CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 26-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2007 |
26-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3727 |
1.3670 |
-0.0057 |
-0.4% |
1.3622 |
| High |
1.3727 |
1.3674 |
-0.0053 |
-0.4% |
1.3682 |
| Low |
1.3713 |
1.3665 |
-0.0048 |
-0.4% |
1.3624 |
| Close |
1.3711 |
1.3670 |
-0.0041 |
-0.3% |
1.3668 |
| Range |
0.0014 |
0.0009 |
-0.0005 |
-35.7% |
0.0058 |
| ATR |
0.0041 |
0.0041 |
0.0000 |
0.9% |
0.0000 |
| Volume |
321 |
335 |
14 |
4.4% |
1,317 |
|
| Daily Pivots for day following 26-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3697 |
1.3692 |
1.3675 |
|
| R3 |
1.3688 |
1.3683 |
1.3672 |
|
| R2 |
1.3679 |
1.3679 |
1.3672 |
|
| R1 |
1.3674 |
1.3674 |
1.3671 |
1.3675 |
| PP |
1.3670 |
1.3670 |
1.3670 |
1.3670 |
| S1 |
1.3665 |
1.3665 |
1.3669 |
1.3666 |
| S2 |
1.3661 |
1.3661 |
1.3668 |
|
| S3 |
1.3652 |
1.3656 |
1.3668 |
|
| S4 |
1.3643 |
1.3647 |
1.3665 |
|
|
| 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 |
1.3727 |
1.3624 |
0.0103 |
0.8% |
0.0009 |
0.1% |
45% |
False |
False |
252 |
| 10 |
1.3727 |
1.3570 |
0.0157 |
1.1% |
0.0015 |
0.1% |
64% |
False |
False |
269 |
| 20 |
1.3727 |
1.3375 |
0.0352 |
2.6% |
0.0018 |
0.1% |
84% |
False |
False |
220 |
| 40 |
1.3727 |
1.3175 |
0.0552 |
4.0% |
0.0019 |
0.1% |
90% |
False |
False |
209 |
| 60 |
1.3727 |
1.3040 |
0.0687 |
5.0% |
0.0014 |
0.1% |
92% |
False |
False |
141 |
| 80 |
1.3727 |
1.3012 |
0.0715 |
5.2% |
0.0011 |
0.1% |
92% |
False |
False |
110 |
| 100 |
1.3727 |
1.3012 |
0.0715 |
5.2% |
0.0009 |
0.1% |
92% |
False |
False |
90 |
| 120 |
1.3727 |
1.2875 |
0.0852 |
6.2% |
0.0007 |
0.1% |
93% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3712 |
|
2.618 |
1.3698 |
|
1.618 |
1.3689 |
|
1.000 |
1.3683 |
|
0.618 |
1.3680 |
|
HIGH |
1.3674 |
|
0.618 |
1.3671 |
|
0.500 |
1.3670 |
|
0.382 |
1.3668 |
|
LOW |
1.3665 |
|
0.618 |
1.3659 |
|
1.000 |
1.3656 |
|
1.618 |
1.3650 |
|
2.618 |
1.3641 |
|
4.250 |
1.3627 |
|
|
| Fisher Pivots for day following 26-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3670 |
1.3696 |
| PP |
1.3670 |
1.3687 |
| S1 |
1.3670 |
1.3679 |
|