CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 20-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2007 |
20-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3386 |
1.3393 |
0.0007 |
0.1% |
1.3277 |
| High |
1.3380 |
1.3404 |
0.0024 |
0.2% |
1.3410 |
| Low |
1.3375 |
1.3376 |
0.0001 |
0.0% |
1.3277 |
| Close |
1.3386 |
1.3393 |
0.0007 |
0.1% |
1.3395 |
| Range |
0.0005 |
0.0028 |
0.0023 |
460.0% |
0.0133 |
| ATR |
0.0040 |
0.0039 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
556 |
76 |
-480 |
-86.3% |
1,128 |
|
| Daily Pivots for day following 20-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3475 |
1.3462 |
1.3408 |
|
| R3 |
1.3447 |
1.3434 |
1.3401 |
|
| R2 |
1.3419 |
1.3419 |
1.3398 |
|
| R1 |
1.3406 |
1.3406 |
1.3396 |
1.3407 |
| PP |
1.3391 |
1.3391 |
1.3391 |
1.3392 |
| S1 |
1.3378 |
1.3378 |
1.3390 |
1.3379 |
| S2 |
1.3363 |
1.3363 |
1.3388 |
|
| S3 |
1.3335 |
1.3350 |
1.3385 |
|
| S4 |
1.3307 |
1.3322 |
1.3378 |
|
|
| 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 |
1.3320 |
0.0090 |
0.7% |
0.0009 |
0.1% |
81% |
False |
False |
216 |
| 10 |
1.3410 |
1.3190 |
0.0220 |
1.6% |
0.0006 |
0.0% |
92% |
False |
False |
178 |
| 20 |
1.3410 |
1.3175 |
0.0235 |
1.8% |
0.0007 |
0.0% |
93% |
False |
False |
97 |
| 40 |
1.3410 |
1.3024 |
0.0386 |
2.9% |
0.0006 |
0.0% |
96% |
False |
False |
49 |
| 60 |
1.3417 |
1.3012 |
0.0405 |
3.0% |
0.0004 |
0.0% |
94% |
False |
False |
40 |
| 80 |
1.3472 |
1.3012 |
0.0460 |
3.4% |
0.0003 |
0.0% |
83% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3523 |
|
2.618 |
1.3477 |
|
1.618 |
1.3449 |
|
1.000 |
1.3432 |
|
0.618 |
1.3421 |
|
HIGH |
1.3404 |
|
0.618 |
1.3393 |
|
0.500 |
1.3390 |
|
0.382 |
1.3387 |
|
LOW |
1.3376 |
|
0.618 |
1.3359 |
|
1.000 |
1.3348 |
|
1.618 |
1.3331 |
|
2.618 |
1.3303 |
|
4.250 |
1.3257 |
|
|
| Fisher Pivots for day following 20-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3392 |
1.3393 |
| PP |
1.3391 |
1.3393 |
| S1 |
1.3390 |
1.3393 |
|