CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 17-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2007 |
17-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3581 |
1.3582 |
0.0001 |
0.0% |
1.3409 |
| High |
1.3594 |
1.3630 |
0.0036 |
0.3% |
1.3588 |
| Low |
1.3572 |
1.3576 |
0.0004 |
0.0% |
1.3376 |
| Close |
1.3582 |
1.3599 |
0.0017 |
0.1% |
1.3573 |
| Range |
0.0022 |
0.0054 |
0.0032 |
145.5% |
0.0212 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
217,549 |
121,450 |
-96,099 |
-44.2% |
474,570 |
|
| Daily Pivots for day following 17-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3764 |
1.3735 |
1.3629 |
|
| R3 |
1.3710 |
1.3681 |
1.3614 |
|
| R2 |
1.3656 |
1.3656 |
1.3609 |
|
| R1 |
1.3627 |
1.3627 |
1.3604 |
1.3642 |
| PP |
1.3602 |
1.3602 |
1.3602 |
1.3609 |
| S1 |
1.3573 |
1.3573 |
1.3594 |
1.3588 |
| S2 |
1.3548 |
1.3548 |
1.3589 |
|
| S3 |
1.3494 |
1.3519 |
1.3584 |
|
| S4 |
1.3440 |
1.3465 |
1.3569 |
|
|
| 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 |
1.3630 |
1.3442 |
0.0188 |
1.4% |
0.0047 |
0.3% |
84% |
True |
False |
152,353 |
| 10 |
1.3630 |
1.3376 |
0.0254 |
1.9% |
0.0047 |
0.3% |
88% |
True |
False |
122,692 |
| 20 |
1.3630 |
1.3305 |
0.0325 |
2.4% |
0.0054 |
0.4% |
90% |
True |
False |
150,750 |
| 40 |
1.3630 |
1.3130 |
0.0500 |
3.7% |
0.0047 |
0.3% |
94% |
True |
False |
98,328 |
| 60 |
1.3630 |
1.2970 |
0.0660 |
4.9% |
0.0040 |
0.3% |
95% |
True |
False |
65,725 |
| 80 |
1.3630 |
1.2970 |
0.0660 |
4.9% |
0.0035 |
0.3% |
95% |
True |
False |
49,363 |
| 100 |
1.3630 |
1.2970 |
0.0660 |
4.9% |
0.0034 |
0.2% |
95% |
True |
False |
39,521 |
| 120 |
1.3630 |
1.2745 |
0.0885 |
6.5% |
0.0029 |
0.2% |
96% |
True |
False |
32,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3860 |
|
2.618 |
1.3771 |
|
1.618 |
1.3717 |
|
1.000 |
1.3684 |
|
0.618 |
1.3663 |
|
HIGH |
1.3630 |
|
0.618 |
1.3609 |
|
0.500 |
1.3603 |
|
0.382 |
1.3597 |
|
LOW |
1.3576 |
|
0.618 |
1.3543 |
|
1.000 |
1.3522 |
|
1.618 |
1.3489 |
|
2.618 |
1.3435 |
|
4.250 |
1.3347 |
|
|
| Fisher Pivots for day following 17-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3603 |
1.3591 |
| PP |
1.3602 |
1.3583 |
| S1 |
1.3600 |
1.3575 |
|