CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 27-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2007 |
27-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3175 |
1.3241 |
0.0066 |
0.5% |
1.3163 |
| High |
1.3199 |
1.3270 |
0.0071 |
0.5% |
1.3201 |
| Low |
1.3167 |
1.3231 |
0.0064 |
0.5% |
1.3110 |
| Close |
1.3196 |
1.3255 |
0.0059 |
0.4% |
1.3178 |
| Range |
0.0032 |
0.0039 |
0.0007 |
21.9% |
0.0091 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.7% |
0.0000 |
| Volume |
155,406 |
110,004 |
-45,402 |
-29.2% |
567,439 |
|
| Daily Pivots for day following 27-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3369 |
1.3351 |
1.3276 |
|
| R3 |
1.3330 |
1.3312 |
1.3266 |
|
| R2 |
1.3291 |
1.3291 |
1.3262 |
|
| R1 |
1.3273 |
1.3273 |
1.3259 |
1.3282 |
| PP |
1.3252 |
1.3252 |
1.3252 |
1.3257 |
| S1 |
1.3234 |
1.3234 |
1.3251 |
1.3243 |
| S2 |
1.3213 |
1.3213 |
1.3248 |
|
| S3 |
1.3174 |
1.3195 |
1.3244 |
|
| S4 |
1.3135 |
1.3156 |
1.3234 |
|
|
| 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 |
1.3270 |
1.3110 |
0.0160 |
1.2% |
0.0044 |
0.3% |
91% |
True |
False |
139,127 |
| 10 |
1.3270 |
1.3028 |
0.0242 |
1.8% |
0.0045 |
0.3% |
94% |
True |
False |
152,387 |
| 20 |
1.3270 |
1.2939 |
0.0331 |
2.5% |
0.0048 |
0.4% |
95% |
True |
False |
153,952 |
| 40 |
1.3344 |
1.2904 |
0.0440 |
3.3% |
0.0055 |
0.4% |
80% |
False |
False |
163,963 |
| 60 |
1.3421 |
1.2904 |
0.0517 |
3.9% |
0.0062 |
0.5% |
68% |
False |
False |
142,269 |
| 80 |
1.3421 |
1.2759 |
0.0662 |
5.0% |
0.0055 |
0.4% |
75% |
False |
False |
107,014 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0048 |
0.4% |
80% |
False |
False |
85,695 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0043 |
0.3% |
80% |
False |
False |
71,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3436 |
|
2.618 |
1.3372 |
|
1.618 |
1.3333 |
|
1.000 |
1.3309 |
|
0.618 |
1.3294 |
|
HIGH |
1.3270 |
|
0.618 |
1.3255 |
|
0.500 |
1.3251 |
|
0.382 |
1.3246 |
|
LOW |
1.3231 |
|
0.618 |
1.3207 |
|
1.000 |
1.3192 |
|
1.618 |
1.3168 |
|
2.618 |
1.3129 |
|
4.250 |
1.3065 |
|
|
| Fisher Pivots for day following 27-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3254 |
1.3238 |
| PP |
1.3252 |
1.3221 |
| S1 |
1.3251 |
1.3204 |
|