CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 05-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2007 |
05-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3392 |
1.3414 |
0.0022 |
0.2% |
1.3308 |
| High |
1.3419 |
1.3478 |
0.0059 |
0.4% |
1.3442 |
| Low |
1.3381 |
1.3413 |
0.0032 |
0.2% |
1.3305 |
| Close |
1.3404 |
1.3463 |
0.0059 |
0.4% |
1.3394 |
| Range |
0.0038 |
0.0065 |
0.0027 |
71.1% |
0.0137 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
2.0% |
0.0000 |
| Volume |
117,542 |
149,189 |
31,647 |
26.9% |
884,732 |
|
| Daily Pivots for day following 05-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3646 |
1.3620 |
1.3499 |
|
| R3 |
1.3581 |
1.3555 |
1.3481 |
|
| R2 |
1.3516 |
1.3516 |
1.3475 |
|
| R1 |
1.3490 |
1.3490 |
1.3469 |
1.3503 |
| PP |
1.3451 |
1.3451 |
1.3451 |
1.3458 |
| S1 |
1.3425 |
1.3425 |
1.3457 |
1.3438 |
| S2 |
1.3386 |
1.3386 |
1.3451 |
|
| S3 |
1.3321 |
1.3360 |
1.3445 |
|
| S4 |
1.3256 |
1.3295 |
1.3427 |
|
|
| 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 |
1.3478 |
1.3330 |
0.0148 |
1.1% |
0.0058 |
0.4% |
90% |
True |
False |
158,400 |
| 10 |
1.3478 |
1.3305 |
0.0173 |
1.3% |
0.0056 |
0.4% |
91% |
True |
False |
174,965 |
| 20 |
1.3478 |
1.3138 |
0.0340 |
2.5% |
0.0054 |
0.4% |
96% |
True |
False |
146,428 |
| 40 |
1.3478 |
1.3030 |
0.0448 |
3.3% |
0.0042 |
0.3% |
97% |
True |
False |
74,471 |
| 60 |
1.3478 |
1.2970 |
0.0508 |
3.8% |
0.0036 |
0.3% |
97% |
True |
False |
49,766 |
| 80 |
1.3478 |
1.2970 |
0.0508 |
3.8% |
0.0034 |
0.3% |
97% |
True |
False |
37,382 |
| 100 |
1.3478 |
1.2912 |
0.0566 |
4.2% |
0.0030 |
0.2% |
97% |
True |
False |
29,920 |
| 120 |
1.3478 |
1.2642 |
0.0836 |
6.2% |
0.0026 |
0.2% |
98% |
True |
False |
24,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3754 |
|
2.618 |
1.3648 |
|
1.618 |
1.3583 |
|
1.000 |
1.3543 |
|
0.618 |
1.3518 |
|
HIGH |
1.3478 |
|
0.618 |
1.3453 |
|
0.500 |
1.3446 |
|
0.382 |
1.3438 |
|
LOW |
1.3413 |
|
0.618 |
1.3373 |
|
1.000 |
1.3348 |
|
1.618 |
1.3308 |
|
2.618 |
1.3243 |
|
4.250 |
1.3137 |
|
|
| Fisher Pivots for day following 05-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3457 |
1.3448 |
| PP |
1.3451 |
1.3434 |
| S1 |
1.3446 |
1.3419 |
|