CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 03-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2007 |
03-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3443 |
1.3425 |
-0.0018 |
-0.1% |
1.3413 |
| High |
1.3443 |
1.3450 |
0.0007 |
0.1% |
1.3470 |
| Low |
1.3443 |
1.3405 |
-0.0038 |
-0.3% |
1.3355 |
| Close |
1.3443 |
1.3408 |
-0.0035 |
-0.3% |
1.3433 |
| Range |
0.0000 |
0.0045 |
0.0045 |
|
0.0115 |
| ATR |
0.0043 |
0.0043 |
0.0000 |
0.3% |
0.0000 |
| Volume |
409 |
94 |
-315 |
-77.0% |
1,714 |
|
| Daily Pivots for day following 03-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3556 |
1.3527 |
1.3433 |
|
| R3 |
1.3511 |
1.3482 |
1.3420 |
|
| R2 |
1.3466 |
1.3466 |
1.3416 |
|
| R1 |
1.3437 |
1.3437 |
1.3412 |
1.3429 |
| PP |
1.3421 |
1.3421 |
1.3421 |
1.3417 |
| S1 |
1.3392 |
1.3392 |
1.3404 |
1.3384 |
| S2 |
1.3376 |
1.3376 |
1.3400 |
|
| S3 |
1.3331 |
1.3347 |
1.3396 |
|
| S4 |
1.3286 |
1.3302 |
1.3383 |
|
|
| 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% |
0.0038 |
0.3% |
35% |
False |
False |
297 |
| 10 |
1.3470 |
1.3355 |
0.0115 |
0.9% |
0.0041 |
0.3% |
46% |
False |
False |
280 |
| 20 |
1.3470 |
1.3190 |
0.0280 |
2.1% |
0.0023 |
0.2% |
78% |
False |
False |
229 |
| 40 |
1.3470 |
1.3070 |
0.0400 |
3.0% |
0.0014 |
0.1% |
85% |
False |
False |
119 |
| 60 |
1.3470 |
1.3012 |
0.0458 |
3.4% |
0.0011 |
0.1% |
86% |
False |
False |
84 |
| 80 |
1.3470 |
1.3012 |
0.0458 |
3.4% |
0.0008 |
0.1% |
86% |
False |
False |
65 |
| 100 |
1.3472 |
1.2933 |
0.0539 |
4.0% |
0.0006 |
0.0% |
88% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3641 |
|
2.618 |
1.3568 |
|
1.618 |
1.3523 |
|
1.000 |
1.3495 |
|
0.618 |
1.3478 |
|
HIGH |
1.3450 |
|
0.618 |
1.3433 |
|
0.500 |
1.3428 |
|
0.382 |
1.3422 |
|
LOW |
1.3405 |
|
0.618 |
1.3377 |
|
1.000 |
1.3360 |
|
1.618 |
1.3332 |
|
2.618 |
1.3287 |
|
4.250 |
1.3214 |
|
|
| Fisher Pivots for day following 03-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3428 |
1.3423 |
| PP |
1.3421 |
1.3418 |
| S1 |
1.3415 |
1.3413 |
|