CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 24-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2007 |
24-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3586 |
1.3612 |
0.0026 |
0.2% |
1.3581 |
| High |
1.3615 |
1.3664 |
0.0049 |
0.4% |
1.3646 |
| Low |
1.3571 |
1.3605 |
0.0034 |
0.3% |
1.3572 |
| Close |
1.3603 |
1.3654 |
0.0051 |
0.4% |
1.3628 |
| Range |
0.0044 |
0.0059 |
0.0015 |
34.1% |
0.0074 |
| ATR |
0.0053 |
0.0054 |
0.0001 |
1.0% |
0.0000 |
| Volume |
124,055 |
103,016 |
-21,039 |
-17.0% |
816,948 |
|
| Daily Pivots for day following 24-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3818 |
1.3795 |
1.3686 |
|
| R3 |
1.3759 |
1.3736 |
1.3670 |
|
| R2 |
1.3700 |
1.3700 |
1.3665 |
|
| R1 |
1.3677 |
1.3677 |
1.3659 |
1.3689 |
| PP |
1.3641 |
1.3641 |
1.3641 |
1.3647 |
| S1 |
1.3618 |
1.3618 |
1.3649 |
1.3630 |
| S2 |
1.3582 |
1.3582 |
1.3643 |
|
| S3 |
1.3523 |
1.3559 |
1.3638 |
|
| S4 |
1.3464 |
1.3500 |
1.3622 |
|
|
| 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 |
1.3664 |
1.3571 |
0.0093 |
0.7% |
0.0041 |
0.3% |
89% |
True |
False |
141,004 |
| 10 |
1.3664 |
1.3442 |
0.0222 |
1.6% |
0.0044 |
0.3% |
95% |
True |
False |
146,678 |
| 20 |
1.3664 |
1.3330 |
0.0334 |
2.4% |
0.0047 |
0.3% |
97% |
True |
False |
141,773 |
| 40 |
1.3664 |
1.3130 |
0.0534 |
3.9% |
0.0049 |
0.4% |
98% |
True |
False |
115,852 |
| 60 |
1.3664 |
1.3000 |
0.0664 |
4.9% |
0.0042 |
0.3% |
98% |
True |
False |
77,446 |
| 80 |
1.3664 |
1.2970 |
0.0694 |
5.1% |
0.0036 |
0.3% |
99% |
True |
False |
58,163 |
| 100 |
1.3664 |
1.2970 |
0.0694 |
5.1% |
0.0035 |
0.3% |
99% |
True |
False |
46,570 |
| 120 |
1.3664 |
1.2835 |
0.0829 |
6.1% |
0.0030 |
0.2% |
99% |
True |
False |
38,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3915 |
|
2.618 |
1.3818 |
|
1.618 |
1.3759 |
|
1.000 |
1.3723 |
|
0.618 |
1.3700 |
|
HIGH |
1.3664 |
|
0.618 |
1.3641 |
|
0.500 |
1.3635 |
|
0.382 |
1.3628 |
|
LOW |
1.3605 |
|
0.618 |
1.3569 |
|
1.000 |
1.3546 |
|
1.618 |
1.3510 |
|
2.618 |
1.3451 |
|
4.250 |
1.3354 |
|
|
| Fisher Pivots for day following 24-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3648 |
1.3642 |
| PP |
1.3641 |
1.3630 |
| S1 |
1.3635 |
1.3618 |
|