CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 10-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2007 |
10-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3409 |
1.3472 |
0.0063 |
0.5% |
1.3407 |
| High |
1.3412 |
1.3492 |
0.0080 |
0.6% |
1.3478 |
| Low |
1.3376 |
1.3461 |
0.0085 |
0.6% |
1.3360 |
| Close |
1.3395 |
1.3461 |
0.0066 |
0.5% |
1.3409 |
| Range |
0.0036 |
0.0031 |
-0.0005 |
-13.9% |
0.0118 |
| ATR |
0.0057 |
0.0060 |
0.0003 |
4.9% |
0.0000 |
| Volume |
0 |
51,800 |
51,800 |
|
806,496 |
|
| Daily Pivots for day following 10-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3564 |
1.3544 |
1.3478 |
|
| R3 |
1.3533 |
1.3513 |
1.3470 |
|
| R2 |
1.3502 |
1.3502 |
1.3467 |
|
| R1 |
1.3482 |
1.3482 |
1.3464 |
1.3477 |
| PP |
1.3471 |
1.3471 |
1.3471 |
1.3469 |
| S1 |
1.3451 |
1.3451 |
1.3458 |
1.3446 |
| S2 |
1.3440 |
1.3440 |
1.3455 |
|
| S3 |
1.3409 |
1.3420 |
1.3452 |
|
| S4 |
1.3378 |
1.3389 |
1.3444 |
|
|
| 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 |
1.3492 |
1.3376 |
0.0116 |
0.9% |
0.0046 |
0.3% |
73% |
True |
False |
93,031 |
| 10 |
1.3492 |
1.3330 |
0.0162 |
1.2% |
0.0051 |
0.4% |
81% |
True |
False |
136,867 |
| 20 |
1.3492 |
1.3228 |
0.0264 |
2.0% |
0.0052 |
0.4% |
88% |
True |
False |
151,873 |
| 40 |
1.3492 |
1.3081 |
0.0411 |
3.1% |
0.0045 |
0.3% |
92% |
True |
False |
79,407 |
| 60 |
1.3492 |
1.2970 |
0.0522 |
3.9% |
0.0038 |
0.3% |
94% |
True |
False |
53,052 |
| 80 |
1.3492 |
1.2970 |
0.0522 |
3.9% |
0.0034 |
0.3% |
94% |
True |
False |
39,861 |
| 100 |
1.3492 |
1.2912 |
0.0580 |
4.3% |
0.0031 |
0.2% |
95% |
True |
False |
31,904 |
| 120 |
1.3492 |
1.2671 |
0.0821 |
6.1% |
0.0027 |
0.2% |
96% |
True |
False |
26,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3624 |
|
2.618 |
1.3573 |
|
1.618 |
1.3542 |
|
1.000 |
1.3523 |
|
0.618 |
1.3511 |
|
HIGH |
1.3492 |
|
0.618 |
1.3480 |
|
0.500 |
1.3477 |
|
0.382 |
1.3473 |
|
LOW |
1.3461 |
|
0.618 |
1.3442 |
|
1.000 |
1.3430 |
|
1.618 |
1.3411 |
|
2.618 |
1.3380 |
|
4.250 |
1.3329 |
|
|
| Fisher Pivots for day following 10-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3477 |
1.3452 |
| PP |
1.3471 |
1.3443 |
| S1 |
1.3466 |
1.3434 |
|