CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 27-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2007 |
27-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3619 |
1.3675 |
0.0056 |
0.4% |
1.3586 |
| High |
1.3638 |
1.3708 |
0.0070 |
0.5% |
1.3708 |
| Low |
1.3612 |
1.3627 |
0.0015 |
0.1% |
1.3571 |
| Close |
1.3630 |
1.3669 |
0.0039 |
0.3% |
1.3669 |
| Range |
0.0026 |
0.0081 |
0.0055 |
211.5% |
0.0137 |
| ATR |
0.0054 |
0.0056 |
0.0002 |
3.7% |
0.0000 |
| Volume |
136,143 |
169,072 |
32,929 |
24.2% |
691,587 |
|
| Daily Pivots for day following 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3911 |
1.3871 |
1.3714 |
|
| R3 |
1.3830 |
1.3790 |
1.3691 |
|
| R2 |
1.3749 |
1.3749 |
1.3684 |
|
| R1 |
1.3709 |
1.3709 |
1.3676 |
1.3689 |
| PP |
1.3668 |
1.3668 |
1.3668 |
1.3658 |
| S1 |
1.3628 |
1.3628 |
1.3662 |
1.3608 |
| S2 |
1.3587 |
1.3587 |
1.3654 |
|
| S3 |
1.3506 |
1.3547 |
1.3647 |
|
| S4 |
1.3425 |
1.3466 |
1.3624 |
|
|
| Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4060 |
1.4002 |
1.3744 |
|
| R3 |
1.3923 |
1.3865 |
1.3707 |
|
| R2 |
1.3786 |
1.3786 |
1.3694 |
|
| R1 |
1.3728 |
1.3728 |
1.3682 |
1.3757 |
| PP |
1.3649 |
1.3649 |
1.3649 |
1.3664 |
| S1 |
1.3591 |
1.3591 |
1.3656 |
1.3620 |
| S2 |
1.3512 |
1.3512 |
1.3644 |
|
| S3 |
1.3375 |
1.3454 |
1.3631 |
|
| S4 |
1.3238 |
1.3317 |
1.3594 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3708 |
1.3571 |
0.0137 |
1.0% |
0.0051 |
0.4% |
72% |
True |
False |
138,317 |
| 10 |
1.3708 |
1.3571 |
0.0137 |
1.0% |
0.0043 |
0.3% |
72% |
True |
False |
150,853 |
| 20 |
1.3708 |
1.3360 |
0.0348 |
2.5% |
0.0045 |
0.3% |
89% |
True |
False |
139,480 |
| 40 |
1.3708 |
1.3130 |
0.0578 |
4.2% |
0.0049 |
0.4% |
93% |
True |
False |
127,256 |
| 60 |
1.3708 |
1.3000 |
0.0708 |
5.2% |
0.0042 |
0.3% |
94% |
True |
False |
85,168 |
| 80 |
1.3708 |
1.2970 |
0.0738 |
5.4% |
0.0037 |
0.3% |
95% |
True |
False |
63,960 |
| 100 |
1.3708 |
1.2970 |
0.0738 |
5.4% |
0.0037 |
0.3% |
95% |
True |
False |
51,209 |
| 120 |
1.3708 |
1.2846 |
0.0862 |
6.3% |
0.0031 |
0.2% |
95% |
True |
False |
42,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4052 |
|
2.618 |
1.3920 |
|
1.618 |
1.3839 |
|
1.000 |
1.3789 |
|
0.618 |
1.3758 |
|
HIGH |
1.3708 |
|
0.618 |
1.3677 |
|
0.500 |
1.3668 |
|
0.382 |
1.3658 |
|
LOW |
1.3627 |
|
0.618 |
1.3577 |
|
1.000 |
1.3546 |
|
1.618 |
1.3496 |
|
2.618 |
1.3415 |
|
4.250 |
1.3283 |
|
|
| Fisher Pivots for day following 27-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3669 |
1.3666 |
| PP |
1.3668 |
1.3663 |
| S1 |
1.3668 |
1.3660 |
|