CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 02-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2007 |
02-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3677 |
1.3614 |
-0.0063 |
-0.5% |
1.3586 |
| High |
1.3699 |
1.3636 |
-0.0063 |
-0.5% |
1.3708 |
| Low |
1.3617 |
1.3600 |
-0.0017 |
-0.1% |
1.3571 |
| Close |
1.3645 |
1.3622 |
-0.0023 |
-0.2% |
1.3669 |
| Range |
0.0082 |
0.0036 |
-0.0046 |
-56.1% |
0.0137 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
171,545 |
190,303 |
18,758 |
10.9% |
691,587 |
|
| Daily Pivots for day following 02-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3727 |
1.3711 |
1.3642 |
|
| R3 |
1.3691 |
1.3675 |
1.3632 |
|
| R2 |
1.3655 |
1.3655 |
1.3629 |
|
| R1 |
1.3639 |
1.3639 |
1.3625 |
1.3647 |
| PP |
1.3619 |
1.3619 |
1.3619 |
1.3624 |
| S1 |
1.3603 |
1.3603 |
1.3619 |
1.3611 |
| S2 |
1.3583 |
1.3583 |
1.3615 |
|
| S3 |
1.3547 |
1.3567 |
1.3612 |
|
| S4 |
1.3511 |
1.3531 |
1.3602 |
|
|
| 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 |
1.3600 |
0.0108 |
0.8% |
0.0059 |
0.4% |
20% |
False |
True |
177,472 |
| 10 |
1.3708 |
1.3571 |
0.0137 |
1.0% |
0.0051 |
0.4% |
37% |
False |
False |
157,399 |
| 20 |
1.3708 |
1.3376 |
0.0332 |
2.4% |
0.0049 |
0.4% |
74% |
False |
False |
143,053 |
| 40 |
1.3708 |
1.3138 |
0.0570 |
4.2% |
0.0051 |
0.4% |
85% |
False |
False |
141,244 |
| 60 |
1.3708 |
1.3030 |
0.0678 |
5.0% |
0.0043 |
0.3% |
87% |
False |
False |
94,851 |
| 80 |
1.3708 |
1.2970 |
0.0738 |
5.4% |
0.0039 |
0.3% |
88% |
False |
False |
71,226 |
| 100 |
1.3708 |
1.2970 |
0.0738 |
5.4% |
0.0038 |
0.3% |
88% |
False |
False |
57,025 |
| 120 |
1.3708 |
1.2912 |
0.0796 |
5.8% |
0.0033 |
0.2% |
89% |
False |
False |
47,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3789 |
|
2.618 |
1.3730 |
|
1.618 |
1.3694 |
|
1.000 |
1.3672 |
|
0.618 |
1.3658 |
|
HIGH |
1.3636 |
|
0.618 |
1.3622 |
|
0.500 |
1.3618 |
|
0.382 |
1.3614 |
|
LOW |
1.3600 |
|
0.618 |
1.3578 |
|
1.000 |
1.3564 |
|
1.618 |
1.3542 |
|
2.618 |
1.3506 |
|
4.250 |
1.3447 |
|
|
| Fisher Pivots for day following 02-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3621 |
1.3652 |
| PP |
1.3619 |
1.3642 |
| S1 |
1.3618 |
1.3632 |
|