CME Euro FX Future September 2007
Trading Metrics calculated at close of trading on 23-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2007 |
23-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1.3415 |
1.3373 |
-0.0042 |
-0.3% |
1.3386 |
High |
1.3453 |
1.3373 |
-0.0080 |
-0.6% |
1.3465 |
Low |
1.3398 |
1.3373 |
-0.0025 |
-0.2% |
1.3373 |
Close |
1.3415 |
1.3373 |
-0.0042 |
-0.3% |
1.3373 |
Range |
0.0055 |
0.0000 |
-0.0055 |
-100.0% |
0.0092 |
ATR |
0.0044 |
0.0044 |
0.0000 |
-0.3% |
0.0000 |
Volume |
271 |
167 |
-104 |
-38.4% |
1,220 |
|
Daily Pivots for day following 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3373 |
1.3373 |
1.3373 |
|
R3 |
1.3373 |
1.3373 |
1.3373 |
|
R2 |
1.3373 |
1.3373 |
1.3373 |
|
R1 |
1.3373 |
1.3373 |
1.3373 |
1.3373 |
PP |
1.3373 |
1.3373 |
1.3373 |
1.3373 |
S1 |
1.3373 |
1.3373 |
1.3373 |
1.3373 |
S2 |
1.3373 |
1.3373 |
1.3373 |
|
S3 |
1.3373 |
1.3373 |
1.3373 |
|
S4 |
1.3373 |
1.3373 |
1.3373 |
|
|
Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3680 |
1.3618 |
1.3424 |
|
R3 |
1.3588 |
1.3526 |
1.3398 |
|
R2 |
1.3496 |
1.3496 |
1.3390 |
|
R1 |
1.3434 |
1.3434 |
1.3381 |
1.3419 |
PP |
1.3404 |
1.3404 |
1.3404 |
1.3396 |
S1 |
1.3342 |
1.3342 |
1.3365 |
1.3327 |
S2 |
1.3312 |
1.3312 |
1.3356 |
|
S3 |
1.3220 |
1.3250 |
1.3348 |
|
S4 |
1.3128 |
1.3158 |
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 |
1.3373 |
0.0092 |
0.7% |
0.0034 |
0.3% |
0% |
False |
True |
244 |
10 |
1.3465 |
1.3277 |
0.0188 |
1.4% |
0.0018 |
0.1% |
51% |
False |
False |
234 |
20 |
1.3465 |
1.3175 |
0.0290 |
2.2% |
0.0013 |
0.1% |
68% |
False |
False |
123 |
40 |
1.3465 |
1.3024 |
0.0441 |
3.3% |
0.0009 |
0.1% |
79% |
False |
False |
64 |
60 |
1.3465 |
1.3012 |
0.0453 |
3.4% |
0.0006 |
0.0% |
80% |
False |
False |
48 |
80 |
1.3472 |
1.3012 |
0.0460 |
3.4% |
0.0005 |
0.0% |
78% |
False |
False |
39 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3373 |
2.618 |
1.3373 |
1.618 |
1.3373 |
1.000 |
1.3373 |
0.618 |
1.3373 |
HIGH |
1.3373 |
0.618 |
1.3373 |
0.500 |
1.3373 |
0.382 |
1.3373 |
LOW |
1.3373 |
0.618 |
1.3373 |
1.000 |
1.3373 |
1.618 |
1.3373 |
2.618 |
1.3373 |
4.250 |
1.3373 |
|
|
Fisher Pivots for day following 23-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1.3373 |
1.3419 |
PP |
1.3373 |
1.3404 |
S1 |
1.3373 |
1.3388 |
|