CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 22-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2007 |
22-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3390 |
1.3415 |
0.0025 |
0.2% |
1.3277 |
| High |
1.3465 |
1.3453 |
-0.0012 |
-0.1% |
1.3410 |
| Low |
1.3383 |
1.3398 |
0.0015 |
0.1% |
1.3277 |
| Close |
1.3465 |
1.3415 |
-0.0050 |
-0.4% |
1.3395 |
| Range |
0.0082 |
0.0055 |
-0.0027 |
-32.9% |
0.0133 |
| ATR |
0.0042 |
0.0044 |
0.0002 |
4.2% |
0.0000 |
| Volume |
150 |
271 |
121 |
80.7% |
1,128 |
|
| Daily Pivots for day following 22-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3587 |
1.3556 |
1.3445 |
|
| R3 |
1.3532 |
1.3501 |
1.3430 |
|
| R2 |
1.3477 |
1.3477 |
1.3425 |
|
| R1 |
1.3446 |
1.3446 |
1.3420 |
1.3443 |
| PP |
1.3422 |
1.3422 |
1.3422 |
1.3420 |
| S1 |
1.3391 |
1.3391 |
1.3410 |
1.3388 |
| S2 |
1.3367 |
1.3367 |
1.3405 |
|
| S3 |
1.3312 |
1.3336 |
1.3400 |
|
| S4 |
1.3257 |
1.3281 |
1.3385 |
|
|
| 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 |
1.3375 |
0.0090 |
0.7% |
0.0036 |
0.3% |
44% |
False |
False |
216 |
| 10 |
1.3465 |
1.3190 |
0.0275 |
2.0% |
0.0020 |
0.1% |
82% |
False |
False |
219 |
| 20 |
1.3465 |
1.3175 |
0.0290 |
2.2% |
0.0013 |
0.1% |
83% |
False |
False |
117 |
| 40 |
1.3465 |
1.3024 |
0.0441 |
3.3% |
0.0009 |
0.1% |
89% |
False |
False |
60 |
| 60 |
1.3465 |
1.3012 |
0.0453 |
3.4% |
0.0006 |
0.0% |
89% |
False |
False |
46 |
| 80 |
1.3472 |
1.3012 |
0.0460 |
3.4% |
0.0005 |
0.0% |
88% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3687 |
|
2.618 |
1.3597 |
|
1.618 |
1.3542 |
|
1.000 |
1.3508 |
|
0.618 |
1.3487 |
|
HIGH |
1.3453 |
|
0.618 |
1.3432 |
|
0.500 |
1.3426 |
|
0.382 |
1.3419 |
|
LOW |
1.3398 |
|
0.618 |
1.3364 |
|
1.000 |
1.3343 |
|
1.618 |
1.3309 |
|
2.618 |
1.3254 |
|
4.250 |
1.3164 |
|
|
| Fisher Pivots for day following 22-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3426 |
1.3421 |
| PP |
1.3422 |
1.3419 |
| S1 |
1.3419 |
1.3417 |
|