CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 12-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2007 |
12-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3455 |
1.3501 |
0.0046 |
0.3% |
1.3407 |
| High |
1.3478 |
1.3540 |
0.0062 |
0.5% |
1.3478 |
| Low |
1.3442 |
1.3485 |
0.0043 |
0.3% |
1.3360 |
| Close |
1.3462 |
1.3516 |
0.0054 |
0.4% |
1.3409 |
| Range |
0.0036 |
0.0055 |
0.0019 |
52.8% |
0.0118 |
| ATR |
0.0059 |
0.0060 |
0.0001 |
2.4% |
0.0000 |
| Volume |
141,492 |
108,102 |
-33,390 |
-23.6% |
806,496 |
|
| Daily Pivots for day following 12-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3679 |
1.3652 |
1.3546 |
|
| R3 |
1.3624 |
1.3597 |
1.3531 |
|
| R2 |
1.3569 |
1.3569 |
1.3526 |
|
| R1 |
1.3542 |
1.3542 |
1.3521 |
1.3556 |
| PP |
1.3514 |
1.3514 |
1.3514 |
1.3520 |
| S1 |
1.3487 |
1.3487 |
1.3511 |
1.3501 |
| S2 |
1.3459 |
1.3459 |
1.3506 |
|
| S3 |
1.3404 |
1.3432 |
1.3501 |
|
| S4 |
1.3349 |
1.3377 |
1.3486 |
|
|
| 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 |
1.3540 |
1.3376 |
0.0164 |
1.2% |
0.0044 |
0.3% |
85% |
True |
False |
89,604 |
| 10 |
1.3540 |
1.3330 |
0.0210 |
1.6% |
0.0051 |
0.4% |
89% |
True |
False |
124,002 |
| 20 |
1.3540 |
1.3305 |
0.0235 |
1.7% |
0.0051 |
0.4% |
90% |
True |
False |
150,544 |
| 40 |
1.3540 |
1.3130 |
0.0410 |
3.0% |
0.0046 |
0.3% |
94% |
True |
False |
85,624 |
| 60 |
1.3540 |
1.2970 |
0.0570 |
4.2% |
0.0038 |
0.3% |
96% |
True |
False |
57,201 |
| 80 |
1.3540 |
1.2970 |
0.0570 |
4.2% |
0.0035 |
0.3% |
96% |
True |
False |
42,979 |
| 100 |
1.3540 |
1.2928 |
0.0612 |
4.5% |
0.0032 |
0.2% |
96% |
True |
False |
34,400 |
| 120 |
1.3540 |
1.2686 |
0.0854 |
6.3% |
0.0028 |
0.2% |
97% |
True |
False |
28,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3774 |
|
2.618 |
1.3684 |
|
1.618 |
1.3629 |
|
1.000 |
1.3595 |
|
0.618 |
1.3574 |
|
HIGH |
1.3540 |
|
0.618 |
1.3519 |
|
0.500 |
1.3513 |
|
0.382 |
1.3506 |
|
LOW |
1.3485 |
|
0.618 |
1.3451 |
|
1.000 |
1.3430 |
|
1.618 |
1.3396 |
|
2.618 |
1.3341 |
|
4.250 |
1.3251 |
|
|
| Fisher Pivots for day following 12-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3515 |
1.3508 |
| PP |
1.3514 |
1.3499 |
| S1 |
1.3513 |
1.3491 |
|