CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 04-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2007 |
04-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3399 |
1.3392 |
-0.0007 |
-0.1% |
1.3308 |
| High |
1.3415 |
1.3419 |
0.0004 |
0.0% |
1.3442 |
| Low |
1.3360 |
1.3381 |
0.0021 |
0.2% |
1.3305 |
| Close |
1.3370 |
1.3404 |
0.0034 |
0.3% |
1.3394 |
| Range |
0.0055 |
0.0038 |
-0.0017 |
-30.9% |
0.0137 |
| ATR |
0.0058 |
0.0058 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
132,995 |
117,542 |
-15,453 |
-11.6% |
884,732 |
|
| Daily Pivots for day following 04-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3515 |
1.3498 |
1.3425 |
|
| R3 |
1.3477 |
1.3460 |
1.3414 |
|
| R2 |
1.3439 |
1.3439 |
1.3411 |
|
| R1 |
1.3422 |
1.3422 |
1.3407 |
1.3431 |
| PP |
1.3401 |
1.3401 |
1.3401 |
1.3406 |
| S1 |
1.3384 |
1.3384 |
1.3401 |
1.3393 |
| S2 |
1.3363 |
1.3363 |
1.3397 |
|
| S3 |
1.3325 |
1.3346 |
1.3394 |
|
| S4 |
1.3287 |
1.3308 |
1.3383 |
|
|
| Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3791 |
1.3730 |
1.3469 |
|
| R3 |
1.3654 |
1.3593 |
1.3432 |
|
| R2 |
1.3517 |
1.3517 |
1.3419 |
|
| R1 |
1.3456 |
1.3456 |
1.3407 |
1.3487 |
| PP |
1.3380 |
1.3380 |
1.3380 |
1.3396 |
| S1 |
1.3319 |
1.3319 |
1.3381 |
1.3350 |
| S2 |
1.3243 |
1.3243 |
1.3369 |
|
| S3 |
1.3106 |
1.3182 |
1.3356 |
|
| S4 |
1.2969 |
1.3045 |
1.3319 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3442 |
1.3330 |
0.0112 |
0.8% |
0.0052 |
0.4% |
66% |
False |
False |
165,137 |
| 10 |
1.3442 |
1.3305 |
0.0137 |
1.0% |
0.0056 |
0.4% |
72% |
False |
False |
176,324 |
| 20 |
1.3442 |
1.3138 |
0.0304 |
2.3% |
0.0053 |
0.4% |
88% |
False |
False |
139,436 |
| 40 |
1.3442 |
1.3030 |
0.0412 |
3.1% |
0.0040 |
0.3% |
91% |
False |
False |
70,749 |
| 60 |
1.3442 |
1.2970 |
0.0472 |
3.5% |
0.0035 |
0.3% |
92% |
False |
False |
47,284 |
| 80 |
1.3460 |
1.2970 |
0.0490 |
3.7% |
0.0035 |
0.3% |
89% |
False |
False |
35,518 |
| 100 |
1.3460 |
1.2912 |
0.0548 |
4.1% |
0.0029 |
0.2% |
90% |
False |
False |
28,428 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.1% |
0.0025 |
0.2% |
93% |
False |
False |
23,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3581 |
|
2.618 |
1.3518 |
|
1.618 |
1.3480 |
|
1.000 |
1.3457 |
|
0.618 |
1.3442 |
|
HIGH |
1.3419 |
|
0.618 |
1.3404 |
|
0.500 |
1.3400 |
|
0.382 |
1.3396 |
|
LOW |
1.3381 |
|
0.618 |
1.3358 |
|
1.000 |
1.3343 |
|
1.618 |
1.3320 |
|
2.618 |
1.3282 |
|
4.250 |
1.3220 |
|
|
| Fisher Pivots for day following 04-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3403 |
1.3400 |
| PP |
1.3401 |
1.3395 |
| S1 |
1.3400 |
1.3391 |
|