CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 02-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2007 |
02-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3231 |
1.3173 |
-0.0058 |
-0.4% |
1.3175 |
| High |
1.3239 |
1.3209 |
-0.0030 |
-0.2% |
1.3270 |
| Low |
1.3165 |
1.3166 |
0.0001 |
0.0% |
1.3165 |
| Close |
1.3205 |
1.3199 |
-0.0006 |
0.0% |
1.3199 |
| Range |
0.0074 |
0.0043 |
-0.0031 |
-41.9% |
0.0105 |
| ATR |
0.0062 |
0.0060 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
188,830 |
235,910 |
47,080 |
24.9% |
901,426 |
|
| Daily Pivots for day following 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3320 |
1.3303 |
1.3223 |
|
| R3 |
1.3277 |
1.3260 |
1.3211 |
|
| R2 |
1.3234 |
1.3234 |
1.3207 |
|
| R1 |
1.3217 |
1.3217 |
1.3203 |
1.3226 |
| PP |
1.3191 |
1.3191 |
1.3191 |
1.3196 |
| S1 |
1.3174 |
1.3174 |
1.3195 |
1.3183 |
| S2 |
1.3148 |
1.3148 |
1.3191 |
|
| S3 |
1.3105 |
1.3131 |
1.3187 |
|
| S4 |
1.3062 |
1.3088 |
1.3175 |
|
|
| Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3526 |
1.3468 |
1.3257 |
|
| R3 |
1.3421 |
1.3363 |
1.3228 |
|
| R2 |
1.3316 |
1.3316 |
1.3218 |
|
| R1 |
1.3258 |
1.3258 |
1.3209 |
1.3287 |
| PP |
1.3211 |
1.3211 |
1.3211 |
1.3226 |
| S1 |
1.3153 |
1.3153 |
1.3189 |
1.3182 |
| S2 |
1.3106 |
1.3106 |
1.3180 |
|
| S3 |
1.3001 |
1.3048 |
1.3170 |
|
| S4 |
1.2896 |
1.2943 |
1.3141 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3270 |
1.3165 |
0.0105 |
0.8% |
0.0046 |
0.4% |
32% |
False |
False |
180,285 |
| 10 |
1.3270 |
1.3110 |
0.0160 |
1.2% |
0.0045 |
0.3% |
56% |
False |
False |
165,925 |
| 20 |
1.3270 |
1.2939 |
0.0331 |
2.5% |
0.0047 |
0.4% |
79% |
False |
False |
162,554 |
| 40 |
1.3270 |
1.2904 |
0.0366 |
2.8% |
0.0055 |
0.4% |
81% |
False |
False |
171,999 |
| 60 |
1.3421 |
1.2904 |
0.0517 |
3.9% |
0.0061 |
0.5% |
57% |
False |
False |
152,578 |
| 80 |
1.3421 |
1.2759 |
0.0662 |
5.0% |
0.0056 |
0.4% |
66% |
False |
False |
114,927 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0049 |
0.4% |
73% |
False |
False |
92,050 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0044 |
0.3% |
73% |
False |
False |
76,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3392 |
|
2.618 |
1.3322 |
|
1.618 |
1.3279 |
|
1.000 |
1.3252 |
|
0.618 |
1.3236 |
|
HIGH |
1.3209 |
|
0.618 |
1.3193 |
|
0.500 |
1.3188 |
|
0.382 |
1.3182 |
|
LOW |
1.3166 |
|
0.618 |
1.3139 |
|
1.000 |
1.3123 |
|
1.618 |
1.3096 |
|
2.618 |
1.3053 |
|
4.250 |
1.2983 |
|
|
| Fisher Pivots for day following 02-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3195 |
1.3205 |
| PP |
1.3191 |
1.3203 |
| S1 |
1.3188 |
1.3201 |
|