CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 26-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2007 |
26-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3148 |
1.3175 |
0.0027 |
0.2% |
1.3163 |
| High |
1.3201 |
1.3199 |
-0.0002 |
0.0% |
1.3201 |
| Low |
1.3137 |
1.3167 |
0.0030 |
0.2% |
1.3110 |
| Close |
1.3178 |
1.3196 |
0.0018 |
0.1% |
1.3178 |
| Range |
0.0064 |
0.0032 |
-0.0032 |
-50.0% |
0.0091 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
141,785 |
155,406 |
13,621 |
9.6% |
567,439 |
|
| Daily Pivots for day following 26-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3283 |
1.3272 |
1.3214 |
|
| R3 |
1.3251 |
1.3240 |
1.3205 |
|
| R2 |
1.3219 |
1.3219 |
1.3202 |
|
| R1 |
1.3208 |
1.3208 |
1.3199 |
1.3214 |
| PP |
1.3187 |
1.3187 |
1.3187 |
1.3190 |
| S1 |
1.3176 |
1.3176 |
1.3193 |
1.3182 |
| S2 |
1.3155 |
1.3155 |
1.3190 |
|
| S3 |
1.3123 |
1.3144 |
1.3187 |
|
| S4 |
1.3091 |
1.3112 |
1.3178 |
|
|
| Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3436 |
1.3398 |
1.3228 |
|
| R3 |
1.3345 |
1.3307 |
1.3203 |
|
| R2 |
1.3254 |
1.3254 |
1.3195 |
|
| R1 |
1.3216 |
1.3216 |
1.3186 |
1.3235 |
| PP |
1.3163 |
1.3163 |
1.3163 |
1.3173 |
| S1 |
1.3125 |
1.3125 |
1.3170 |
1.3144 |
| S2 |
1.3072 |
1.3072 |
1.3161 |
|
| S3 |
1.2981 |
1.3034 |
1.3153 |
|
| S4 |
1.2890 |
1.2943 |
1.3128 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3201 |
1.3110 |
0.0091 |
0.7% |
0.0041 |
0.3% |
95% |
False |
False |
144,569 |
| 10 |
1.3201 |
1.2974 |
0.0227 |
1.7% |
0.0043 |
0.3% |
98% |
False |
False |
154,597 |
| 20 |
1.3201 |
1.2937 |
0.0264 |
2.0% |
0.0049 |
0.4% |
98% |
False |
False |
158,332 |
| 40 |
1.3344 |
1.2904 |
0.0440 |
3.3% |
0.0056 |
0.4% |
66% |
False |
False |
164,051 |
| 60 |
1.3421 |
1.2904 |
0.0517 |
3.9% |
0.0061 |
0.5% |
56% |
False |
False |
140,518 |
| 80 |
1.3421 |
1.2759 |
0.0662 |
5.0% |
0.0056 |
0.4% |
66% |
False |
False |
105,643 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0048 |
0.4% |
73% |
False |
False |
84,598 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0042 |
0.3% |
73% |
False |
False |
70,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3335 |
|
2.618 |
1.3283 |
|
1.618 |
1.3251 |
|
1.000 |
1.3231 |
|
0.618 |
1.3219 |
|
HIGH |
1.3199 |
|
0.618 |
1.3187 |
|
0.500 |
1.3183 |
|
0.382 |
1.3179 |
|
LOW |
1.3167 |
|
0.618 |
1.3147 |
|
1.000 |
1.3135 |
|
1.618 |
1.3115 |
|
2.618 |
1.3083 |
|
4.250 |
1.3031 |
|
|
| Fisher Pivots for day following 26-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3192 |
1.3183 |
| PP |
1.3187 |
1.3169 |
| S1 |
1.3183 |
1.3156 |
|