CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 03-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2007 |
03-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3407 |
1.3399 |
-0.0008 |
-0.1% |
1.3308 |
| High |
1.3422 |
1.3415 |
-0.0007 |
-0.1% |
1.3442 |
| Low |
1.3402 |
1.3360 |
-0.0042 |
-0.3% |
1.3305 |
| Close |
1.3405 |
1.3370 |
-0.0035 |
-0.3% |
1.3394 |
| Range |
0.0020 |
0.0055 |
0.0035 |
175.0% |
0.0137 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
260,144 |
132,995 |
-127,149 |
-48.9% |
884,732 |
|
| Daily Pivots for day following 03-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3547 |
1.3513 |
1.3400 |
|
| R3 |
1.3492 |
1.3458 |
1.3385 |
|
| R2 |
1.3437 |
1.3437 |
1.3380 |
|
| R1 |
1.3403 |
1.3403 |
1.3375 |
1.3393 |
| PP |
1.3382 |
1.3382 |
1.3382 |
1.3376 |
| S1 |
1.3348 |
1.3348 |
1.3365 |
1.3338 |
| S2 |
1.3327 |
1.3327 |
1.3360 |
|
| S3 |
1.3272 |
1.3293 |
1.3355 |
|
| S4 |
1.3217 |
1.3238 |
1.3340 |
|
|
| Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3791 |
1.3730 |
1.3469 |
|
| R3 |
1.3654 |
1.3593 |
1.3432 |
|
| R2 |
1.3517 |
1.3517 |
1.3419 |
|
| R1 |
1.3456 |
1.3456 |
1.3407 |
1.3487 |
| PP |
1.3380 |
1.3380 |
1.3380 |
1.3396 |
| S1 |
1.3319 |
1.3319 |
1.3381 |
1.3350 |
| S2 |
1.3243 |
1.3243 |
1.3369 |
|
| S3 |
1.3106 |
1.3182 |
1.3356 |
|
| S4 |
1.2969 |
1.3045 |
1.3319 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3442 |
1.3330 |
0.0112 |
0.8% |
0.0055 |
0.4% |
36% |
False |
False |
180,703 |
| 10 |
1.3442 |
1.3305 |
0.0137 |
1.0% |
0.0061 |
0.5% |
47% |
False |
False |
178,807 |
| 20 |
1.3442 |
1.3138 |
0.0304 |
2.3% |
0.0053 |
0.4% |
76% |
False |
False |
134,101 |
| 40 |
1.3442 |
1.3016 |
0.0426 |
3.2% |
0.0040 |
0.3% |
83% |
False |
False |
67,821 |
| 60 |
1.3442 |
1.2970 |
0.0472 |
3.5% |
0.0035 |
0.3% |
85% |
False |
False |
45,331 |
| 80 |
1.3460 |
1.2970 |
0.0490 |
3.7% |
0.0035 |
0.3% |
82% |
False |
False |
34,051 |
| 100 |
1.3460 |
1.2895 |
0.0565 |
4.2% |
0.0029 |
0.2% |
84% |
False |
False |
27,252 |
| 120 |
1.3460 |
1.2642 |
0.0818 |
6.1% |
0.0025 |
0.2% |
89% |
False |
False |
22,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3649 |
|
2.618 |
1.3559 |
|
1.618 |
1.3504 |
|
1.000 |
1.3470 |
|
0.618 |
1.3449 |
|
HIGH |
1.3415 |
|
0.618 |
1.3394 |
|
0.500 |
1.3388 |
|
0.382 |
1.3381 |
|
LOW |
1.3360 |
|
0.618 |
1.3326 |
|
1.000 |
1.3305 |
|
1.618 |
1.3271 |
|
2.618 |
1.3216 |
|
4.250 |
1.3126 |
|
|
| Fisher Pivots for day following 03-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3388 |
1.3386 |
| PP |
1.3382 |
1.3381 |
| S1 |
1.3376 |
1.3375 |
|