PP |
1.3402 |
1.3375 |
| S1 |
1.3398 |
1.3365 |
|