CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 20-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2007 |
20-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3628 |
1.3635 |
0.0007 |
0.1% |
1.3581 |
| High |
1.3645 |
1.3646 |
0.0001 |
0.0% |
1.3646 |
| Low |
1.3613 |
1.3616 |
0.0003 |
0.0% |
1.3572 |
| Close |
1.3633 |
1.3628 |
-0.0005 |
0.0% |
1.3628 |
| Range |
0.0032 |
0.0030 |
-0.0002 |
-6.3% |
0.0074 |
| ATR |
0.0055 |
0.0053 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
153,877 |
146,384 |
-7,493 |
-4.9% |
816,948 |
|
| Daily Pivots for day following 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3720 |
1.3704 |
1.3645 |
|
| R3 |
1.3690 |
1.3674 |
1.3636 |
|
| R2 |
1.3660 |
1.3660 |
1.3634 |
|
| R1 |
1.3644 |
1.3644 |
1.3631 |
1.3637 |
| PP |
1.3630 |
1.3630 |
1.3630 |
1.3627 |
| S1 |
1.3614 |
1.3614 |
1.3625 |
1.3607 |
| S2 |
1.3600 |
1.3600 |
1.3623 |
|
| S3 |
1.3570 |
1.3584 |
1.3620 |
|
| S4 |
1.3540 |
1.3554 |
1.3612 |
|
|
| Weekly Pivots for week ending 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3837 |
1.3807 |
1.3669 |
|
| R3 |
1.3763 |
1.3733 |
1.3648 |
|
| R2 |
1.3689 |
1.3689 |
1.3642 |
|
| R1 |
1.3659 |
1.3659 |
1.3635 |
1.3674 |
| PP |
1.3615 |
1.3615 |
1.3615 |
1.3623 |
| S1 |
1.3585 |
1.3585 |
1.3621 |
1.3600 |
| S2 |
1.3541 |
1.3541 |
1.3614 |
|
| S3 |
1.3467 |
1.3511 |
1.3608 |
|
| S4 |
1.3393 |
1.3437 |
1.3587 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3646 |
1.3572 |
0.0074 |
0.5% |
0.0035 |
0.3% |
76% |
True |
False |
163,389 |
| 10 |
1.3646 |
1.3376 |
0.0270 |
2.0% |
0.0040 |
0.3% |
93% |
True |
False |
129,151 |
| 20 |
1.3646 |
1.3305 |
0.0341 |
2.5% |
0.0048 |
0.4% |
95% |
True |
False |
149,137 |
| 40 |
1.3646 |
1.3130 |
0.0516 |
3.8% |
0.0048 |
0.3% |
97% |
True |
False |
110,217 |
| 60 |
1.3646 |
1.2970 |
0.0676 |
5.0% |
0.0041 |
0.3% |
97% |
True |
False |
73,677 |
| 80 |
1.3646 |
1.2970 |
0.0676 |
5.0% |
0.0036 |
0.3% |
97% |
True |
False |
55,327 |
| 100 |
1.3646 |
1.2970 |
0.0676 |
5.0% |
0.0035 |
0.3% |
97% |
True |
False |
44,301 |
| 120 |
1.3646 |
1.2830 |
0.0816 |
6.0% |
0.0030 |
0.2% |
98% |
True |
False |
36,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3774 |
|
2.618 |
1.3725 |
|
1.618 |
1.3695 |
|
1.000 |
1.3676 |
|
0.618 |
1.3665 |
|
HIGH |
1.3646 |
|
0.618 |
1.3635 |
|
0.500 |
1.3631 |
|
0.382 |
1.3627 |
|
LOW |
1.3616 |
|
0.618 |
1.3597 |
|
1.000 |
1.3586 |
|
1.618 |
1.3567 |
|
2.618 |
1.3537 |
|
4.250 |
1.3489 |
|
|
| Fisher Pivots for day following 20-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3631 |
1.3625 |
| PP |
1.3630 |
1.3621 |
| S1 |
1.3629 |
1.3618 |
|