CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 23-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2007 |
23-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3635 |
1.3586 |
-0.0049 |
-0.4% |
1.3581 |
| High |
1.3646 |
1.3615 |
-0.0031 |
-0.2% |
1.3646 |
| Low |
1.3616 |
1.3571 |
-0.0045 |
-0.3% |
1.3572 |
| Close |
1.3628 |
1.3603 |
-0.0025 |
-0.2% |
1.3628 |
| Range |
0.0030 |
0.0044 |
0.0014 |
46.7% |
0.0074 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.5% |
0.0000 |
| Volume |
146,384 |
124,055 |
-22,329 |
-15.3% |
816,948 |
|
| Daily Pivots for day following 23-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3728 |
1.3710 |
1.3627 |
|
| R3 |
1.3684 |
1.3666 |
1.3615 |
|
| R2 |
1.3640 |
1.3640 |
1.3611 |
|
| R1 |
1.3622 |
1.3622 |
1.3607 |
1.3631 |
| PP |
1.3596 |
1.3596 |
1.3596 |
1.3601 |
| S1 |
1.3578 |
1.3578 |
1.3599 |
1.3587 |
| S2 |
1.3552 |
1.3552 |
1.3595 |
|
| S3 |
1.3508 |
1.3534 |
1.3591 |
|
| S4 |
1.3464 |
1.3490 |
1.3579 |
|
|
| 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 |
1.3571 |
0.0075 |
0.6% |
0.0040 |
0.3% |
43% |
False |
True |
144,690 |
| 10 |
1.3646 |
1.3442 |
0.0204 |
1.5% |
0.0041 |
0.3% |
79% |
False |
False |
141,557 |
| 20 |
1.3646 |
1.3330 |
0.0316 |
2.3% |
0.0046 |
0.3% |
86% |
False |
False |
145,009 |
| 40 |
1.3646 |
1.3130 |
0.0516 |
3.8% |
0.0048 |
0.4% |
92% |
False |
False |
113,296 |
| 60 |
1.3646 |
1.2990 |
0.0656 |
4.8% |
0.0041 |
0.3% |
93% |
False |
False |
75,737 |
| 80 |
1.3646 |
1.2970 |
0.0676 |
5.0% |
0.0036 |
0.3% |
94% |
False |
False |
56,877 |
| 100 |
1.3646 |
1.2970 |
0.0676 |
5.0% |
0.0035 |
0.3% |
94% |
False |
False |
45,541 |
| 120 |
1.3646 |
1.2830 |
0.0816 |
6.0% |
0.0030 |
0.2% |
95% |
False |
False |
37,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3802 |
|
2.618 |
1.3730 |
|
1.618 |
1.3686 |
|
1.000 |
1.3659 |
|
0.618 |
1.3642 |
|
HIGH |
1.3615 |
|
0.618 |
1.3598 |
|
0.500 |
1.3593 |
|
0.382 |
1.3588 |
|
LOW |
1.3571 |
|
0.618 |
1.3544 |
|
1.000 |
1.3527 |
|
1.618 |
1.3500 |
|
2.618 |
1.3456 |
|
4.250 |
1.3384 |
|
|
| Fisher Pivots for day following 23-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3600 |
1.3609 |
| PP |
1.3596 |
1.3607 |
| S1 |
1.3593 |
1.3605 |
|