CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 12-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2007 |
12-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3501 |
1.3555 |
0.0054 |
0.4% |
1.3443 |
| High |
1.3512 |
1.3565 |
0.0053 |
0.4% |
1.3512 |
| Low |
1.3492 |
1.3552 |
0.0060 |
0.4% |
1.3405 |
| Close |
1.3501 |
1.3555 |
0.0054 |
0.4% |
1.3448 |
| Range |
0.0020 |
0.0013 |
-0.0007 |
-35.0% |
0.0107 |
| ATR |
0.0045 |
0.0047 |
0.0001 |
3.0% |
0.0000 |
| Volume |
292 |
163 |
-129 |
-44.2% |
933 |
|
| Daily Pivots for day following 12-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3596 |
1.3589 |
1.3562 |
|
| R3 |
1.3583 |
1.3576 |
1.3559 |
|
| R2 |
1.3570 |
1.3570 |
1.3557 |
|
| R1 |
1.3563 |
1.3563 |
1.3556 |
1.3562 |
| PP |
1.3557 |
1.3557 |
1.3557 |
1.3557 |
| S1 |
1.3550 |
1.3550 |
1.3554 |
1.3549 |
| S2 |
1.3544 |
1.3544 |
1.3553 |
|
| S3 |
1.3531 |
1.3537 |
1.3551 |
|
| S4 |
1.3518 |
1.3524 |
1.3548 |
|
|
| 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 |
1.3565 |
1.3430 |
0.0135 |
1.0% |
0.0011 |
0.1% |
93% |
True |
False |
162 |
| 10 |
1.3565 |
1.3375 |
0.0190 |
1.4% |
0.0021 |
0.2% |
95% |
True |
False |
171 |
| 20 |
1.3565 |
1.3355 |
0.0210 |
1.5% |
0.0026 |
0.2% |
95% |
True |
False |
224 |
| 40 |
1.3565 |
1.3175 |
0.0390 |
2.9% |
0.0015 |
0.1% |
97% |
True |
False |
144 |
| 60 |
1.3565 |
1.3024 |
0.0541 |
4.0% |
0.0012 |
0.1% |
98% |
True |
False |
97 |
| 80 |
1.3565 |
1.3012 |
0.0553 |
4.1% |
0.0009 |
0.1% |
98% |
True |
False |
78 |
| 100 |
1.3565 |
1.2965 |
0.0600 |
4.4% |
0.0007 |
0.1% |
98% |
True |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3620 |
|
2.618 |
1.3599 |
|
1.618 |
1.3586 |
|
1.000 |
1.3578 |
|
0.618 |
1.3573 |
|
HIGH |
1.3565 |
|
0.618 |
1.3560 |
|
0.500 |
1.3559 |
|
0.382 |
1.3557 |
|
LOW |
1.3552 |
|
0.618 |
1.3544 |
|
1.000 |
1.3539 |
|
1.618 |
1.3531 |
|
2.618 |
1.3518 |
|
4.250 |
1.3497 |
|
|
| Fisher Pivots for day following 12-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3559 |
1.3546 |
| PP |
1.3557 |
1.3537 |
| S1 |
1.3556 |
1.3529 |
|