CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 23-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2007 |
23-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3668 |
1.3624 |
-0.0044 |
-0.3% |
1.3622 |
| High |
1.3672 |
1.3629 |
-0.0043 |
-0.3% |
1.3682 |
| Low |
1.3665 |
1.3624 |
-0.0041 |
-0.3% |
1.3624 |
| Close |
1.3668 |
1.3643 |
-0.0025 |
-0.2% |
1.3668 |
| Range |
0.0007 |
0.0005 |
-0.0002 |
-28.6% |
0.0058 |
| ATR |
0.0040 |
0.0040 |
0.0000 |
0.8% |
0.0000 |
| Volume |
281 |
159 |
-122 |
-43.4% |
1,317 |
|
| Daily Pivots for day following 23-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3647 |
1.3650 |
1.3646 |
|
| R3 |
1.3642 |
1.3645 |
1.3644 |
|
| R2 |
1.3637 |
1.3637 |
1.3644 |
|
| R1 |
1.3640 |
1.3640 |
1.3643 |
1.3639 |
| PP |
1.3632 |
1.3632 |
1.3632 |
1.3631 |
| S1 |
1.3635 |
1.3635 |
1.3643 |
1.3634 |
| S2 |
1.3627 |
1.3627 |
1.3642 |
|
| S3 |
1.3622 |
1.3630 |
1.3642 |
|
| S4 |
1.3617 |
1.3625 |
1.3640 |
|
|
| Weekly Pivots for week ending 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3832 |
1.3808 |
1.3700 |
|
| R3 |
1.3774 |
1.3750 |
1.3684 |
|
| R2 |
1.3716 |
1.3716 |
1.3679 |
|
| R1 |
1.3692 |
1.3692 |
1.3673 |
1.3704 |
| PP |
1.3658 |
1.3658 |
1.3658 |
1.3664 |
| S1 |
1.3634 |
1.3634 |
1.3663 |
1.3646 |
| S2 |
1.3600 |
1.3600 |
1.3657 |
|
| S3 |
1.3542 |
1.3576 |
1.3652 |
|
| S4 |
1.3484 |
1.3518 |
1.3636 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3682 |
1.3624 |
0.0058 |
0.4% |
0.0013 |
0.1% |
33% |
False |
True |
232 |
| 10 |
1.3682 |
1.3492 |
0.0190 |
1.4% |
0.0017 |
0.1% |
79% |
False |
False |
238 |
| 20 |
1.3682 |
1.3375 |
0.0307 |
2.3% |
0.0020 |
0.1% |
87% |
False |
False |
237 |
| 40 |
1.3682 |
1.3175 |
0.0507 |
3.7% |
0.0018 |
0.1% |
92% |
False |
False |
189 |
| 60 |
1.3682 |
1.3040 |
0.0642 |
4.7% |
0.0014 |
0.1% |
94% |
False |
False |
127 |
| 80 |
1.3682 |
1.3012 |
0.0670 |
4.9% |
0.0010 |
0.1% |
94% |
False |
False |
99 |
| 100 |
1.3682 |
1.3012 |
0.0670 |
4.9% |
0.0008 |
0.1% |
94% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3650 |
|
2.618 |
1.3642 |
|
1.618 |
1.3637 |
|
1.000 |
1.3634 |
|
0.618 |
1.3632 |
|
HIGH |
1.3629 |
|
0.618 |
1.3627 |
|
0.500 |
1.3627 |
|
0.382 |
1.3626 |
|
LOW |
1.3624 |
|
0.618 |
1.3621 |
|
1.000 |
1.3619 |
|
1.618 |
1.3616 |
|
2.618 |
1.3611 |
|
4.250 |
1.3603 |
|
|
| Fisher Pivots for day following 23-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3638 |
1.3653 |
| PP |
1.3632 |
1.3650 |
| S1 |
1.3627 |
1.3646 |
|