CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 04-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2007 |
04-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3631 |
1.3647 |
0.0016 |
0.1% |
1.3717 |
| High |
1.3631 |
1.3665 |
0.0034 |
0.2% |
1.3733 |
| Low |
1.3613 |
1.3647 |
0.0034 |
0.2% |
1.3613 |
| Close |
1.3617 |
1.3656 |
0.0039 |
0.3% |
1.3656 |
| Range |
0.0018 |
0.0018 |
0.0000 |
0.0% |
0.0120 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
0.7% |
0.0000 |
| Volume |
410 |
318 |
-92 |
-22.4% |
1,886 |
|
| Daily Pivots for day following 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3710 |
1.3701 |
1.3666 |
|
| R3 |
1.3692 |
1.3683 |
1.3661 |
|
| R2 |
1.3674 |
1.3674 |
1.3659 |
|
| R1 |
1.3665 |
1.3665 |
1.3658 |
1.3670 |
| PP |
1.3656 |
1.3656 |
1.3656 |
1.3658 |
| S1 |
1.3647 |
1.3647 |
1.3654 |
1.3652 |
| S2 |
1.3638 |
1.3638 |
1.3653 |
|
| S3 |
1.3620 |
1.3629 |
1.3651 |
|
| S4 |
1.3602 |
1.3611 |
1.3646 |
|
|
| Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4027 |
1.3962 |
1.3722 |
|
| R3 |
1.3907 |
1.3842 |
1.3689 |
|
| R2 |
1.3787 |
1.3787 |
1.3678 |
|
| R1 |
1.3722 |
1.3722 |
1.3667 |
1.3695 |
| PP |
1.3667 |
1.3667 |
1.3667 |
1.3654 |
| S1 |
1.3602 |
1.3602 |
1.3645 |
1.3575 |
| S2 |
1.3547 |
1.3547 |
1.3634 |
|
| S3 |
1.3427 |
1.3482 |
1.3623 |
|
| S4 |
1.3307 |
1.3362 |
1.3590 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3733 |
1.3613 |
0.0120 |
0.9% |
0.0029 |
0.2% |
36% |
False |
False |
377 |
| 10 |
1.3740 |
1.3613 |
0.0127 |
0.9% |
0.0024 |
0.2% |
34% |
False |
False |
326 |
| 20 |
1.3740 |
1.3430 |
0.0310 |
2.3% |
0.0020 |
0.1% |
73% |
False |
False |
277 |
| 40 |
1.3740 |
1.3277 |
0.0463 |
3.4% |
0.0022 |
0.2% |
82% |
False |
False |
263 |
| 60 |
1.3740 |
1.3070 |
0.0670 |
4.9% |
0.0016 |
0.1% |
87% |
False |
False |
179 |
| 80 |
1.3740 |
1.3012 |
0.0728 |
5.3% |
0.0013 |
0.1% |
88% |
False |
False |
138 |
| 100 |
1.3740 |
1.3012 |
0.0728 |
5.3% |
0.0011 |
0.1% |
88% |
False |
False |
112 |
| 120 |
1.3740 |
1.2949 |
0.0791 |
5.8% |
0.0009 |
0.1% |
89% |
False |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3742 |
|
2.618 |
1.3712 |
|
1.618 |
1.3694 |
|
1.000 |
1.3683 |
|
0.618 |
1.3676 |
|
HIGH |
1.3665 |
|
0.618 |
1.3658 |
|
0.500 |
1.3656 |
|
0.382 |
1.3654 |
|
LOW |
1.3647 |
|
0.618 |
1.3636 |
|
1.000 |
1.3629 |
|
1.618 |
1.3618 |
|
2.618 |
1.3600 |
|
4.250 |
1.3571 |
|
|
| Fisher Pivots for day following 04-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3656 |
1.3651 |
| PP |
1.3656 |
1.3646 |
| S1 |
1.3656 |
1.3642 |
|