CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 15-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2007 |
15-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3210 |
1.3216 |
0.0006 |
0.0% |
1.3092 |
| High |
1.3247 |
1.3248 |
0.0001 |
0.0% |
1.3194 |
| Low |
1.3185 |
1.3216 |
0.0031 |
0.2% |
1.3081 |
| Close |
1.3231 |
1.3235 |
0.0004 |
0.0% |
1.3119 |
| Range |
0.0062 |
0.0032 |
-0.0030 |
-48.4% |
0.0113 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
161,701 |
140,629 |
-21,072 |
-13.0% |
856,604 |
|
| Daily Pivots for day following 15-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3329 |
1.3314 |
1.3253 |
|
| R3 |
1.3297 |
1.3282 |
1.3244 |
|
| R2 |
1.3265 |
1.3265 |
1.3241 |
|
| R1 |
1.3250 |
1.3250 |
1.3238 |
1.3258 |
| PP |
1.3233 |
1.3233 |
1.3233 |
1.3237 |
| S1 |
1.3218 |
1.3218 |
1.3232 |
1.3226 |
| S2 |
1.3201 |
1.3201 |
1.3229 |
|
| S3 |
1.3169 |
1.3186 |
1.3226 |
|
| S4 |
1.3137 |
1.3154 |
1.3217 |
|
|
| 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 |
1.3248 |
1.3092 |
0.0156 |
1.2% |
0.0050 |
0.4% |
92% |
True |
False |
164,909 |
| 10 |
1.3248 |
1.3081 |
0.0167 |
1.3% |
0.0048 |
0.4% |
92% |
True |
False |
176,221 |
| 20 |
1.3270 |
1.3081 |
0.0189 |
1.4% |
0.0047 |
0.4% |
81% |
False |
False |
169,954 |
| 40 |
1.3270 |
1.2910 |
0.0360 |
2.7% |
0.0050 |
0.4% |
90% |
False |
False |
165,768 |
| 60 |
1.3344 |
1.2904 |
0.0440 |
3.3% |
0.0056 |
0.4% |
75% |
False |
False |
167,077 |
| 80 |
1.3421 |
1.2855 |
0.0566 |
4.3% |
0.0057 |
0.4% |
67% |
False |
False |
133,943 |
| 100 |
1.3421 |
1.2633 |
0.0788 |
6.0% |
0.0052 |
0.4% |
76% |
False |
False |
107,267 |
| 120 |
1.3421 |
1.2585 |
0.0836 |
6.3% |
0.0046 |
0.4% |
78% |
False |
False |
89,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3384 |
|
2.618 |
1.3332 |
|
1.618 |
1.3300 |
|
1.000 |
1.3280 |
|
0.618 |
1.3268 |
|
HIGH |
1.3248 |
|
0.618 |
1.3236 |
|
0.500 |
1.3232 |
|
0.382 |
1.3228 |
|
LOW |
1.3216 |
|
0.618 |
1.3196 |
|
1.000 |
1.3184 |
|
1.618 |
1.3164 |
|
2.618 |
1.3132 |
|
4.250 |
1.3080 |
|
|
| Fisher Pivots for day following 15-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3234 |
1.3229 |
| PP |
1.3233 |
1.3222 |
| S1 |
1.3232 |
1.3216 |
|