CME Euro FX Future September 2007
Trading Metrics calculated at close of trading on 06-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2007 |
06-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
1.3504 |
1.3448 |
-0.0056 |
-0.4% |
1.3443 |
High |
1.3512 |
1.3443 |
-0.0069 |
-0.5% |
1.3512 |
Low |
1.3502 |
1.3443 |
-0.0059 |
-0.4% |
1.3405 |
Close |
1.3501 |
1.3448 |
-0.0053 |
-0.4% |
1.3448 |
Range |
0.0010 |
0.0000 |
-0.0010 |
-100.0% |
0.0107 |
ATR |
0.0045 |
0.0046 |
0.0001 |
2.1% |
0.0000 |
Volume |
62 |
225 |
163 |
262.9% |
933 |
|
Daily Pivots for day following 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3445 |
1.3446 |
1.3448 |
|
R3 |
1.3445 |
1.3446 |
1.3448 |
|
R2 |
1.3445 |
1.3445 |
1.3448 |
|
R1 |
1.3446 |
1.3446 |
1.3448 |
1.3448 |
PP |
1.3445 |
1.3445 |
1.3445 |
1.3446 |
S1 |
1.3446 |
1.3446 |
1.3448 |
1.3448 |
S2 |
1.3445 |
1.3445 |
1.3448 |
|
S3 |
1.3445 |
1.3446 |
1.3448 |
|
S4 |
1.3445 |
1.3446 |
1.3448 |
|
|
Weekly Pivots for week ending 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3776 |
1.3719 |
1.3507 |
|
R3 |
1.3669 |
1.3612 |
1.3477 |
|
R2 |
1.3562 |
1.3562 |
1.3468 |
|
R1 |
1.3505 |
1.3505 |
1.3458 |
1.3534 |
PP |
1.3455 |
1.3455 |
1.3455 |
1.3469 |
S1 |
1.3398 |
1.3398 |
1.3438 |
1.3427 |
S2 |
1.3348 |
1.3348 |
1.3428 |
|
S3 |
1.3241 |
1.3291 |
1.3419 |
|
S4 |
1.3134 |
1.3184 |
1.3389 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3512 |
1.3405 |
0.0107 |
0.8% |
0.0012 |
0.1% |
40% |
False |
False |
186 |
10 |
1.3512 |
1.3355 |
0.0157 |
1.2% |
0.0029 |
0.2% |
59% |
False |
False |
264 |
20 |
1.3512 |
1.3277 |
0.0235 |
1.7% |
0.0023 |
0.2% |
73% |
False |
False |
249 |
40 |
1.3512 |
1.3070 |
0.0442 |
3.3% |
0.0014 |
0.1% |
86% |
False |
False |
130 |
60 |
1.3512 |
1.3012 |
0.0500 |
3.7% |
0.0011 |
0.1% |
87% |
False |
False |
91 |
80 |
1.3512 |
1.3012 |
0.0500 |
3.7% |
0.0008 |
0.1% |
87% |
False |
False |
70 |
100 |
1.3512 |
1.2949 |
0.0563 |
4.2% |
0.0007 |
0.0% |
89% |
False |
False |
58 |
|
|
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 06-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
1.3446 |
1.3476 |
PP |
1.3445 |
1.3467 |
S1 |
1.3443 |
1.3457 |
|