CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 19-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2007 |
19-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3602 |
1.3628 |
0.0026 |
0.2% |
1.3409 |
| High |
1.3627 |
1.3645 |
0.0018 |
0.1% |
1.3588 |
| Low |
1.3589 |
1.3613 |
0.0024 |
0.2% |
1.3376 |
| Close |
1.3611 |
1.3633 |
0.0022 |
0.2% |
1.3573 |
| Range |
0.0038 |
0.0032 |
-0.0006 |
-15.8% |
0.0212 |
| ATR |
0.0056 |
0.0055 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
177,688 |
153,877 |
-23,811 |
-13.4% |
474,570 |
|
| Daily Pivots for day following 19-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3726 |
1.3712 |
1.3651 |
|
| R3 |
1.3694 |
1.3680 |
1.3642 |
|
| R2 |
1.3662 |
1.3662 |
1.3639 |
|
| R1 |
1.3648 |
1.3648 |
1.3636 |
1.3655 |
| PP |
1.3630 |
1.3630 |
1.3630 |
1.3634 |
| S1 |
1.3616 |
1.3616 |
1.3630 |
1.3623 |
| S2 |
1.3598 |
1.3598 |
1.3627 |
|
| S3 |
1.3566 |
1.3584 |
1.3624 |
|
| S4 |
1.3534 |
1.3552 |
1.3615 |
|
|
| 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 |
1.3645 |
1.3519 |
0.0126 |
0.9% |
0.0043 |
0.3% |
90% |
True |
False |
168,748 |
| 10 |
1.3645 |
1.3376 |
0.0269 |
2.0% |
0.0044 |
0.3% |
96% |
True |
False |
129,176 |
| 20 |
1.3645 |
1.3305 |
0.0340 |
2.5% |
0.0050 |
0.4% |
96% |
True |
False |
152,070 |
| 40 |
1.3645 |
1.3130 |
0.0515 |
3.8% |
0.0048 |
0.3% |
98% |
True |
False |
106,576 |
| 60 |
1.3645 |
1.2970 |
0.0675 |
5.0% |
0.0040 |
0.3% |
98% |
True |
False |
71,243 |
| 80 |
1.3645 |
1.2970 |
0.0675 |
5.0% |
0.0035 |
0.3% |
98% |
True |
False |
53,502 |
| 100 |
1.3645 |
1.2970 |
0.0675 |
5.0% |
0.0034 |
0.3% |
98% |
True |
False |
42,837 |
| 120 |
1.3645 |
1.2830 |
0.0815 |
6.0% |
0.0029 |
0.2% |
99% |
True |
False |
35,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3781 |
|
2.618 |
1.3729 |
|
1.618 |
1.3697 |
|
1.000 |
1.3677 |
|
0.618 |
1.3665 |
|
HIGH |
1.3645 |
|
0.618 |
1.3633 |
|
0.500 |
1.3629 |
|
0.382 |
1.3625 |
|
LOW |
1.3613 |
|
0.618 |
1.3593 |
|
1.000 |
1.3581 |
|
1.618 |
1.3561 |
|
2.618 |
1.3529 |
|
4.250 |
1.3477 |
|
|
| Fisher Pivots for day following 19-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3632 |
1.3626 |
| PP |
1.3630 |
1.3618 |
| S1 |
1.3629 |
1.3611 |
|