CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 02-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2007 |
02-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3685 |
1.3666 |
-0.0019 |
-0.1% |
1.3624 |
| High |
1.3732 |
1.3670 |
-0.0062 |
-0.5% |
1.3740 |
| Low |
1.3662 |
1.3645 |
-0.0017 |
-0.1% |
1.3624 |
| Close |
1.3685 |
1.3662 |
-0.0023 |
-0.2% |
1.3710 |
| Range |
0.0070 |
0.0025 |
-0.0045 |
-64.3% |
0.0116 |
| ATR |
0.0044 |
0.0043 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
421 |
441 |
20 |
4.8% |
1,376 |
|
| Daily Pivots for day following 02-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3734 |
1.3723 |
1.3676 |
|
| R3 |
1.3709 |
1.3698 |
1.3669 |
|
| R2 |
1.3684 |
1.3684 |
1.3667 |
|
| R1 |
1.3673 |
1.3673 |
1.3664 |
1.3666 |
| PP |
1.3659 |
1.3659 |
1.3659 |
1.3656 |
| S1 |
1.3648 |
1.3648 |
1.3660 |
1.3641 |
| S2 |
1.3634 |
1.3634 |
1.3657 |
|
| S3 |
1.3609 |
1.3623 |
1.3655 |
|
| S4 |
1.3584 |
1.3598 |
1.3648 |
|
|
| Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4039 |
1.3991 |
1.3774 |
|
| R3 |
1.3923 |
1.3875 |
1.3742 |
|
| R2 |
1.3807 |
1.3807 |
1.3731 |
|
| R1 |
1.3759 |
1.3759 |
1.3721 |
1.3783 |
| PP |
1.3691 |
1.3691 |
1.3691 |
1.3704 |
| S1 |
1.3643 |
1.3643 |
1.3699 |
1.3667 |
| S2 |
1.3575 |
1.3575 |
1.3689 |
|
| S3 |
1.3459 |
1.3527 |
1.3678 |
|
| S4 |
1.3343 |
1.3411 |
1.3646 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3740 |
1.3645 |
0.0095 |
0.7% |
0.0034 |
0.3% |
18% |
False |
True |
377 |
| 10 |
1.3740 |
1.3624 |
0.0116 |
0.8% |
0.0023 |
0.2% |
33% |
False |
False |
301 |
| 20 |
1.3740 |
1.3430 |
0.0310 |
2.3% |
0.0019 |
0.1% |
75% |
False |
False |
255 |
| 40 |
1.3740 |
1.3190 |
0.0550 |
4.0% |
0.0021 |
0.2% |
86% |
False |
False |
246 |
| 60 |
1.3740 |
1.3070 |
0.0670 |
4.9% |
0.0015 |
0.1% |
88% |
False |
False |
167 |
| 80 |
1.3740 |
1.3012 |
0.0728 |
5.3% |
0.0013 |
0.1% |
89% |
False |
False |
129 |
| 100 |
1.3740 |
1.3012 |
0.0728 |
5.3% |
0.0010 |
0.1% |
89% |
False |
False |
104 |
| 120 |
1.3740 |
1.2949 |
0.0791 |
5.8% |
0.0009 |
0.1% |
90% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3776 |
|
2.618 |
1.3735 |
|
1.618 |
1.3710 |
|
1.000 |
1.3695 |
|
0.618 |
1.3685 |
|
HIGH |
1.3670 |
|
0.618 |
1.3660 |
|
0.500 |
1.3658 |
|
0.382 |
1.3655 |
|
LOW |
1.3645 |
|
0.618 |
1.3630 |
|
1.000 |
1.3620 |
|
1.618 |
1.3605 |
|
2.618 |
1.3580 |
|
4.250 |
1.3539 |
|
|
| Fisher Pivots for day following 02-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3661 |
1.3689 |
| PP |
1.3659 |
1.3680 |
| S1 |
1.3658 |
1.3671 |
|