CME Euro FX Future September 2007
Trading Metrics calculated at close of trading on 02-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2007 |
02-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
1.3433 |
1.3443 |
0.0010 |
0.1% |
1.3413 |
High |
1.3470 |
1.3443 |
-0.0027 |
-0.2% |
1.3470 |
Low |
1.3375 |
1.3443 |
0.0068 |
0.5% |
1.3355 |
Close |
1.3433 |
1.3443 |
0.0010 |
0.1% |
1.3433 |
Range |
0.0095 |
0.0000 |
-0.0095 |
-100.0% |
0.0115 |
ATR |
0.0046 |
0.0043 |
-0.0003 |
-5.6% |
0.0000 |
Volume |
199 |
409 |
210 |
105.5% |
1,714 |
|
Daily Pivots for day following 02-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3443 |
1.3443 |
1.3443 |
|
R3 |
1.3443 |
1.3443 |
1.3443 |
|
R2 |
1.3443 |
1.3443 |
1.3443 |
|
R1 |
1.3443 |
1.3443 |
1.3443 |
1.3443 |
PP |
1.3443 |
1.3443 |
1.3443 |
1.3443 |
S1 |
1.3443 |
1.3443 |
1.3443 |
1.3443 |
S2 |
1.3443 |
1.3443 |
1.3443 |
|
S3 |
1.3443 |
1.3443 |
1.3443 |
|
S4 |
1.3443 |
1.3443 |
1.3443 |
|
|
Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3764 |
1.3714 |
1.3496 |
|
R3 |
1.3649 |
1.3599 |
1.3465 |
|
R2 |
1.3534 |
1.3534 |
1.3454 |
|
R1 |
1.3484 |
1.3484 |
1.3444 |
1.3509 |
PP |
1.3419 |
1.3419 |
1.3419 |
1.3432 |
S1 |
1.3369 |
1.3369 |
1.3422 |
1.3394 |
S2 |
1.3304 |
1.3304 |
1.3412 |
|
S3 |
1.3189 |
1.3254 |
1.3401 |
|
S4 |
1.3074 |
1.3139 |
1.3370 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3470 |
1.3375 |
0.0095 |
0.7% |
0.0032 |
0.2% |
72% |
False |
False |
354 |
10 |
1.3470 |
1.3355 |
0.0115 |
0.9% |
0.0039 |
0.3% |
77% |
False |
False |
278 |
20 |
1.3470 |
1.3190 |
0.0280 |
2.1% |
0.0021 |
0.2% |
90% |
False |
False |
226 |
40 |
1.3470 |
1.3040 |
0.0430 |
3.2% |
0.0012 |
0.1% |
94% |
False |
False |
117 |
60 |
1.3470 |
1.3012 |
0.0458 |
3.4% |
0.0010 |
0.1% |
94% |
False |
False |
83 |
80 |
1.3470 |
1.3012 |
0.0458 |
3.4% |
0.0008 |
0.1% |
94% |
False |
False |
64 |
100 |
1.3472 |
1.2933 |
0.0539 |
4.0% |
0.0006 |
0.0% |
95% |
False |
False |
52 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3443 |
2.618 |
1.3443 |
1.618 |
1.3443 |
1.000 |
1.3443 |
0.618 |
1.3443 |
HIGH |
1.3443 |
0.618 |
1.3443 |
0.500 |
1.3443 |
0.382 |
1.3443 |
LOW |
1.3443 |
0.618 |
1.3443 |
1.000 |
1.3443 |
1.618 |
1.3443 |
2.618 |
1.3443 |
4.250 |
1.3443 |
|
|
Fisher Pivots for day following 02-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
1.3443 |
1.3436 |
PP |
1.3443 |
1.3429 |
S1 |
1.3443 |
1.3423 |
|