CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 30-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2007 |
30-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3675 |
1.3631 |
-0.0044 |
-0.3% |
1.3586 |
| High |
1.3708 |
1.3703 |
-0.0005 |
0.0% |
1.3708 |
| Low |
1.3627 |
1.3631 |
0.0004 |
0.0% |
1.3571 |
| Close |
1.3669 |
1.3676 |
0.0007 |
0.1% |
1.3669 |
| Range |
0.0081 |
0.0072 |
-0.0009 |
-11.1% |
0.0137 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
2.1% |
0.0000 |
| Volume |
169,072 |
220,301 |
51,229 |
30.3% |
691,587 |
|
| Daily Pivots for day following 30-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3886 |
1.3853 |
1.3716 |
|
| R3 |
1.3814 |
1.3781 |
1.3696 |
|
| R2 |
1.3742 |
1.3742 |
1.3689 |
|
| R1 |
1.3709 |
1.3709 |
1.3683 |
1.3726 |
| PP |
1.3670 |
1.3670 |
1.3670 |
1.3678 |
| S1 |
1.3637 |
1.3637 |
1.3669 |
1.3654 |
| S2 |
1.3598 |
1.3598 |
1.3663 |
|
| S3 |
1.3526 |
1.3565 |
1.3656 |
|
| S4 |
1.3454 |
1.3493 |
1.3636 |
|
|
| 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 |
1.3605 |
0.0103 |
0.8% |
0.0057 |
0.4% |
69% |
False |
False |
157,566 |
| 10 |
1.3708 |
1.3571 |
0.0137 |
1.0% |
0.0048 |
0.4% |
77% |
False |
False |
151,128 |
| 20 |
1.3708 |
1.3360 |
0.0348 |
2.5% |
0.0048 |
0.3% |
91% |
False |
False |
137,487 |
| 40 |
1.3708 |
1.3138 |
0.0570 |
4.2% |
0.0050 |
0.4% |
94% |
False |
False |
132,693 |
| 60 |
1.3708 |
1.3000 |
0.0708 |
5.2% |
0.0042 |
0.3% |
95% |
False |
False |
88,834 |
| 80 |
1.3708 |
1.2970 |
0.0738 |
5.4% |
0.0038 |
0.3% |
96% |
False |
False |
66,710 |
| 100 |
1.3708 |
1.2970 |
0.0738 |
5.4% |
0.0037 |
0.3% |
96% |
False |
False |
53,411 |
| 120 |
1.3708 |
1.2895 |
0.0813 |
5.9% |
0.0032 |
0.2% |
96% |
False |
False |
44,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4009 |
|
2.618 |
1.3891 |
|
1.618 |
1.3819 |
|
1.000 |
1.3775 |
|
0.618 |
1.3747 |
|
HIGH |
1.3703 |
|
0.618 |
1.3675 |
|
0.500 |
1.3667 |
|
0.382 |
1.3659 |
|
LOW |
1.3631 |
|
0.618 |
1.3587 |
|
1.000 |
1.3559 |
|
1.618 |
1.3515 |
|
2.618 |
1.3443 |
|
4.250 |
1.3325 |
|
|
| Fisher Pivots for day following 30-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3673 |
1.3671 |
| PP |
1.3670 |
1.3665 |
| S1 |
1.3667 |
1.3660 |
|