CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 13-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2007 |
13-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1.2980 |
1.3041 |
0.0061 |
0.5% |
1.2952 |
| High |
1.2990 |
1.3065 |
0.0075 |
0.6% |
1.3063 |
| Low |
1.2974 |
1.3028 |
0.0054 |
0.4% |
1.2939 |
| Close |
1.2982 |
1.3052 |
0.0070 |
0.5% |
1.3027 |
| Range |
0.0016 |
0.0037 |
0.0021 |
131.3% |
0.0124 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.9% |
0.0000 |
| Volume |
132,104 |
122,428 |
-9,676 |
-7.3% |
798,660 |
|
| Daily Pivots for day following 13-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3159 |
1.3143 |
1.3072 |
|
| R3 |
1.3122 |
1.3106 |
1.3062 |
|
| R2 |
1.3085 |
1.3085 |
1.3059 |
|
| R1 |
1.3069 |
1.3069 |
1.3055 |
1.3077 |
| PP |
1.3048 |
1.3048 |
1.3048 |
1.3053 |
| S1 |
1.3032 |
1.3032 |
1.3049 |
1.3040 |
| S2 |
1.3011 |
1.3011 |
1.3045 |
|
| S3 |
1.2974 |
1.2995 |
1.3042 |
|
| S4 |
1.2937 |
1.2958 |
1.3032 |
|
|
| Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3382 |
1.3328 |
1.3095 |
|
| R3 |
1.3258 |
1.3204 |
1.3061 |
|
| R2 |
1.3134 |
1.3134 |
1.3050 |
|
| R1 |
1.3080 |
1.3080 |
1.3038 |
1.3107 |
| PP |
1.3010 |
1.3010 |
1.3010 |
1.3023 |
| S1 |
1.2956 |
1.2956 |
1.3016 |
1.2983 |
| S2 |
1.2886 |
1.2886 |
1.3004 |
|
| S3 |
1.2762 |
1.2832 |
1.2993 |
|
| S4 |
1.2638 |
1.2708 |
1.2959 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3065 |
1.2974 |
0.0091 |
0.7% |
0.0036 |
0.3% |
86% |
True |
False |
138,144 |
| 10 |
1.3091 |
1.2939 |
0.0152 |
1.2% |
0.0052 |
0.4% |
74% |
False |
False |
156,986 |
| 20 |
1.3091 |
1.2910 |
0.0181 |
1.4% |
0.0053 |
0.4% |
78% |
False |
False |
164,065 |
| 40 |
1.3344 |
1.2904 |
0.0440 |
3.4% |
0.0061 |
0.5% |
34% |
False |
False |
167,247 |
| 60 |
1.3421 |
1.2855 |
0.0566 |
4.3% |
0.0060 |
0.5% |
35% |
False |
False |
119,207 |
| 80 |
1.3421 |
1.2633 |
0.0788 |
6.0% |
0.0053 |
0.4% |
53% |
False |
False |
89,540 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0046 |
0.4% |
56% |
False |
False |
71,701 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0040 |
0.3% |
56% |
False |
False |
59,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3222 |
|
2.618 |
1.3162 |
|
1.618 |
1.3125 |
|
1.000 |
1.3102 |
|
0.618 |
1.3088 |
|
HIGH |
1.3065 |
|
0.618 |
1.3051 |
|
0.500 |
1.3047 |
|
0.382 |
1.3042 |
|
LOW |
1.3028 |
|
0.618 |
1.3005 |
|
1.000 |
1.2991 |
|
1.618 |
1.2968 |
|
2.618 |
1.2931 |
|
4.250 |
1.2871 |
|
|
| Fisher Pivots for day following 13-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3050 |
1.3041 |
| PP |
1.3048 |
1.3030 |
| S1 |
1.3047 |
1.3020 |
|