CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 13-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2007 |
13-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3501 |
1.3569 |
0.0068 |
0.5% |
1.3409 |
| High |
1.3540 |
1.3588 |
0.0048 |
0.4% |
1.3588 |
| Low |
1.3485 |
1.3519 |
0.0034 |
0.3% |
1.3376 |
| Close |
1.3516 |
1.3573 |
0.0057 |
0.4% |
1.3573 |
| Range |
0.0055 |
0.0069 |
0.0014 |
25.5% |
0.0212 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.4% |
0.0000 |
| Volume |
108,102 |
173,176 |
65,074 |
60.2% |
474,570 |
|
| Daily Pivots for day following 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3767 |
1.3739 |
1.3611 |
|
| R3 |
1.3698 |
1.3670 |
1.3592 |
|
| R2 |
1.3629 |
1.3629 |
1.3586 |
|
| R1 |
1.3601 |
1.3601 |
1.3579 |
1.3615 |
| PP |
1.3560 |
1.3560 |
1.3560 |
1.3567 |
| S1 |
1.3532 |
1.3532 |
1.3567 |
1.3546 |
| S2 |
1.3491 |
1.3491 |
1.3560 |
|
| S3 |
1.3422 |
1.3463 |
1.3554 |
|
| S4 |
1.3353 |
1.3394 |
1.3535 |
|
|
| Weekly Pivots for week ending 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4148 |
1.4073 |
1.3690 |
|
| R3 |
1.3936 |
1.3861 |
1.3631 |
|
| R2 |
1.3724 |
1.3724 |
1.3612 |
|
| R1 |
1.3649 |
1.3649 |
1.3592 |
1.3687 |
| PP |
1.3512 |
1.3512 |
1.3512 |
1.3531 |
| S1 |
1.3437 |
1.3437 |
1.3554 |
1.3475 |
| S2 |
1.3300 |
1.3300 |
1.3534 |
|
| S3 |
1.3088 |
1.3225 |
1.3515 |
|
| S4 |
1.2876 |
1.3013 |
1.3456 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3588 |
1.3376 |
0.0212 |
1.6% |
0.0045 |
0.3% |
93% |
True |
False |
94,914 |
| 10 |
1.3588 |
1.3360 |
0.0228 |
1.7% |
0.0047 |
0.3% |
93% |
True |
False |
128,106 |
| 20 |
1.3588 |
1.3305 |
0.0283 |
2.1% |
0.0053 |
0.4% |
95% |
True |
False |
149,069 |
| 40 |
1.3588 |
1.3130 |
0.0458 |
3.4% |
0.0047 |
0.3% |
97% |
True |
False |
89,917 |
| 60 |
1.3588 |
1.2970 |
0.0618 |
4.6% |
0.0039 |
0.3% |
98% |
True |
False |
60,084 |
| 80 |
1.3588 |
1.2970 |
0.0618 |
4.6% |
0.0035 |
0.3% |
98% |
True |
False |
45,142 |
| 100 |
1.3588 |
1.2928 |
0.0660 |
4.9% |
0.0033 |
0.2% |
98% |
True |
False |
36,131 |
| 120 |
1.3588 |
1.2686 |
0.0902 |
6.6% |
0.0028 |
0.2% |
98% |
True |
False |
30,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3881 |
|
2.618 |
1.3769 |
|
1.618 |
1.3700 |
|
1.000 |
1.3657 |
|
0.618 |
1.3631 |
|
HIGH |
1.3588 |
|
0.618 |
1.3562 |
|
0.500 |
1.3554 |
|
0.382 |
1.3545 |
|
LOW |
1.3519 |
|
0.618 |
1.3476 |
|
1.000 |
1.3450 |
|
1.618 |
1.3407 |
|
2.618 |
1.3338 |
|
4.250 |
1.3226 |
|
|
| Fisher Pivots for day following 13-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3567 |
1.3554 |
| PP |
1.3560 |
1.3534 |
| S1 |
1.3554 |
1.3515 |
|