CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 25-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2007 |
25-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3612 |
1.3678 |
0.0066 |
0.5% |
1.3581 |
| High |
1.3664 |
1.3695 |
0.0031 |
0.2% |
1.3646 |
| Low |
1.3605 |
1.3650 |
0.0045 |
0.3% |
1.3572 |
| Close |
1.3654 |
1.3671 |
0.0017 |
0.1% |
1.3628 |
| Range |
0.0059 |
0.0045 |
-0.0014 |
-23.7% |
0.0074 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
103,016 |
159,301 |
56,285 |
54.6% |
816,948 |
|
| Daily Pivots for day following 25-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3807 |
1.3784 |
1.3696 |
|
| R3 |
1.3762 |
1.3739 |
1.3683 |
|
| R2 |
1.3717 |
1.3717 |
1.3679 |
|
| R1 |
1.3694 |
1.3694 |
1.3675 |
1.3683 |
| PP |
1.3672 |
1.3672 |
1.3672 |
1.3667 |
| S1 |
1.3649 |
1.3649 |
1.3667 |
1.3638 |
| S2 |
1.3627 |
1.3627 |
1.3663 |
|
| S3 |
1.3582 |
1.3604 |
1.3659 |
|
| S4 |
1.3537 |
1.3559 |
1.3646 |
|
|
| Weekly Pivots for week ending 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3837 |
1.3807 |
1.3669 |
|
| R3 |
1.3763 |
1.3733 |
1.3648 |
|
| R2 |
1.3689 |
1.3689 |
1.3642 |
|
| R1 |
1.3659 |
1.3659 |
1.3635 |
1.3674 |
| PP |
1.3615 |
1.3615 |
1.3615 |
1.3623 |
| S1 |
1.3585 |
1.3585 |
1.3621 |
1.3600 |
| S2 |
1.3541 |
1.3541 |
1.3614 |
|
| S3 |
1.3467 |
1.3511 |
1.3608 |
|
| S4 |
1.3393 |
1.3437 |
1.3587 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3695 |
1.3571 |
0.0124 |
0.9% |
0.0042 |
0.3% |
81% |
True |
False |
137,326 |
| 10 |
1.3695 |
1.3485 |
0.0210 |
1.5% |
0.0045 |
0.3% |
89% |
True |
False |
148,459 |
| 20 |
1.3695 |
1.3330 |
0.0365 |
2.7% |
0.0047 |
0.3% |
93% |
True |
False |
139,969 |
| 40 |
1.3695 |
1.3130 |
0.0565 |
4.1% |
0.0049 |
0.4% |
96% |
True |
False |
119,781 |
| 60 |
1.3695 |
1.3000 |
0.0695 |
5.1% |
0.0042 |
0.3% |
97% |
True |
False |
80,097 |
| 80 |
1.3695 |
1.2970 |
0.0725 |
5.3% |
0.0037 |
0.3% |
97% |
True |
False |
60,151 |
| 100 |
1.3695 |
1.2970 |
0.0725 |
5.3% |
0.0036 |
0.3% |
97% |
True |
False |
48,163 |
| 120 |
1.3695 |
1.2835 |
0.0860 |
6.3% |
0.0030 |
0.2% |
97% |
True |
False |
40,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3886 |
|
2.618 |
1.3813 |
|
1.618 |
1.3768 |
|
1.000 |
1.3740 |
|
0.618 |
1.3723 |
|
HIGH |
1.3695 |
|
0.618 |
1.3678 |
|
0.500 |
1.3673 |
|
0.382 |
1.3667 |
|
LOW |
1.3650 |
|
0.618 |
1.3622 |
|
1.000 |
1.3605 |
|
1.618 |
1.3577 |
|
2.618 |
1.3532 |
|
4.250 |
1.3459 |
|
|
| Fisher Pivots for day following 25-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3673 |
1.3658 |
| PP |
1.3672 |
1.3646 |
| S1 |
1.3672 |
1.3633 |
|