CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 19-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2007 |
19-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3651 |
1.3673 |
0.0022 |
0.2% |
1.3430 |
| High |
1.3655 |
1.3682 |
0.0027 |
0.2% |
1.3620 |
| Low |
1.3648 |
1.3660 |
0.0012 |
0.1% |
1.3430 |
| Close |
1.3651 |
1.3673 |
0.0022 |
0.2% |
1.3613 |
| Range |
0.0007 |
0.0022 |
0.0015 |
214.3% |
0.0190 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
352 |
195 |
-157 |
-44.6% |
980 |
|
| Daily Pivots for day following 19-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3738 |
1.3727 |
1.3685 |
|
| R3 |
1.3716 |
1.3705 |
1.3679 |
|
| R2 |
1.3694 |
1.3694 |
1.3677 |
|
| R1 |
1.3683 |
1.3683 |
1.3675 |
1.3684 |
| PP |
1.3672 |
1.3672 |
1.3672 |
1.3672 |
| S1 |
1.3661 |
1.3661 |
1.3671 |
1.3662 |
| S2 |
1.3650 |
1.3650 |
1.3669 |
|
| S3 |
1.3628 |
1.3639 |
1.3667 |
|
| S4 |
1.3606 |
1.3617 |
1.3661 |
|
|
| 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 |
1.3682 |
1.3570 |
0.0112 |
0.8% |
0.0021 |
0.2% |
92% |
True |
False |
286 |
| 10 |
1.3682 |
1.3430 |
0.0252 |
1.8% |
0.0016 |
0.1% |
96% |
True |
False |
224 |
| 20 |
1.3682 |
1.3355 |
0.0327 |
2.4% |
0.0022 |
0.2% |
97% |
True |
False |
241 |
| 40 |
1.3682 |
1.3175 |
0.0507 |
3.7% |
0.0017 |
0.1% |
98% |
True |
False |
179 |
| 60 |
1.3682 |
1.3024 |
0.0658 |
4.8% |
0.0013 |
0.1% |
99% |
True |
False |
120 |
| 80 |
1.3682 |
1.3012 |
0.0670 |
4.9% |
0.0010 |
0.1% |
99% |
True |
False |
95 |
| 100 |
1.3682 |
1.3012 |
0.0670 |
4.9% |
0.0008 |
0.1% |
99% |
True |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3776 |
|
2.618 |
1.3740 |
|
1.618 |
1.3718 |
|
1.000 |
1.3704 |
|
0.618 |
1.3696 |
|
HIGH |
1.3682 |
|
0.618 |
1.3674 |
|
0.500 |
1.3671 |
|
0.382 |
1.3668 |
|
LOW |
1.3660 |
|
0.618 |
1.3646 |
|
1.000 |
1.3638 |
|
1.618 |
1.3624 |
|
2.618 |
1.3602 |
|
4.250 |
1.3567 |
|
|
| Fisher Pivots for day following 19-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3672 |
1.3668 |
| PP |
1.3672 |
1.3663 |
| S1 |
1.3671 |
1.3659 |
|