CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 07-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2007 |
07-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3111 |
1.3144 |
0.0033 |
0.3% |
1.3175 |
| High |
1.3130 |
1.3194 |
0.0064 |
0.5% |
1.3270 |
| Low |
1.3095 |
1.3136 |
0.0041 |
0.3% |
1.3165 |
| Close |
1.3128 |
1.3188 |
0.0060 |
0.5% |
1.3199 |
| Range |
0.0035 |
0.0058 |
0.0023 |
65.7% |
0.0105 |
| ATR |
0.0062 |
0.0063 |
0.0000 |
0.4% |
0.0000 |
| Volume |
234,569 |
144,582 |
-89,987 |
-38.4% |
901,426 |
|
| Daily Pivots for day following 07-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3347 |
1.3325 |
1.3220 |
|
| R3 |
1.3289 |
1.3267 |
1.3204 |
|
| R2 |
1.3231 |
1.3231 |
1.3199 |
|
| R1 |
1.3209 |
1.3209 |
1.3193 |
1.3220 |
| PP |
1.3173 |
1.3173 |
1.3173 |
1.3178 |
| S1 |
1.3151 |
1.3151 |
1.3183 |
1.3162 |
| S2 |
1.3115 |
1.3115 |
1.3177 |
|
| S3 |
1.3057 |
1.3093 |
1.3172 |
|
| S4 |
1.2999 |
1.3035 |
1.3156 |
|
|
| 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 |
1.3239 |
1.3081 |
0.0158 |
1.2% |
0.0051 |
0.4% |
68% |
False |
False |
198,687 |
| 10 |
1.3270 |
1.3081 |
0.0189 |
1.4% |
0.0048 |
0.4% |
57% |
False |
False |
176,824 |
| 20 |
1.3270 |
1.2974 |
0.0296 |
2.2% |
0.0044 |
0.3% |
72% |
False |
False |
164,844 |
| 40 |
1.3270 |
1.2904 |
0.0366 |
2.8% |
0.0053 |
0.4% |
78% |
False |
False |
171,056 |
| 60 |
1.3421 |
1.2904 |
0.0517 |
3.9% |
0.0060 |
0.5% |
55% |
False |
False |
161,472 |
| 80 |
1.3421 |
1.2837 |
0.0584 |
4.4% |
0.0057 |
0.4% |
60% |
False |
False |
122,019 |
| 100 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0050 |
0.4% |
72% |
False |
False |
97,720 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0045 |
0.3% |
72% |
False |
False |
81,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3441 |
|
2.618 |
1.3346 |
|
1.618 |
1.3288 |
|
1.000 |
1.3252 |
|
0.618 |
1.3230 |
|
HIGH |
1.3194 |
|
0.618 |
1.3172 |
|
0.500 |
1.3165 |
|
0.382 |
1.3158 |
|
LOW |
1.3136 |
|
0.618 |
1.3100 |
|
1.000 |
1.3078 |
|
1.618 |
1.3042 |
|
2.618 |
1.2984 |
|
4.250 |
1.2890 |
|
|
| Fisher Pivots for day following 07-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3180 |
1.3171 |
| PP |
1.3173 |
1.3154 |
| S1 |
1.3165 |
1.3138 |
|