CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 26-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2007 |
26-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3678 |
1.3619 |
-0.0059 |
-0.4% |
1.3581 |
| High |
1.3695 |
1.3638 |
-0.0057 |
-0.4% |
1.3646 |
| Low |
1.3650 |
1.3612 |
-0.0038 |
-0.3% |
1.3572 |
| Close |
1.3671 |
1.3630 |
-0.0041 |
-0.3% |
1.3628 |
| Range |
0.0045 |
0.0026 |
-0.0019 |
-42.2% |
0.0074 |
| ATR |
0.0053 |
0.0054 |
0.0000 |
0.8% |
0.0000 |
| Volume |
159,301 |
136,143 |
-23,158 |
-14.5% |
816,948 |
|
| Daily Pivots for day following 26-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3705 |
1.3693 |
1.3644 |
|
| R3 |
1.3679 |
1.3667 |
1.3637 |
|
| R2 |
1.3653 |
1.3653 |
1.3635 |
|
| R1 |
1.3641 |
1.3641 |
1.3632 |
1.3647 |
| PP |
1.3627 |
1.3627 |
1.3627 |
1.3630 |
| S1 |
1.3615 |
1.3615 |
1.3628 |
1.3621 |
| S2 |
1.3601 |
1.3601 |
1.3625 |
|
| S3 |
1.3575 |
1.3589 |
1.3623 |
|
| S4 |
1.3549 |
1.3563 |
1.3616 |
|
|
| 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% |
0.0041 |
0.3% |
48% |
False |
False |
133,779 |
| 10 |
1.3695 |
1.3519 |
0.0176 |
1.3% |
0.0042 |
0.3% |
63% |
False |
False |
151,263 |
| 20 |
1.3695 |
1.3330 |
0.0365 |
2.7% |
0.0046 |
0.3% |
82% |
False |
False |
137,633 |
| 40 |
1.3695 |
1.3130 |
0.0565 |
4.1% |
0.0048 |
0.4% |
88% |
False |
False |
123,107 |
| 60 |
1.3695 |
1.3000 |
0.0695 |
5.1% |
0.0041 |
0.3% |
91% |
False |
False |
82,362 |
| 80 |
1.3695 |
1.2970 |
0.0725 |
5.3% |
0.0037 |
0.3% |
91% |
False |
False |
61,848 |
| 100 |
1.3695 |
1.2970 |
0.0725 |
5.3% |
0.0036 |
0.3% |
91% |
False |
False |
49,522 |
| 120 |
1.3695 |
1.2835 |
0.0860 |
6.3% |
0.0030 |
0.2% |
92% |
False |
False |
41,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3749 |
|
2.618 |
1.3706 |
|
1.618 |
1.3680 |
|
1.000 |
1.3664 |
|
0.618 |
1.3654 |
|
HIGH |
1.3638 |
|
0.618 |
1.3628 |
|
0.500 |
1.3625 |
|
0.382 |
1.3622 |
|
LOW |
1.3612 |
|
0.618 |
1.3596 |
|
1.000 |
1.3586 |
|
1.618 |
1.3570 |
|
2.618 |
1.3544 |
|
4.250 |
1.3502 |
|
|
| Fisher Pivots for day following 26-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3628 |
1.3650 |
| PP |
1.3627 |
1.3643 |
| S1 |
1.3625 |
1.3637 |
|