CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 01-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2007 |
01-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3631 |
1.3677 |
0.0046 |
0.3% |
1.3586 |
| High |
1.3703 |
1.3699 |
-0.0004 |
0.0% |
1.3708 |
| Low |
1.3631 |
1.3617 |
-0.0014 |
-0.1% |
1.3571 |
| Close |
1.3676 |
1.3645 |
-0.0031 |
-0.2% |
1.3669 |
| Range |
0.0072 |
0.0082 |
0.0010 |
13.9% |
0.0137 |
| ATR |
0.0057 |
0.0059 |
0.0002 |
3.2% |
0.0000 |
| Volume |
220,301 |
171,545 |
-48,756 |
-22.1% |
691,587 |
|
| Daily Pivots for day following 01-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3900 |
1.3854 |
1.3690 |
|
| R3 |
1.3818 |
1.3772 |
1.3668 |
|
| R2 |
1.3736 |
1.3736 |
1.3660 |
|
| R1 |
1.3690 |
1.3690 |
1.3653 |
1.3672 |
| PP |
1.3654 |
1.3654 |
1.3654 |
1.3645 |
| S1 |
1.3608 |
1.3608 |
1.3637 |
1.3590 |
| S2 |
1.3572 |
1.3572 |
1.3630 |
|
| S3 |
1.3490 |
1.3526 |
1.3622 |
|
| S4 |
1.3408 |
1.3444 |
1.3600 |
|
|
| Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4060 |
1.4002 |
1.3744 |
|
| R3 |
1.3923 |
1.3865 |
1.3707 |
|
| R2 |
1.3786 |
1.3786 |
1.3694 |
|
| R1 |
1.3728 |
1.3728 |
1.3682 |
1.3757 |
| PP |
1.3649 |
1.3649 |
1.3649 |
1.3664 |
| S1 |
1.3591 |
1.3591 |
1.3656 |
1.3620 |
| S2 |
1.3512 |
1.3512 |
1.3644 |
|
| S3 |
1.3375 |
1.3454 |
1.3631 |
|
| S4 |
1.3238 |
1.3317 |
1.3594 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3708 |
1.3612 |
0.0096 |
0.7% |
0.0061 |
0.4% |
34% |
False |
False |
171,272 |
| 10 |
1.3708 |
1.3571 |
0.0137 |
1.0% |
0.0051 |
0.4% |
54% |
False |
False |
156,138 |
| 20 |
1.3708 |
1.3376 |
0.0332 |
2.4% |
0.0049 |
0.4% |
81% |
False |
False |
139,415 |
| 40 |
1.3708 |
1.3138 |
0.0570 |
4.2% |
0.0051 |
0.4% |
89% |
False |
False |
136,758 |
| 60 |
1.3708 |
1.3016 |
0.0692 |
5.1% |
0.0043 |
0.3% |
91% |
False |
False |
91,686 |
| 80 |
1.3708 |
1.2970 |
0.0738 |
5.4% |
0.0039 |
0.3% |
91% |
False |
False |
68,852 |
| 100 |
1.3708 |
1.2970 |
0.0738 |
5.4% |
0.0038 |
0.3% |
91% |
False |
False |
55,124 |
| 120 |
1.3708 |
1.2895 |
0.0813 |
6.0% |
0.0032 |
0.2% |
92% |
False |
False |
45,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4048 |
|
2.618 |
1.3914 |
|
1.618 |
1.3832 |
|
1.000 |
1.3781 |
|
0.618 |
1.3750 |
|
HIGH |
1.3699 |
|
0.618 |
1.3668 |
|
0.500 |
1.3658 |
|
0.382 |
1.3648 |
|
LOW |
1.3617 |
|
0.618 |
1.3566 |
|
1.000 |
1.3535 |
|
1.618 |
1.3484 |
|
2.618 |
1.3402 |
|
4.250 |
1.3269 |
|
|
| Fisher Pivots for day following 01-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3658 |
1.3663 |
| PP |
1.3654 |
1.3657 |
| S1 |
1.3649 |
1.3651 |
|