CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 10-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2007 |
10-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3430 |
1.3500 |
0.0070 |
0.5% |
1.3443 |
| High |
1.3430 |
1.3525 |
0.0095 |
0.7% |
1.3512 |
| Low |
1.3430 |
1.3505 |
0.0075 |
0.6% |
1.3405 |
| Close |
1.3434 |
1.3500 |
0.0066 |
0.5% |
1.3448 |
| Range |
0.0000 |
0.0020 |
0.0020 |
|
0.0107 |
| ATR |
0.0044 |
0.0047 |
0.0003 |
7.7% |
0.0000 |
| Volume |
70 |
61 |
-9 |
-12.9% |
933 |
|
| Daily Pivots for day following 10-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3570 |
1.3555 |
1.3511 |
|
| R3 |
1.3550 |
1.3535 |
1.3506 |
|
| R2 |
1.3530 |
1.3530 |
1.3504 |
|
| R1 |
1.3515 |
1.3515 |
1.3502 |
1.3510 |
| PP |
1.3510 |
1.3510 |
1.3510 |
1.3508 |
| S1 |
1.3495 |
1.3495 |
1.3498 |
1.3490 |
| S2 |
1.3490 |
1.3490 |
1.3496 |
|
| S3 |
1.3470 |
1.3475 |
1.3495 |
|
| S4 |
1.3450 |
1.3455 |
1.3489 |
|
|
| 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 |
1.3525 |
1.3430 |
0.0095 |
0.7% |
0.0007 |
0.1% |
74% |
True |
False |
112 |
| 10 |
1.3525 |
1.3375 |
0.0150 |
1.1% |
0.0023 |
0.2% |
83% |
True |
False |
204 |
| 20 |
1.3525 |
1.3320 |
0.0205 |
1.5% |
0.0024 |
0.2% |
88% |
True |
False |
222 |
| 40 |
1.3525 |
1.3140 |
0.0385 |
2.9% |
0.0014 |
0.1% |
94% |
True |
False |
133 |
| 60 |
1.3525 |
1.3024 |
0.0501 |
3.7% |
0.0011 |
0.1% |
95% |
True |
False |
90 |
| 80 |
1.3525 |
1.3012 |
0.0513 |
3.8% |
0.0009 |
0.1% |
95% |
True |
False |
72 |
| 100 |
1.3525 |
1.2949 |
0.0576 |
4.3% |
0.0007 |
0.1% |
96% |
True |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3610 |
|
2.618 |
1.3577 |
|
1.618 |
1.3557 |
|
1.000 |
1.3545 |
|
0.618 |
1.3537 |
|
HIGH |
1.3525 |
|
0.618 |
1.3517 |
|
0.500 |
1.3515 |
|
0.382 |
1.3513 |
|
LOW |
1.3505 |
|
0.618 |
1.3493 |
|
1.000 |
1.3485 |
|
1.618 |
1.3473 |
|
2.618 |
1.3453 |
|
4.250 |
1.3420 |
|
|
| Fisher Pivots for day following 10-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3515 |
1.3493 |
| PP |
1.3510 |
1.3485 |
| S1 |
1.3505 |
1.3478 |
|