CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 03-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2007 |
03-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3614 |
1.3636 |
0.0022 |
0.2% |
1.3586 |
| High |
1.3636 |
1.3645 |
0.0009 |
0.1% |
1.3708 |
| Low |
1.3600 |
1.3569 |
-0.0031 |
-0.2% |
1.3571 |
| Close |
1.3622 |
1.3577 |
-0.0045 |
-0.3% |
1.3669 |
| Range |
0.0036 |
0.0076 |
0.0040 |
111.1% |
0.0137 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
2.3% |
0.0000 |
| Volume |
190,303 |
144,811 |
-45,492 |
-23.9% |
691,587 |
|
| Daily Pivots for day following 03-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3825 |
1.3777 |
1.3619 |
|
| R3 |
1.3749 |
1.3701 |
1.3598 |
|
| R2 |
1.3673 |
1.3673 |
1.3591 |
|
| R1 |
1.3625 |
1.3625 |
1.3584 |
1.3611 |
| PP |
1.3597 |
1.3597 |
1.3597 |
1.3590 |
| S1 |
1.3549 |
1.3549 |
1.3570 |
1.3535 |
| S2 |
1.3521 |
1.3521 |
1.3563 |
|
| S3 |
1.3445 |
1.3473 |
1.3556 |
|
| S4 |
1.3369 |
1.3397 |
1.3535 |
|
|
| 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 |
1.3569 |
0.0139 |
1.0% |
0.0069 |
0.5% |
6% |
False |
True |
179,206 |
| 10 |
1.3708 |
1.3569 |
0.0139 |
1.0% |
0.0055 |
0.4% |
6% |
False |
True |
156,493 |
| 20 |
1.3708 |
1.3376 |
0.0332 |
2.4% |
0.0049 |
0.4% |
61% |
False |
False |
142,834 |
| 40 |
1.3708 |
1.3138 |
0.0570 |
4.2% |
0.0052 |
0.4% |
77% |
False |
False |
144,631 |
| 60 |
1.3708 |
1.3030 |
0.0678 |
5.0% |
0.0044 |
0.3% |
81% |
False |
False |
97,259 |
| 80 |
1.3708 |
1.2970 |
0.0738 |
5.4% |
0.0039 |
0.3% |
82% |
False |
False |
73,033 |
| 100 |
1.3708 |
1.2970 |
0.0738 |
5.4% |
0.0037 |
0.3% |
82% |
False |
False |
58,473 |
| 120 |
1.3708 |
1.2912 |
0.0796 |
5.9% |
0.0033 |
0.2% |
84% |
False |
False |
48,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3968 |
|
2.618 |
1.3844 |
|
1.618 |
1.3768 |
|
1.000 |
1.3721 |
|
0.618 |
1.3692 |
|
HIGH |
1.3645 |
|
0.618 |
1.3616 |
|
0.500 |
1.3607 |
|
0.382 |
1.3598 |
|
LOW |
1.3569 |
|
0.618 |
1.3522 |
|
1.000 |
1.3493 |
|
1.618 |
1.3446 |
|
2.618 |
1.3370 |
|
4.250 |
1.3246 |
|
|
| Fisher Pivots for day following 03-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3607 |
1.3634 |
| PP |
1.3597 |
1.3615 |
| S1 |
1.3587 |
1.3596 |
|