CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 11-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2007 |
11-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3472 |
1.3455 |
-0.0017 |
-0.1% |
1.3407 |
| High |
1.3492 |
1.3478 |
-0.0014 |
-0.1% |
1.3478 |
| Low |
1.3461 |
1.3442 |
-0.0019 |
-0.1% |
1.3360 |
| Close |
1.3461 |
1.3462 |
0.0001 |
0.0% |
1.3409 |
| Range |
0.0031 |
0.0036 |
0.0005 |
16.1% |
0.0118 |
| ATR |
0.0060 |
0.0059 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
51,800 |
141,492 |
89,692 |
173.2% |
806,496 |
|
| Daily Pivots for day following 11-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3569 |
1.3551 |
1.3482 |
|
| R3 |
1.3533 |
1.3515 |
1.3472 |
|
| R2 |
1.3497 |
1.3497 |
1.3469 |
|
| R1 |
1.3479 |
1.3479 |
1.3465 |
1.3488 |
| PP |
1.3461 |
1.3461 |
1.3461 |
1.3465 |
| S1 |
1.3443 |
1.3443 |
1.3459 |
1.3452 |
| S2 |
1.3425 |
1.3425 |
1.3455 |
|
| S3 |
1.3389 |
1.3407 |
1.3452 |
|
| S4 |
1.3353 |
1.3371 |
1.3442 |
|
|
| 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% |
74% |
False |
False |
97,821 |
| 10 |
1.3492 |
1.3330 |
0.0162 |
1.2% |
0.0049 |
0.4% |
81% |
False |
False |
131,479 |
| 20 |
1.3492 |
1.3257 |
0.0235 |
1.7% |
0.0051 |
0.4% |
87% |
False |
False |
154,703 |
| 40 |
1.3492 |
1.3130 |
0.0362 |
2.7% |
0.0045 |
0.3% |
92% |
False |
False |
82,936 |
| 60 |
1.3492 |
1.2970 |
0.0522 |
3.9% |
0.0038 |
0.3% |
94% |
False |
False |
55,405 |
| 80 |
1.3492 |
1.2970 |
0.0522 |
3.9% |
0.0035 |
0.3% |
94% |
False |
False |
41,628 |
| 100 |
1.3492 |
1.2912 |
0.0580 |
4.3% |
0.0032 |
0.2% |
95% |
False |
False |
33,319 |
| 120 |
1.3492 |
1.2686 |
0.0806 |
6.0% |
0.0027 |
0.2% |
96% |
False |
False |
27,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3631 |
|
2.618 |
1.3572 |
|
1.618 |
1.3536 |
|
1.000 |
1.3514 |
|
0.618 |
1.3500 |
|
HIGH |
1.3478 |
|
0.618 |
1.3464 |
|
0.500 |
1.3460 |
|
0.382 |
1.3456 |
|
LOW |
1.3442 |
|
0.618 |
1.3420 |
|
1.000 |
1.3406 |
|
1.618 |
1.3384 |
|
2.618 |
1.3348 |
|
4.250 |
1.3289 |
|
|
| Fisher Pivots for day following 11-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3461 |
1.3453 |
| PP |
1.3461 |
1.3443 |
| S1 |
1.3460 |
1.3434 |
|