CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 13-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2007 |
13-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3555 |
1.3590 |
0.0035 |
0.3% |
1.3430 |
| High |
1.3565 |
1.3620 |
0.0055 |
0.4% |
1.3620 |
| Low |
1.3552 |
1.3570 |
0.0018 |
0.1% |
1.3430 |
| Close |
1.3555 |
1.3613 |
0.0058 |
0.4% |
1.3613 |
| Range |
0.0013 |
0.0050 |
0.0037 |
284.6% |
0.0190 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
2.8% |
0.0000 |
| Volume |
163 |
394 |
231 |
141.7% |
980 |
|
| Daily Pivots for day following 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3751 |
1.3732 |
1.3641 |
|
| R3 |
1.3701 |
1.3682 |
1.3627 |
|
| R2 |
1.3651 |
1.3651 |
1.3622 |
|
| R1 |
1.3632 |
1.3632 |
1.3618 |
1.3642 |
| PP |
1.3601 |
1.3601 |
1.3601 |
1.3606 |
| S1 |
1.3582 |
1.3582 |
1.3608 |
1.3592 |
| S2 |
1.3551 |
1.3551 |
1.3604 |
|
| S3 |
1.3501 |
1.3532 |
1.3599 |
|
| S4 |
1.3451 |
1.3482 |
1.3586 |
|
|
| Weekly Pivots for week ending 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4124 |
1.4059 |
1.3718 |
|
| R3 |
1.3934 |
1.3869 |
1.3665 |
|
| R2 |
1.3744 |
1.3744 |
1.3648 |
|
| R1 |
1.3679 |
1.3679 |
1.3630 |
1.3712 |
| PP |
1.3554 |
1.3554 |
1.3554 |
1.3571 |
| S1 |
1.3489 |
1.3489 |
1.3596 |
1.3522 |
| S2 |
1.3364 |
1.3364 |
1.3578 |
|
| S3 |
1.3174 |
1.3299 |
1.3561 |
|
| S4 |
1.2984 |
1.3109 |
1.3509 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3620 |
1.3430 |
0.0190 |
1.4% |
0.0021 |
0.2% |
96% |
True |
False |
196 |
| 10 |
1.3620 |
1.3405 |
0.0215 |
1.6% |
0.0016 |
0.1% |
97% |
True |
False |
191 |
| 20 |
1.3620 |
1.3355 |
0.0265 |
1.9% |
0.0028 |
0.2% |
97% |
True |
False |
242 |
| 40 |
1.3620 |
1.3175 |
0.0445 |
3.3% |
0.0017 |
0.1% |
98% |
True |
False |
154 |
| 60 |
1.3620 |
1.3024 |
0.0596 |
4.4% |
0.0013 |
0.1% |
99% |
True |
False |
103 |
| 80 |
1.3620 |
1.3012 |
0.0608 |
4.5% |
0.0010 |
0.1% |
99% |
True |
False |
82 |
| 100 |
1.3620 |
1.2965 |
0.0655 |
4.8% |
0.0008 |
0.1% |
99% |
True |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3833 |
|
2.618 |
1.3751 |
|
1.618 |
1.3701 |
|
1.000 |
1.3670 |
|
0.618 |
1.3651 |
|
HIGH |
1.3620 |
|
0.618 |
1.3601 |
|
0.500 |
1.3595 |
|
0.382 |
1.3589 |
|
LOW |
1.3570 |
|
0.618 |
1.3539 |
|
1.000 |
1.3520 |
|
1.618 |
1.3489 |
|
2.618 |
1.3439 |
|
4.250 |
1.3358 |
|
|
| Fisher Pivots for day following 13-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3607 |
1.3594 |
| PP |
1.3601 |
1.3575 |
| S1 |
1.3595 |
1.3556 |
|