CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 27-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2007 |
27-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3670 |
1.3713 |
0.0043 |
0.3% |
1.3624 |
| High |
1.3674 |
1.3740 |
0.0066 |
0.5% |
1.3740 |
| Low |
1.3665 |
1.3685 |
0.0020 |
0.1% |
1.3624 |
| Close |
1.3670 |
1.3710 |
0.0040 |
0.3% |
1.3710 |
| Range |
0.0009 |
0.0055 |
0.0046 |
511.1% |
0.0116 |
| ATR |
0.0041 |
0.0043 |
0.0002 |
5.1% |
0.0000 |
| Volume |
335 |
393 |
58 |
17.3% |
1,376 |
|
| Daily Pivots for day following 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3877 |
1.3848 |
1.3740 |
|
| R3 |
1.3822 |
1.3793 |
1.3725 |
|
| R2 |
1.3767 |
1.3767 |
1.3720 |
|
| R1 |
1.3738 |
1.3738 |
1.3715 |
1.3725 |
| PP |
1.3712 |
1.3712 |
1.3712 |
1.3705 |
| S1 |
1.3683 |
1.3683 |
1.3705 |
1.3670 |
| S2 |
1.3657 |
1.3657 |
1.3700 |
|
| S3 |
1.3602 |
1.3628 |
1.3695 |
|
| S4 |
1.3547 |
1.3573 |
1.3680 |
|
|
| Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4039 |
1.3991 |
1.3774 |
|
| R3 |
1.3923 |
1.3875 |
1.3742 |
|
| R2 |
1.3807 |
1.3807 |
1.3731 |
|
| R1 |
1.3759 |
1.3759 |
1.3721 |
1.3783 |
| PP |
1.3691 |
1.3691 |
1.3691 |
1.3704 |
| S1 |
1.3643 |
1.3643 |
1.3699 |
1.3667 |
| S2 |
1.3575 |
1.3575 |
1.3689 |
|
| S3 |
1.3459 |
1.3527 |
1.3678 |
|
| S4 |
1.3343 |
1.3411 |
1.3646 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3740 |
1.3624 |
0.0116 |
0.8% |
0.0019 |
0.1% |
74% |
True |
False |
275 |
| 10 |
1.3740 |
1.3624 |
0.0116 |
0.8% |
0.0016 |
0.1% |
74% |
True |
False |
269 |
| 20 |
1.3740 |
1.3405 |
0.0335 |
2.4% |
0.0016 |
0.1% |
91% |
True |
False |
230 |
| 40 |
1.3740 |
1.3175 |
0.0565 |
4.1% |
0.0019 |
0.1% |
95% |
True |
False |
219 |
| 60 |
1.3740 |
1.3040 |
0.0700 |
5.1% |
0.0015 |
0.1% |
96% |
True |
False |
148 |
| 80 |
1.3740 |
1.3012 |
0.0728 |
5.3% |
0.0012 |
0.1% |
96% |
True |
False |
114 |
| 100 |
1.3740 |
1.3012 |
0.0728 |
5.3% |
0.0009 |
0.1% |
96% |
True |
False |
94 |
| 120 |
1.3740 |
1.2884 |
0.0856 |
6.2% |
0.0008 |
0.1% |
96% |
True |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3974 |
|
2.618 |
1.3884 |
|
1.618 |
1.3829 |
|
1.000 |
1.3795 |
|
0.618 |
1.3774 |
|
HIGH |
1.3740 |
|
0.618 |
1.3719 |
|
0.500 |
1.3713 |
|
0.382 |
1.3706 |
|
LOW |
1.3685 |
|
0.618 |
1.3651 |
|
1.000 |
1.3630 |
|
1.618 |
1.3596 |
|
2.618 |
1.3541 |
|
4.250 |
1.3451 |
|
|
| Fisher Pivots for day following 27-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3713 |
1.3708 |
| PP |
1.3712 |
1.3705 |
| S1 |
1.3711 |
1.3703 |
|