CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 09-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2007 |
09-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3459 |
1.3409 |
-0.0050 |
-0.4% |
1.3407 |
| High |
1.3461 |
1.3412 |
-0.0049 |
-0.4% |
1.3478 |
| Low |
1.3399 |
1.3376 |
-0.0023 |
-0.2% |
1.3360 |
| Close |
1.3409 |
1.3395 |
-0.0014 |
-0.1% |
1.3409 |
| Range |
0.0062 |
0.0036 |
-0.0026 |
-41.9% |
0.0118 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
146,626 |
0 |
-146,626 |
-100.0% |
806,496 |
|
| Daily Pivots for day following 09-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3502 |
1.3485 |
1.3415 |
|
| R3 |
1.3466 |
1.3449 |
1.3405 |
|
| R2 |
1.3430 |
1.3430 |
1.3402 |
|
| R1 |
1.3413 |
1.3413 |
1.3398 |
1.3404 |
| PP |
1.3394 |
1.3394 |
1.3394 |
1.3390 |
| S1 |
1.3377 |
1.3377 |
1.3392 |
1.3368 |
| S2 |
1.3358 |
1.3358 |
1.3388 |
|
| S3 |
1.3322 |
1.3341 |
1.3385 |
|
| S4 |
1.3286 |
1.3305 |
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% |
0.0051 |
0.4% |
30% |
False |
False |
109,270 |
| 10 |
1.3478 |
1.3330 |
0.0148 |
1.1% |
0.0051 |
0.4% |
44% |
False |
False |
148,460 |
| 20 |
1.3478 |
1.3228 |
0.0250 |
1.9% |
0.0053 |
0.4% |
67% |
False |
False |
152,241 |
| 40 |
1.3478 |
1.3030 |
0.0448 |
3.3% |
0.0044 |
0.3% |
81% |
False |
False |
78,122 |
| 60 |
1.3478 |
1.2970 |
0.0508 |
3.8% |
0.0037 |
0.3% |
84% |
False |
False |
52,202 |
| 80 |
1.3478 |
1.2970 |
0.0508 |
3.8% |
0.0034 |
0.3% |
84% |
False |
False |
39,214 |
| 100 |
1.3478 |
1.2912 |
0.0566 |
4.2% |
0.0031 |
0.2% |
85% |
False |
False |
31,386 |
| 120 |
1.3478 |
1.2671 |
0.0807 |
6.0% |
0.0026 |
0.2% |
90% |
False |
False |
26,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3565 |
|
2.618 |
1.3506 |
|
1.618 |
1.3470 |
|
1.000 |
1.3448 |
|
0.618 |
1.3434 |
|
HIGH |
1.3412 |
|
0.618 |
1.3398 |
|
0.500 |
1.3394 |
|
0.382 |
1.3390 |
|
LOW |
1.3376 |
|
0.618 |
1.3354 |
|
1.000 |
1.3340 |
|
1.618 |
1.3318 |
|
2.618 |
1.3282 |
|
4.250 |
1.3223 |
|
|
| Fisher Pivots for day following 09-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3395 |
1.3427 |
| PP |
1.3394 |
1.3416 |
| S1 |
1.3394 |
1.3406 |
|