CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 05-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2007 |
05-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3173 |
1.3092 |
-0.0081 |
-0.6% |
1.3175 |
| High |
1.3209 |
1.3124 |
-0.0085 |
-0.6% |
1.3270 |
| Low |
1.3166 |
1.3081 |
-0.0085 |
-0.6% |
1.3165 |
| Close |
1.3199 |
1.3107 |
-0.0092 |
-0.7% |
1.3199 |
| Range |
0.0043 |
0.0043 |
0.0000 |
0.0% |
0.0105 |
| ATR |
0.0060 |
0.0064 |
0.0004 |
6.8% |
0.0000 |
| Volume |
235,910 |
189,545 |
-46,365 |
-19.7% |
901,426 |
|
| Daily Pivots for day following 05-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3233 |
1.3213 |
1.3131 |
|
| R3 |
1.3190 |
1.3170 |
1.3119 |
|
| R2 |
1.3147 |
1.3147 |
1.3115 |
|
| R1 |
1.3127 |
1.3127 |
1.3111 |
1.3137 |
| PP |
1.3104 |
1.3104 |
1.3104 |
1.3109 |
| S1 |
1.3084 |
1.3084 |
1.3103 |
1.3094 |
| S2 |
1.3061 |
1.3061 |
1.3099 |
|
| S3 |
1.3018 |
1.3041 |
1.3095 |
|
| S4 |
1.2975 |
1.2998 |
1.3083 |
|
|
| 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 |
1.3081 |
0.0189 |
1.4% |
0.0049 |
0.4% |
14% |
False |
True |
187,113 |
| 10 |
1.3270 |
1.3081 |
0.0189 |
1.4% |
0.0045 |
0.3% |
14% |
False |
True |
165,841 |
| 20 |
1.3270 |
1.2939 |
0.0331 |
2.5% |
0.0044 |
0.3% |
51% |
False |
False |
164,009 |
| 40 |
1.3270 |
1.2904 |
0.0366 |
2.8% |
0.0055 |
0.4% |
55% |
False |
False |
171,915 |
| 60 |
1.3421 |
1.2904 |
0.0517 |
3.9% |
0.0060 |
0.5% |
39% |
False |
False |
155,545 |
| 80 |
1.3421 |
1.2834 |
0.0587 |
4.5% |
0.0057 |
0.4% |
47% |
False |
False |
117,290 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0050 |
0.4% |
62% |
False |
False |
93,936 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.4% |
0.0044 |
0.3% |
62% |
False |
False |
78,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3307 |
|
2.618 |
1.3237 |
|
1.618 |
1.3194 |
|
1.000 |
1.3167 |
|
0.618 |
1.3151 |
|
HIGH |
1.3124 |
|
0.618 |
1.3108 |
|
0.500 |
1.3103 |
|
0.382 |
1.3097 |
|
LOW |
1.3081 |
|
0.618 |
1.3054 |
|
1.000 |
1.3038 |
|
1.618 |
1.3011 |
|
2.618 |
1.2968 |
|
4.250 |
1.2898 |
|
|
| Fisher Pivots for day following 05-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3106 |
1.3160 |
| PP |
1.3104 |
1.3142 |
| S1 |
1.3103 |
1.3125 |
|