CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 24-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2007 |
24-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3624 |
1.3694 |
0.0070 |
0.5% |
1.3622 |
| High |
1.3629 |
1.3702 |
0.0073 |
0.5% |
1.3682 |
| Low |
1.3624 |
1.3690 |
0.0066 |
0.5% |
1.3624 |
| Close |
1.3643 |
1.3694 |
0.0051 |
0.4% |
1.3668 |
| Range |
0.0005 |
0.0012 |
0.0007 |
140.0% |
0.0058 |
| ATR |
0.0040 |
0.0041 |
0.0001 |
3.4% |
0.0000 |
| Volume |
159 |
168 |
9 |
5.7% |
1,317 |
|
| Daily Pivots for day following 24-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3731 |
1.3725 |
1.3701 |
|
| R3 |
1.3719 |
1.3713 |
1.3697 |
|
| R2 |
1.3707 |
1.3707 |
1.3696 |
|
| R1 |
1.3701 |
1.3701 |
1.3695 |
1.3700 |
| PP |
1.3695 |
1.3695 |
1.3695 |
1.3695 |
| S1 |
1.3689 |
1.3689 |
1.3693 |
1.3688 |
| S2 |
1.3683 |
1.3683 |
1.3692 |
|
| S3 |
1.3671 |
1.3677 |
1.3691 |
|
| S4 |
1.3659 |
1.3665 |
1.3687 |
|
|
| Weekly Pivots for week ending 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3832 |
1.3808 |
1.3700 |
|
| R3 |
1.3774 |
1.3750 |
1.3684 |
|
| R2 |
1.3716 |
1.3716 |
1.3679 |
|
| R1 |
1.3692 |
1.3692 |
1.3673 |
1.3704 |
| PP |
1.3658 |
1.3658 |
1.3658 |
1.3664 |
| S1 |
1.3634 |
1.3634 |
1.3663 |
1.3646 |
| S2 |
1.3600 |
1.3600 |
1.3657 |
|
| S3 |
1.3542 |
1.3576 |
1.3652 |
|
| S4 |
1.3484 |
1.3518 |
1.3636 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3702 |
1.3624 |
0.0078 |
0.6% |
0.0011 |
0.1% |
90% |
True |
False |
231 |
| 10 |
1.3702 |
1.3492 |
0.0210 |
1.5% |
0.0016 |
0.1% |
96% |
True |
False |
249 |
| 20 |
1.3702 |
1.3375 |
0.0327 |
2.4% |
0.0020 |
0.1% |
98% |
True |
False |
227 |
| 40 |
1.3702 |
1.3175 |
0.0527 |
3.8% |
0.0018 |
0.1% |
98% |
True |
False |
193 |
| 60 |
1.3702 |
1.3040 |
0.0662 |
4.8% |
0.0014 |
0.1% |
99% |
True |
False |
130 |
| 80 |
1.3702 |
1.3012 |
0.0690 |
5.0% |
0.0011 |
0.1% |
99% |
True |
False |
101 |
| 100 |
1.3702 |
1.3012 |
0.0690 |
5.0% |
0.0008 |
0.1% |
99% |
True |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3753 |
|
2.618 |
1.3733 |
|
1.618 |
1.3721 |
|
1.000 |
1.3714 |
|
0.618 |
1.3709 |
|
HIGH |
1.3702 |
|
0.618 |
1.3697 |
|
0.500 |
1.3696 |
|
0.382 |
1.3695 |
|
LOW |
1.3690 |
|
0.618 |
1.3683 |
|
1.000 |
1.3678 |
|
1.618 |
1.3671 |
|
2.618 |
1.3659 |
|
4.250 |
1.3639 |
|
|
| Fisher Pivots for day following 24-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3696 |
1.3684 |
| PP |
1.3695 |
1.3673 |
| S1 |
1.3695 |
1.3663 |
|