CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 03-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2007 |
03-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3666 |
1.3631 |
-0.0035 |
-0.3% |
1.3624 |
| High |
1.3670 |
1.3631 |
-0.0039 |
-0.3% |
1.3740 |
| Low |
1.3645 |
1.3613 |
-0.0032 |
-0.2% |
1.3624 |
| Close |
1.3662 |
1.3617 |
-0.0045 |
-0.3% |
1.3710 |
| Range |
0.0025 |
0.0018 |
-0.0007 |
-28.0% |
0.0116 |
| ATR |
0.0043 |
0.0044 |
0.0000 |
0.9% |
0.0000 |
| Volume |
441 |
410 |
-31 |
-7.0% |
1,376 |
|
| Daily Pivots for day following 03-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3674 |
1.3664 |
1.3627 |
|
| R3 |
1.3656 |
1.3646 |
1.3622 |
|
| R2 |
1.3638 |
1.3638 |
1.3620 |
|
| R1 |
1.3628 |
1.3628 |
1.3619 |
1.3624 |
| PP |
1.3620 |
1.3620 |
1.3620 |
1.3619 |
| S1 |
1.3610 |
1.3610 |
1.3615 |
1.3606 |
| S2 |
1.3602 |
1.3602 |
1.3614 |
|
| S3 |
1.3584 |
1.3592 |
1.3612 |
|
| S4 |
1.3566 |
1.3574 |
1.3607 |
|
|
| 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 |
1.3613 |
0.0127 |
0.9% |
0.0036 |
0.3% |
3% |
False |
True |
392 |
| 10 |
1.3740 |
1.3613 |
0.0127 |
0.9% |
0.0023 |
0.2% |
3% |
False |
True |
322 |
| 20 |
1.3740 |
1.3430 |
0.0310 |
2.3% |
0.0019 |
0.1% |
60% |
False |
False |
273 |
| 40 |
1.3740 |
1.3190 |
0.0550 |
4.0% |
0.0022 |
0.2% |
78% |
False |
False |
256 |
| 60 |
1.3740 |
1.3070 |
0.0670 |
4.9% |
0.0016 |
0.1% |
82% |
False |
False |
174 |
| 80 |
1.3740 |
1.3012 |
0.0728 |
5.3% |
0.0013 |
0.1% |
83% |
False |
False |
134 |
| 100 |
1.3740 |
1.3012 |
0.0728 |
5.3% |
0.0010 |
0.1% |
83% |
False |
False |
109 |
| 120 |
1.3740 |
1.2949 |
0.0791 |
5.8% |
0.0009 |
0.1% |
84% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3708 |
|
2.618 |
1.3678 |
|
1.618 |
1.3660 |
|
1.000 |
1.3649 |
|
0.618 |
1.3642 |
|
HIGH |
1.3631 |
|
0.618 |
1.3624 |
|
0.500 |
1.3622 |
|
0.382 |
1.3620 |
|
LOW |
1.3613 |
|
0.618 |
1.3602 |
|
1.000 |
1.3595 |
|
1.618 |
1.3584 |
|
2.618 |
1.3566 |
|
4.250 |
1.3537 |
|
|
| Fisher Pivots for day following 03-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3622 |
1.3673 |
| PP |
1.3620 |
1.3654 |
| S1 |
1.3619 |
1.3636 |
|