CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 06-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2007 |
06-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3414 |
1.3459 |
0.0045 |
0.3% |
1.3407 |
| High |
1.3478 |
1.3461 |
-0.0017 |
-0.1% |
1.3478 |
| Low |
1.3413 |
1.3399 |
-0.0014 |
-0.1% |
1.3360 |
| Close |
1.3463 |
1.3409 |
-0.0054 |
-0.4% |
1.3409 |
| Range |
0.0065 |
0.0062 |
-0.0003 |
-4.6% |
0.0118 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.6% |
0.0000 |
| Volume |
149,189 |
146,626 |
-2,563 |
-1.7% |
806,496 |
|
| Daily Pivots for day following 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3609 |
1.3571 |
1.3443 |
|
| R3 |
1.3547 |
1.3509 |
1.3426 |
|
| R2 |
1.3485 |
1.3485 |
1.3420 |
|
| R1 |
1.3447 |
1.3447 |
1.3415 |
1.3435 |
| PP |
1.3423 |
1.3423 |
1.3423 |
1.3417 |
| S1 |
1.3385 |
1.3385 |
1.3403 |
1.3373 |
| S2 |
1.3361 |
1.3361 |
1.3398 |
|
| S3 |
1.3299 |
1.3323 |
1.3392 |
|
| S4 |
1.3237 |
1.3261 |
1.3375 |
|
|
| Weekly Pivots for week ending 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3770 |
1.3707 |
1.3474 |
|
| R3 |
1.3652 |
1.3589 |
1.3441 |
|
| R2 |
1.3534 |
1.3534 |
1.3431 |
|
| R1 |
1.3471 |
1.3471 |
1.3420 |
1.3503 |
| PP |
1.3416 |
1.3416 |
1.3416 |
1.3431 |
| S1 |
1.3353 |
1.3353 |
1.3398 |
1.3385 |
| S2 |
1.3298 |
1.3298 |
1.3387 |
|
| S3 |
1.3180 |
1.3235 |
1.3377 |
|
| S4 |
1.3062 |
1.3117 |
1.3344 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3478 |
1.3360 |
0.0118 |
0.9% |
0.0048 |
0.4% |
42% |
False |
False |
161,299 |
| 10 |
1.3478 |
1.3305 |
0.0173 |
1.3% |
0.0056 |
0.4% |
60% |
False |
False |
169,122 |
| 20 |
1.3478 |
1.3198 |
0.0280 |
2.1% |
0.0054 |
0.4% |
75% |
False |
False |
153,225 |
| 40 |
1.3478 |
1.3030 |
0.0448 |
3.3% |
0.0043 |
0.3% |
85% |
False |
False |
78,130 |
| 60 |
1.3478 |
1.2970 |
0.0508 |
3.8% |
0.0037 |
0.3% |
86% |
False |
False |
52,208 |
| 80 |
1.3478 |
1.2970 |
0.0508 |
3.8% |
0.0034 |
0.3% |
86% |
False |
False |
39,214 |
| 100 |
1.3478 |
1.2912 |
0.0566 |
4.2% |
0.0031 |
0.2% |
88% |
False |
False |
31,386 |
| 120 |
1.3478 |
1.2664 |
0.0814 |
6.1% |
0.0026 |
0.2% |
92% |
False |
False |
26,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3725 |
|
2.618 |
1.3623 |
|
1.618 |
1.3561 |
|
1.000 |
1.3523 |
|
0.618 |
1.3499 |
|
HIGH |
1.3461 |
|
0.618 |
1.3437 |
|
0.500 |
1.3430 |
|
0.382 |
1.3423 |
|
LOW |
1.3399 |
|
0.618 |
1.3361 |
|
1.000 |
1.3337 |
|
1.618 |
1.3299 |
|
2.618 |
1.3237 |
|
4.250 |
1.3136 |
|
|
| Fisher Pivots for day following 06-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3430 |
1.3430 |
| PP |
1.3423 |
1.3423 |
| S1 |
1.3416 |
1.3416 |
|