CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 25-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2007 |
25-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3694 |
1.3727 |
0.0033 |
0.2% |
1.3622 |
| High |
1.3702 |
1.3727 |
0.0025 |
0.2% |
1.3682 |
| Low |
1.3690 |
1.3713 |
0.0023 |
0.2% |
1.3624 |
| Close |
1.3694 |
1.3711 |
0.0017 |
0.1% |
1.3668 |
| Range |
0.0012 |
0.0014 |
0.0002 |
16.7% |
0.0058 |
| ATR |
0.0041 |
0.0041 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
168 |
321 |
153 |
91.1% |
1,317 |
|
| Daily Pivots for day following 25-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3759 |
1.3749 |
1.3719 |
|
| R3 |
1.3745 |
1.3735 |
1.3715 |
|
| R2 |
1.3731 |
1.3731 |
1.3714 |
|
| R1 |
1.3721 |
1.3721 |
1.3712 |
1.3719 |
| PP |
1.3717 |
1.3717 |
1.3717 |
1.3716 |
| S1 |
1.3707 |
1.3707 |
1.3710 |
1.3705 |
| S2 |
1.3703 |
1.3703 |
1.3708 |
|
| S3 |
1.3689 |
1.3693 |
1.3707 |
|
| S4 |
1.3675 |
1.3679 |
1.3703 |
|
|
| 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 |
1.3727 |
1.3624 |
0.0103 |
0.8% |
0.0012 |
0.1% |
84% |
True |
False |
224 |
| 10 |
1.3727 |
1.3552 |
0.0175 |
1.3% |
0.0016 |
0.1% |
91% |
True |
False |
252 |
| 20 |
1.3727 |
1.3375 |
0.0352 |
2.6% |
0.0018 |
0.1% |
95% |
True |
False |
226 |
| 40 |
1.3727 |
1.3175 |
0.0552 |
4.0% |
0.0018 |
0.1% |
97% |
True |
False |
201 |
| 60 |
1.3727 |
1.3040 |
0.0687 |
5.0% |
0.0014 |
0.1% |
98% |
True |
False |
135 |
| 80 |
1.3727 |
1.3012 |
0.0715 |
5.2% |
0.0011 |
0.1% |
98% |
True |
False |
105 |
| 100 |
1.3727 |
1.3012 |
0.0715 |
5.2% |
0.0009 |
0.1% |
98% |
True |
False |
87 |
| 120 |
1.3727 |
1.2875 |
0.0852 |
6.2% |
0.0007 |
0.1% |
98% |
True |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3787 |
|
2.618 |
1.3764 |
|
1.618 |
1.3750 |
|
1.000 |
1.3741 |
|
0.618 |
1.3736 |
|
HIGH |
1.3727 |
|
0.618 |
1.3722 |
|
0.500 |
1.3720 |
|
0.382 |
1.3718 |
|
LOW |
1.3713 |
|
0.618 |
1.3704 |
|
1.000 |
1.3699 |
|
1.618 |
1.3690 |
|
2.618 |
1.3676 |
|
4.250 |
1.3654 |
|
|
| Fisher Pivots for day following 25-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3720 |
1.3699 |
| PP |
1.3717 |
1.3687 |
| S1 |
1.3714 |
1.3676 |
|