CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 16-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2007 |
16-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3569 |
1.3581 |
0.0012 |
0.1% |
1.3409 |
| High |
1.3588 |
1.3594 |
0.0006 |
0.0% |
1.3588 |
| Low |
1.3519 |
1.3572 |
0.0053 |
0.4% |
1.3376 |
| Close |
1.3573 |
1.3582 |
0.0009 |
0.1% |
1.3573 |
| Range |
0.0069 |
0.0022 |
-0.0047 |
-68.1% |
0.0212 |
| ATR |
0.0061 |
0.0058 |
-0.0003 |
-4.6% |
0.0000 |
| Volume |
173,176 |
217,549 |
44,373 |
25.6% |
474,570 |
|
| Daily Pivots for day following 16-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3649 |
1.3637 |
1.3594 |
|
| R3 |
1.3627 |
1.3615 |
1.3588 |
|
| R2 |
1.3605 |
1.3605 |
1.3586 |
|
| R1 |
1.3593 |
1.3593 |
1.3584 |
1.3599 |
| PP |
1.3583 |
1.3583 |
1.3583 |
1.3586 |
| S1 |
1.3571 |
1.3571 |
1.3580 |
1.3577 |
| S2 |
1.3561 |
1.3561 |
1.3578 |
|
| S3 |
1.3539 |
1.3549 |
1.3576 |
|
| S4 |
1.3517 |
1.3527 |
1.3570 |
|
|
| Weekly Pivots for week ending 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4148 |
1.4073 |
1.3690 |
|
| R3 |
1.3936 |
1.3861 |
1.3631 |
|
| R2 |
1.3724 |
1.3724 |
1.3612 |
|
| R1 |
1.3649 |
1.3649 |
1.3592 |
1.3687 |
| PP |
1.3512 |
1.3512 |
1.3512 |
1.3531 |
| S1 |
1.3437 |
1.3437 |
1.3554 |
1.3475 |
| S2 |
1.3300 |
1.3300 |
1.3534 |
|
| S3 |
1.3088 |
1.3225 |
1.3515 |
|
| S4 |
1.2876 |
1.3013 |
1.3456 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3594 |
1.3442 |
0.0152 |
1.1% |
0.0043 |
0.3% |
92% |
True |
False |
138,423 |
| 10 |
1.3594 |
1.3360 |
0.0234 |
1.7% |
0.0047 |
0.3% |
95% |
True |
False |
123,847 |
| 20 |
1.3594 |
1.3305 |
0.0289 |
2.1% |
0.0053 |
0.4% |
96% |
True |
False |
150,745 |
| 40 |
1.3594 |
1.3130 |
0.0464 |
3.4% |
0.0046 |
0.3% |
97% |
True |
False |
95,329 |
| 60 |
1.3594 |
1.2970 |
0.0624 |
4.6% |
0.0039 |
0.3% |
98% |
True |
False |
63,703 |
| 80 |
1.3594 |
1.2970 |
0.0624 |
4.6% |
0.0035 |
0.3% |
98% |
True |
False |
47,859 |
| 100 |
1.3594 |
1.2957 |
0.0637 |
4.7% |
0.0033 |
0.2% |
98% |
True |
False |
38,307 |
| 120 |
1.3594 |
1.2699 |
0.0895 |
6.6% |
0.0028 |
0.2% |
99% |
True |
False |
31,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3688 |
|
2.618 |
1.3652 |
|
1.618 |
1.3630 |
|
1.000 |
1.3616 |
|
0.618 |
1.3608 |
|
HIGH |
1.3594 |
|
0.618 |
1.3586 |
|
0.500 |
1.3583 |
|
0.382 |
1.3580 |
|
LOW |
1.3572 |
|
0.618 |
1.3558 |
|
1.000 |
1.3550 |
|
1.618 |
1.3536 |
|
2.618 |
1.3514 |
|
4.250 |
1.3479 |
|
|
| Fisher Pivots for day following 16-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3583 |
1.3568 |
| PP |
1.3583 |
1.3554 |
| S1 |
1.3582 |
1.3540 |
|