CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 21-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2007 |
21-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3393 |
1.3390 |
-0.0003 |
0.0% |
1.3277 |
| High |
1.3404 |
1.3465 |
0.0061 |
0.5% |
1.3410 |
| Low |
1.3376 |
1.3383 |
0.0007 |
0.1% |
1.3277 |
| Close |
1.3393 |
1.3465 |
0.0072 |
0.5% |
1.3395 |
| Range |
0.0028 |
0.0082 |
0.0054 |
192.9% |
0.0133 |
| ATR |
0.0039 |
0.0042 |
0.0003 |
7.8% |
0.0000 |
| Volume |
76 |
150 |
74 |
97.4% |
1,128 |
|
| Daily Pivots for day following 21-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3684 |
1.3656 |
1.3510 |
|
| R3 |
1.3602 |
1.3574 |
1.3488 |
|
| R2 |
1.3520 |
1.3520 |
1.3480 |
|
| R1 |
1.3492 |
1.3492 |
1.3473 |
1.3506 |
| PP |
1.3438 |
1.3438 |
1.3438 |
1.3445 |
| S1 |
1.3410 |
1.3410 |
1.3457 |
1.3424 |
| S2 |
1.3356 |
1.3356 |
1.3450 |
|
| S3 |
1.3274 |
1.3328 |
1.3442 |
|
| S4 |
1.3192 |
1.3246 |
1.3420 |
|
|
| 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 |
1.3465 |
1.3320 |
0.0145 |
1.1% |
0.0025 |
0.2% |
100% |
True |
False |
169 |
| 10 |
1.3465 |
1.3190 |
0.0275 |
2.0% |
0.0014 |
0.1% |
100% |
True |
False |
192 |
| 20 |
1.3465 |
1.3175 |
0.0290 |
2.2% |
0.0011 |
0.1% |
100% |
True |
False |
104 |
| 40 |
1.3465 |
1.3024 |
0.0441 |
3.3% |
0.0008 |
0.1% |
100% |
True |
False |
53 |
| 60 |
1.3465 |
1.3012 |
0.0453 |
3.4% |
0.0005 |
0.0% |
100% |
True |
False |
42 |
| 80 |
1.3472 |
1.3012 |
0.0460 |
3.4% |
0.0004 |
0.0% |
98% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3814 |
|
2.618 |
1.3680 |
|
1.618 |
1.3598 |
|
1.000 |
1.3547 |
|
0.618 |
1.3516 |
|
HIGH |
1.3465 |
|
0.618 |
1.3434 |
|
0.500 |
1.3424 |
|
0.382 |
1.3414 |
|
LOW |
1.3383 |
|
0.618 |
1.3332 |
|
1.000 |
1.3301 |
|
1.618 |
1.3250 |
|
2.618 |
1.3168 |
|
4.250 |
1.3035 |
|
|
| Fisher Pivots for day following 21-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3451 |
1.3450 |
| PP |
1.3438 |
1.3435 |
| S1 |
1.3424 |
1.3420 |
|