CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 18-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2007 |
18-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3582 |
1.3602 |
0.0020 |
0.1% |
1.3409 |
| High |
1.3630 |
1.3627 |
-0.0003 |
0.0% |
1.3588 |
| Low |
1.3576 |
1.3589 |
0.0013 |
0.1% |
1.3376 |
| Close |
1.3599 |
1.3611 |
0.0012 |
0.1% |
1.3573 |
| Range |
0.0054 |
0.0038 |
-0.0016 |
-29.6% |
0.0212 |
| ATR |
0.0058 |
0.0056 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
121,450 |
177,688 |
56,238 |
46.3% |
474,570 |
|
| Daily Pivots for day following 18-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3723 |
1.3705 |
1.3632 |
|
| R3 |
1.3685 |
1.3667 |
1.3621 |
|
| R2 |
1.3647 |
1.3647 |
1.3618 |
|
| R1 |
1.3629 |
1.3629 |
1.3614 |
1.3638 |
| PP |
1.3609 |
1.3609 |
1.3609 |
1.3614 |
| S1 |
1.3591 |
1.3591 |
1.3608 |
1.3600 |
| S2 |
1.3571 |
1.3571 |
1.3604 |
|
| S3 |
1.3533 |
1.3553 |
1.3601 |
|
| S4 |
1.3495 |
1.3515 |
1.3590 |
|
|
| 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 |
1.3630 |
1.3485 |
0.0145 |
1.1% |
0.0048 |
0.3% |
87% |
False |
False |
159,593 |
| 10 |
1.3630 |
1.3376 |
0.0254 |
1.9% |
0.0047 |
0.3% |
93% |
False |
False |
128,707 |
| 20 |
1.3630 |
1.3305 |
0.0325 |
2.4% |
0.0051 |
0.4% |
94% |
False |
False |
152,516 |
| 40 |
1.3630 |
1.3130 |
0.0500 |
3.7% |
0.0048 |
0.4% |
96% |
False |
False |
102,745 |
| 60 |
1.3630 |
1.2970 |
0.0660 |
4.8% |
0.0040 |
0.3% |
97% |
False |
False |
68,683 |
| 80 |
1.3630 |
1.2970 |
0.0660 |
4.8% |
0.0035 |
0.3% |
97% |
False |
False |
51,580 |
| 100 |
1.3630 |
1.2970 |
0.0660 |
4.8% |
0.0034 |
0.3% |
97% |
False |
False |
41,298 |
| 120 |
1.3630 |
1.2822 |
0.0808 |
5.9% |
0.0029 |
0.2% |
98% |
False |
False |
34,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3789 |
|
2.618 |
1.3726 |
|
1.618 |
1.3688 |
|
1.000 |
1.3665 |
|
0.618 |
1.3650 |
|
HIGH |
1.3627 |
|
0.618 |
1.3612 |
|
0.500 |
1.3608 |
|
0.382 |
1.3604 |
|
LOW |
1.3589 |
|
0.618 |
1.3566 |
|
1.000 |
1.3551 |
|
1.618 |
1.3528 |
|
2.618 |
1.3490 |
|
4.250 |
1.3428 |
|
|
| Fisher Pivots for day following 18-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3610 |
1.3608 |
| PP |
1.3609 |
1.3604 |
| S1 |
1.3608 |
1.3601 |
|