CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 09-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2007 |
09-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3448 |
1.3430 |
-0.0018 |
-0.1% |
1.3443 |
| High |
1.3443 |
1.3430 |
-0.0013 |
-0.1% |
1.3512 |
| Low |
1.3443 |
1.3430 |
-0.0013 |
-0.1% |
1.3405 |
| Close |
1.3448 |
1.3434 |
-0.0014 |
-0.1% |
1.3448 |
| Range |
|
|
|
|
|
| ATR |
0.0046 |
0.0044 |
-0.0002 |
-4.3% |
0.0000 |
| Volume |
225 |
70 |
-155 |
-68.9% |
933 |
|
| Daily Pivots for day following 09-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3431 |
1.3433 |
1.3434 |
|
| R3 |
1.3431 |
1.3433 |
1.3434 |
|
| R2 |
1.3431 |
1.3431 |
1.3434 |
|
| R1 |
1.3433 |
1.3433 |
1.3434 |
1.3432 |
| PP |
1.3431 |
1.3431 |
1.3431 |
1.3431 |
| S1 |
1.3433 |
1.3433 |
1.3434 |
1.3432 |
| S2 |
1.3431 |
1.3431 |
1.3434 |
|
| S3 |
1.3431 |
1.3433 |
1.3434 |
|
| S4 |
1.3431 |
1.3433 |
1.3434 |
|
|
| Weekly Pivots for week ending 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3776 |
1.3719 |
1.3507 |
|
| R3 |
1.3669 |
1.3612 |
1.3477 |
|
| R2 |
1.3562 |
1.3562 |
1.3468 |
|
| R1 |
1.3505 |
1.3505 |
1.3458 |
1.3534 |
| PP |
1.3455 |
1.3455 |
1.3455 |
1.3469 |
| S1 |
1.3398 |
1.3398 |
1.3438 |
1.3427 |
| S2 |
1.3348 |
1.3348 |
1.3428 |
|
| S3 |
1.3241 |
1.3291 |
1.3419 |
|
| S4 |
1.3134 |
1.3184 |
1.3389 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3512 |
1.3405 |
0.0107 |
0.8% |
0.0012 |
0.1% |
27% |
False |
False |
118 |
| 10 |
1.3512 |
1.3375 |
0.0137 |
1.0% |
0.0022 |
0.2% |
43% |
False |
False |
236 |
| 20 |
1.3512 |
1.3284 |
0.0228 |
1.7% |
0.0023 |
0.2% |
66% |
False |
False |
221 |
| 40 |
1.3512 |
1.3070 |
0.0442 |
3.3% |
0.0014 |
0.1% |
82% |
False |
False |
131 |
| 60 |
1.3512 |
1.3024 |
0.0488 |
3.6% |
0.0011 |
0.1% |
84% |
False |
False |
92 |
| 80 |
1.3512 |
1.3012 |
0.0500 |
3.7% |
0.0008 |
0.1% |
84% |
False |
False |
71 |
| 100 |
1.3512 |
1.2949 |
0.0563 |
4.2% |
0.0007 |
0.0% |
86% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3430 |
|
2.618 |
1.3430 |
|
1.618 |
1.3430 |
|
1.000 |
1.3430 |
|
0.618 |
1.3430 |
|
HIGH |
1.3430 |
|
0.618 |
1.3430 |
|
0.500 |
1.3430 |
|
0.382 |
1.3430 |
|
LOW |
1.3430 |
|
0.618 |
1.3430 |
|
1.000 |
1.3430 |
|
1.618 |
1.3430 |
|
2.618 |
1.3430 |
|
4.250 |
1.3430 |
|
|
| Fisher Pivots for day following 09-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3433 |
1.3471 |
| PP |
1.3431 |
1.3459 |
| S1 |
1.3430 |
1.3446 |
|