CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 12-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2007 |
12-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3161 |
1.3182 |
0.0021 |
0.2% |
1.3092 |
| High |
1.3164 |
1.3200 |
0.0036 |
0.3% |
1.3194 |
| Low |
1.3092 |
1.3153 |
0.0061 |
0.5% |
1.3081 |
| Close |
1.3119 |
1.3192 |
0.0073 |
0.6% |
1.3119 |
| Range |
0.0072 |
0.0047 |
-0.0025 |
-34.7% |
0.0113 |
| ATR |
0.0063 |
0.0065 |
0.0001 |
2.0% |
0.0000 |
| Volume |
154,842 |
171,483 |
16,641 |
10.7% |
856,604 |
|
| Daily Pivots for day following 12-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3323 |
1.3304 |
1.3218 |
|
| R3 |
1.3276 |
1.3257 |
1.3205 |
|
| R2 |
1.3229 |
1.3229 |
1.3201 |
|
| R1 |
1.3210 |
1.3210 |
1.3196 |
1.3220 |
| PP |
1.3182 |
1.3182 |
1.3182 |
1.3186 |
| S1 |
1.3163 |
1.3163 |
1.3188 |
1.3173 |
| S2 |
1.3135 |
1.3135 |
1.3183 |
|
| S3 |
1.3088 |
1.3116 |
1.3179 |
|
| S4 |
1.3041 |
1.3069 |
1.3166 |
|
|
| Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3470 |
1.3408 |
1.3181 |
|
| R3 |
1.3357 |
1.3295 |
1.3150 |
|
| R2 |
1.3244 |
1.3244 |
1.3140 |
|
| R1 |
1.3182 |
1.3182 |
1.3129 |
1.3213 |
| PP |
1.3131 |
1.3131 |
1.3131 |
1.3147 |
| S1 |
1.3069 |
1.3069 |
1.3109 |
1.3100 |
| S2 |
1.3018 |
1.3018 |
1.3098 |
|
| S3 |
1.2905 |
1.2956 |
1.3088 |
|
| S4 |
1.2792 |
1.2843 |
1.3057 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3200 |
1.3092 |
0.0108 |
0.8% |
0.0053 |
0.4% |
93% |
True |
False |
167,708 |
| 10 |
1.3270 |
1.3081 |
0.0189 |
1.4% |
0.0051 |
0.4% |
59% |
False |
False |
177,410 |
| 20 |
1.3270 |
1.2974 |
0.0296 |
2.2% |
0.0047 |
0.4% |
74% |
False |
False |
166,003 |
| 40 |
1.3270 |
1.2904 |
0.0366 |
2.8% |
0.0052 |
0.4% |
79% |
False |
False |
170,568 |
| 60 |
1.3344 |
1.2904 |
0.0440 |
3.3% |
0.0058 |
0.4% |
65% |
False |
False |
166,772 |
| 80 |
1.3421 |
1.2855 |
0.0566 |
4.3% |
0.0057 |
0.4% |
60% |
False |
False |
127,739 |
| 100 |
1.3421 |
1.2605 |
0.0816 |
6.2% |
0.0052 |
0.4% |
72% |
False |
False |
102,294 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0046 |
0.4% |
73% |
False |
False |
85,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3400 |
|
2.618 |
1.3323 |
|
1.618 |
1.3276 |
|
1.000 |
1.3247 |
|
0.618 |
1.3229 |
|
HIGH |
1.3200 |
|
0.618 |
1.3182 |
|
0.500 |
1.3177 |
|
0.382 |
1.3171 |
|
LOW |
1.3153 |
|
0.618 |
1.3124 |
|
1.000 |
1.3106 |
|
1.618 |
1.3077 |
|
2.618 |
1.3030 |
|
4.250 |
1.2953 |
|
|
| Fisher Pivots for day following 12-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3187 |
1.3177 |
| PP |
1.3182 |
1.3161 |
| S1 |
1.3177 |
1.3146 |
|