CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 01-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2007 |
01-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3717 |
1.3685 |
-0.0032 |
-0.2% |
1.3624 |
| High |
1.3733 |
1.3732 |
-0.0001 |
0.0% |
1.3740 |
| Low |
1.3721 |
1.3662 |
-0.0059 |
-0.4% |
1.3624 |
| Close |
1.3717 |
1.3685 |
-0.0032 |
-0.2% |
1.3710 |
| Range |
0.0012 |
0.0070 |
0.0058 |
483.3% |
0.0116 |
| ATR |
0.0042 |
0.0044 |
0.0002 |
4.9% |
0.0000 |
| Volume |
296 |
421 |
125 |
42.2% |
1,376 |
|
| Daily Pivots for day following 01-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3903 |
1.3864 |
1.3724 |
|
| R3 |
1.3833 |
1.3794 |
1.3704 |
|
| R2 |
1.3763 |
1.3763 |
1.3698 |
|
| R1 |
1.3724 |
1.3724 |
1.3691 |
1.3720 |
| PP |
1.3693 |
1.3693 |
1.3693 |
1.3691 |
| S1 |
1.3654 |
1.3654 |
1.3679 |
1.3650 |
| S2 |
1.3623 |
1.3623 |
1.3672 |
|
| S3 |
1.3553 |
1.3584 |
1.3666 |
|
| S4 |
1.3483 |
1.3514 |
1.3647 |
|
|
| 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 |
1.3662 |
0.0078 |
0.6% |
0.0032 |
0.2% |
29% |
False |
True |
353 |
| 10 |
1.3740 |
1.3624 |
0.0116 |
0.8% |
0.0021 |
0.2% |
53% |
False |
False |
292 |
| 20 |
1.3740 |
1.3430 |
0.0310 |
2.3% |
0.0018 |
0.1% |
82% |
False |
False |
241 |
| 40 |
1.3740 |
1.3190 |
0.0550 |
4.0% |
0.0021 |
0.2% |
90% |
False |
False |
235 |
| 60 |
1.3740 |
1.3070 |
0.0670 |
4.9% |
0.0015 |
0.1% |
92% |
False |
False |
159 |
| 80 |
1.3740 |
1.3012 |
0.0728 |
5.3% |
0.0013 |
0.1% |
92% |
False |
False |
123 |
| 100 |
1.3740 |
1.3012 |
0.0728 |
5.3% |
0.0010 |
0.1% |
92% |
False |
False |
100 |
| 120 |
1.3740 |
1.2933 |
0.0807 |
5.9% |
0.0008 |
0.1% |
93% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4030 |
|
2.618 |
1.3915 |
|
1.618 |
1.3845 |
|
1.000 |
1.3802 |
|
0.618 |
1.3775 |
|
HIGH |
1.3732 |
|
0.618 |
1.3705 |
|
0.500 |
1.3697 |
|
0.382 |
1.3689 |
|
LOW |
1.3662 |
|
0.618 |
1.3619 |
|
1.000 |
1.3592 |
|
1.618 |
1.3549 |
|
2.618 |
1.3479 |
|
4.250 |
1.3365 |
|
|
| Fisher Pivots for day following 01-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3697 |
1.3701 |
| PP |
1.3693 |
1.3696 |
| S1 |
1.3689 |
1.3690 |
|