CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 11-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2007 |
11-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3500 |
1.3501 |
0.0001 |
0.0% |
1.3443 |
| High |
1.3525 |
1.3512 |
-0.0013 |
-0.1% |
1.3512 |
| Low |
1.3505 |
1.3492 |
-0.0013 |
-0.1% |
1.3405 |
| Close |
1.3500 |
1.3501 |
0.0001 |
0.0% |
1.3448 |
| Range |
0.0020 |
0.0020 |
0.0000 |
0.0% |
0.0107 |
| ATR |
0.0047 |
0.0045 |
-0.0002 |
-4.1% |
0.0000 |
| Volume |
61 |
292 |
231 |
378.7% |
933 |
|
| Daily Pivots for day following 11-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3562 |
1.3551 |
1.3512 |
|
| R3 |
1.3542 |
1.3531 |
1.3507 |
|
| R2 |
1.3522 |
1.3522 |
1.3505 |
|
| R1 |
1.3511 |
1.3511 |
1.3503 |
1.3511 |
| PP |
1.3502 |
1.3502 |
1.3502 |
1.3502 |
| S1 |
1.3491 |
1.3491 |
1.3499 |
1.3491 |
| S2 |
1.3482 |
1.3482 |
1.3497 |
|
| S3 |
1.3462 |
1.3471 |
1.3496 |
|
| S4 |
1.3442 |
1.3451 |
1.3490 |
|
|
| 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% |
0.0010 |
0.1% |
75% |
False |
False |
142 |
| 10 |
1.3525 |
1.3375 |
0.0150 |
1.1% |
0.0021 |
0.2% |
84% |
False |
False |
200 |
| 20 |
1.3525 |
1.3320 |
0.0205 |
1.5% |
0.0025 |
0.2% |
88% |
False |
False |
217 |
| 40 |
1.3525 |
1.3175 |
0.0350 |
2.6% |
0.0015 |
0.1% |
93% |
False |
False |
140 |
| 60 |
1.3525 |
1.3024 |
0.0501 |
3.7% |
0.0012 |
0.1% |
95% |
False |
False |
94 |
| 80 |
1.3525 |
1.3012 |
0.0513 |
3.8% |
0.0009 |
0.1% |
95% |
False |
False |
76 |
| 100 |
1.3525 |
1.2949 |
0.0576 |
4.3% |
0.0007 |
0.1% |
96% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3597 |
|
2.618 |
1.3564 |
|
1.618 |
1.3544 |
|
1.000 |
1.3532 |
|
0.618 |
1.3524 |
|
HIGH |
1.3512 |
|
0.618 |
1.3504 |
|
0.500 |
1.3502 |
|
0.382 |
1.3500 |
|
LOW |
1.3492 |
|
0.618 |
1.3480 |
|
1.000 |
1.3472 |
|
1.618 |
1.3460 |
|
2.618 |
1.3440 |
|
4.250 |
1.3407 |
|
|
| Fisher Pivots for day following 11-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3502 |
1.3493 |
| PP |
1.3502 |
1.3485 |
| S1 |
1.3501 |
1.3478 |
|