CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 17-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2007 |
17-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3622 |
1.3639 |
0.0017 |
0.1% |
1.3430 |
| High |
1.3626 |
1.3659 |
0.0033 |
0.2% |
1.3620 |
| Low |
1.3624 |
1.3635 |
0.0011 |
0.1% |
1.3430 |
| Close |
1.3622 |
1.3639 |
0.0017 |
0.1% |
1.3613 |
| Range |
0.0002 |
0.0024 |
0.0022 |
1,100.0% |
0.0190 |
| ATR |
0.0045 |
0.0045 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
312 |
177 |
-135 |
-43.3% |
980 |
|
| Daily Pivots for day following 17-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3716 |
1.3702 |
1.3652 |
|
| R3 |
1.3692 |
1.3678 |
1.3646 |
|
| R2 |
1.3668 |
1.3668 |
1.3643 |
|
| R1 |
1.3654 |
1.3654 |
1.3641 |
1.3651 |
| PP |
1.3644 |
1.3644 |
1.3644 |
1.3643 |
| S1 |
1.3630 |
1.3630 |
1.3637 |
1.3627 |
| S2 |
1.3620 |
1.3620 |
1.3635 |
|
| S3 |
1.3596 |
1.3606 |
1.3632 |
|
| S4 |
1.3572 |
1.3582 |
1.3626 |
|
|
| Weekly Pivots for week ending 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4124 |
1.4059 |
1.3718 |
|
| R3 |
1.3934 |
1.3869 |
1.3665 |
|
| R2 |
1.3744 |
1.3744 |
1.3648 |
|
| R1 |
1.3679 |
1.3679 |
1.3630 |
1.3712 |
| PP |
1.3554 |
1.3554 |
1.3554 |
1.3571 |
| S1 |
1.3489 |
1.3489 |
1.3596 |
1.3522 |
| S2 |
1.3364 |
1.3364 |
1.3578 |
|
| S3 |
1.3174 |
1.3299 |
1.3561 |
|
| S4 |
1.2984 |
1.3109 |
1.3509 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3659 |
1.3492 |
0.0167 |
1.2% |
0.0022 |
0.2% |
88% |
True |
False |
267 |
| 10 |
1.3659 |
1.3430 |
0.0229 |
1.7% |
0.0015 |
0.1% |
91% |
True |
False |
189 |
| 20 |
1.3659 |
1.3355 |
0.0304 |
2.2% |
0.0028 |
0.2% |
93% |
True |
False |
235 |
| 40 |
1.3659 |
1.3175 |
0.0484 |
3.5% |
0.0017 |
0.1% |
96% |
True |
False |
166 |
| 60 |
1.3659 |
1.3024 |
0.0635 |
4.7% |
0.0013 |
0.1% |
97% |
True |
False |
111 |
| 80 |
1.3659 |
1.3012 |
0.0647 |
4.7% |
0.0010 |
0.1% |
97% |
True |
False |
88 |
| 100 |
1.3659 |
1.3012 |
0.0647 |
4.7% |
0.0008 |
0.1% |
97% |
True |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3761 |
|
2.618 |
1.3722 |
|
1.618 |
1.3698 |
|
1.000 |
1.3683 |
|
0.618 |
1.3674 |
|
HIGH |
1.3659 |
|
0.618 |
1.3650 |
|
0.500 |
1.3647 |
|
0.382 |
1.3644 |
|
LOW |
1.3635 |
|
0.618 |
1.3620 |
|
1.000 |
1.3611 |
|
1.618 |
1.3596 |
|
2.618 |
1.3572 |
|
4.250 |
1.3533 |
|
|
| Fisher Pivots for day following 17-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3647 |
1.3631 |
| PP |
1.3644 |
1.3623 |
| S1 |
1.3642 |
1.3615 |
|