CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 05-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2007 |
05-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3442 |
1.3504 |
0.0062 |
0.5% |
1.3413 |
| High |
1.3446 |
1.3512 |
0.0066 |
0.5% |
1.3470 |
| Low |
1.3440 |
1.3502 |
0.0062 |
0.5% |
1.3355 |
| Close |
1.3442 |
1.3501 |
0.0059 |
0.4% |
1.3433 |
| Range |
0.0006 |
0.0010 |
0.0004 |
66.7% |
0.0115 |
| ATR |
0.0043 |
0.0045 |
0.0002 |
4.5% |
0.0000 |
| Volume |
143 |
62 |
-81 |
-56.6% |
1,714 |
|
| Daily Pivots for day following 05-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3535 |
1.3528 |
1.3507 |
|
| R3 |
1.3525 |
1.3518 |
1.3504 |
|
| R2 |
1.3515 |
1.3515 |
1.3503 |
|
| R1 |
1.3508 |
1.3508 |
1.3502 |
1.3507 |
| PP |
1.3505 |
1.3505 |
1.3505 |
1.3504 |
| S1 |
1.3498 |
1.3498 |
1.3500 |
1.3497 |
| S2 |
1.3495 |
1.3495 |
1.3499 |
|
| S3 |
1.3485 |
1.3488 |
1.3498 |
|
| S4 |
1.3475 |
1.3478 |
1.3496 |
|
|
| 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 |
1.3512 |
1.3375 |
0.0137 |
1.0% |
0.0031 |
0.2% |
92% |
True |
False |
181 |
| 10 |
1.3512 |
1.3355 |
0.0157 |
1.2% |
0.0029 |
0.2% |
93% |
True |
False |
258 |
| 20 |
1.3512 |
1.3190 |
0.0322 |
2.4% |
0.0024 |
0.2% |
97% |
True |
False |
239 |
| 40 |
1.3512 |
1.3070 |
0.0442 |
3.3% |
0.0014 |
0.1% |
98% |
True |
False |
124 |
| 60 |
1.3512 |
1.3012 |
0.0500 |
3.7% |
0.0011 |
0.1% |
98% |
True |
False |
87 |
| 80 |
1.3512 |
1.3012 |
0.0500 |
3.7% |
0.0008 |
0.1% |
98% |
True |
False |
68 |
| 100 |
1.3512 |
1.2949 |
0.0563 |
4.2% |
0.0007 |
0.0% |
98% |
True |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3555 |
|
2.618 |
1.3538 |
|
1.618 |
1.3528 |
|
1.000 |
1.3522 |
|
0.618 |
1.3518 |
|
HIGH |
1.3512 |
|
0.618 |
1.3508 |
|
0.500 |
1.3507 |
|
0.382 |
1.3506 |
|
LOW |
1.3502 |
|
0.618 |
1.3496 |
|
1.000 |
1.3492 |
|
1.618 |
1.3486 |
|
2.618 |
1.3476 |
|
4.250 |
1.3460 |
|
|
| Fisher Pivots for day following 05-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3507 |
1.3487 |
| PP |
1.3505 |
1.3473 |
| S1 |
1.3503 |
1.3459 |
|