CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 01-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2007 |
01-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3222 |
1.3231 |
0.0009 |
0.1% |
1.3163 |
| High |
1.3244 |
1.3239 |
-0.0005 |
0.0% |
1.3201 |
| Low |
1.3200 |
1.3165 |
-0.0035 |
-0.3% |
1.3110 |
| Close |
1.3242 |
1.3205 |
-0.0037 |
-0.3% |
1.3178 |
| Range |
0.0044 |
0.0074 |
0.0030 |
68.2% |
0.0091 |
| ATR |
0.0060 |
0.0062 |
0.0001 |
2.0% |
0.0000 |
| Volume |
211,276 |
188,830 |
-22,446 |
-10.6% |
567,439 |
|
| Daily Pivots for day following 01-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3425 |
1.3389 |
1.3246 |
|
| R3 |
1.3351 |
1.3315 |
1.3225 |
|
| R2 |
1.3277 |
1.3277 |
1.3219 |
|
| R1 |
1.3241 |
1.3241 |
1.3212 |
1.3222 |
| PP |
1.3203 |
1.3203 |
1.3203 |
1.3194 |
| S1 |
1.3167 |
1.3167 |
1.3198 |
1.3148 |
| S2 |
1.3129 |
1.3129 |
1.3191 |
|
| S3 |
1.3055 |
1.3093 |
1.3185 |
|
| S4 |
1.2981 |
1.3019 |
1.3164 |
|
|
| 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 |
1.3137 |
0.0133 |
1.0% |
0.0051 |
0.4% |
51% |
False |
False |
161,460 |
| 10 |
1.3270 |
1.3110 |
0.0160 |
1.2% |
0.0046 |
0.3% |
59% |
False |
False |
163,687 |
| 20 |
1.3270 |
1.2939 |
0.0331 |
2.5% |
0.0047 |
0.4% |
80% |
False |
False |
163,044 |
| 40 |
1.3304 |
1.2904 |
0.0400 |
3.0% |
0.0056 |
0.4% |
75% |
False |
False |
167,744 |
| 60 |
1.3421 |
1.2904 |
0.0517 |
3.9% |
0.0061 |
0.5% |
58% |
False |
False |
148,762 |
| 80 |
1.3421 |
1.2759 |
0.0662 |
5.0% |
0.0056 |
0.4% |
67% |
False |
False |
112,001 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0049 |
0.4% |
74% |
False |
False |
89,693 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0044 |
0.3% |
74% |
False |
False |
74,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3554 |
|
2.618 |
1.3433 |
|
1.618 |
1.3359 |
|
1.000 |
1.3313 |
|
0.618 |
1.3285 |
|
HIGH |
1.3239 |
|
0.618 |
1.3211 |
|
0.500 |
1.3202 |
|
0.382 |
1.3193 |
|
LOW |
1.3165 |
|
0.618 |
1.3119 |
|
1.000 |
1.3091 |
|
1.618 |
1.3045 |
|
2.618 |
1.2971 |
|
4.250 |
1.2851 |
|
|
| Fisher Pivots for day following 01-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3204 |
1.3218 |
| PP |
1.3203 |
1.3213 |
| S1 |
1.3202 |
1.3209 |
|