CME Euro FX Future June 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 |
1.3636 |
1.3583 |
-0.0053 |
-0.4% |
1.3631 |
| High |
1.3645 |
1.3634 |
-0.0011 |
-0.1% |
1.3703 |
| Low |
1.3569 |
1.3580 |
0.0011 |
0.1% |
1.3569 |
| Close |
1.3577 |
1.3616 |
0.0039 |
0.3% |
1.3616 |
| Range |
0.0076 |
0.0054 |
-0.0022 |
-28.9% |
0.0134 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
144,811 |
171,596 |
26,785 |
18.5% |
898,556 |
|
| Daily Pivots for day following 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3772 |
1.3748 |
1.3646 |
|
| R3 |
1.3718 |
1.3694 |
1.3631 |
|
| R2 |
1.3664 |
1.3664 |
1.3626 |
|
| R1 |
1.3640 |
1.3640 |
1.3621 |
1.3652 |
| PP |
1.3610 |
1.3610 |
1.3610 |
1.3616 |
| S1 |
1.3586 |
1.3586 |
1.3611 |
1.3598 |
| S2 |
1.3556 |
1.3556 |
1.3606 |
|
| S3 |
1.3502 |
1.3532 |
1.3601 |
|
| S4 |
1.3448 |
1.3478 |
1.3586 |
|
|
| Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4031 |
1.3958 |
1.3690 |
|
| R3 |
1.3897 |
1.3824 |
1.3653 |
|
| R2 |
1.3763 |
1.3763 |
1.3641 |
|
| R1 |
1.3690 |
1.3690 |
1.3628 |
1.3660 |
| PP |
1.3629 |
1.3629 |
1.3629 |
1.3614 |
| S1 |
1.3556 |
1.3556 |
1.3604 |
1.3526 |
| S2 |
1.3495 |
1.3495 |
1.3591 |
|
| S3 |
1.3361 |
1.3422 |
1.3579 |
|
| S4 |
1.3227 |
1.3288 |
1.3542 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3703 |
1.3569 |
0.0134 |
1.0% |
0.0064 |
0.5% |
35% |
False |
False |
179,711 |
| 10 |
1.3708 |
1.3569 |
0.0139 |
1.0% |
0.0058 |
0.4% |
34% |
False |
False |
159,014 |
| 20 |
1.3708 |
1.3376 |
0.0332 |
2.4% |
0.0049 |
0.4% |
72% |
False |
False |
144,083 |
| 40 |
1.3708 |
1.3198 |
0.0510 |
3.7% |
0.0051 |
0.4% |
82% |
False |
False |
148,654 |
| 60 |
1.3708 |
1.3030 |
0.0678 |
5.0% |
0.0045 |
0.3% |
86% |
False |
False |
100,114 |
| 80 |
1.3708 |
1.2970 |
0.0738 |
5.4% |
0.0040 |
0.3% |
88% |
False |
False |
75,176 |
| 100 |
1.3708 |
1.2970 |
0.0738 |
5.4% |
0.0037 |
0.3% |
88% |
False |
False |
60,188 |
| 120 |
1.3708 |
1.2912 |
0.0796 |
5.8% |
0.0034 |
0.2% |
88% |
False |
False |
50,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3864 |
|
2.618 |
1.3775 |
|
1.618 |
1.3721 |
|
1.000 |
1.3688 |
|
0.618 |
1.3667 |
|
HIGH |
1.3634 |
|
0.618 |
1.3613 |
|
0.500 |
1.3607 |
|
0.382 |
1.3601 |
|
LOW |
1.3580 |
|
0.618 |
1.3547 |
|
1.000 |
1.3526 |
|
1.618 |
1.3493 |
|
2.618 |
1.3439 |
|
4.250 |
1.3351 |
|
|
| Fisher Pivots for day following 04-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3613 |
1.3613 |
| PP |
1.3610 |
1.3610 |
| S1 |
1.3607 |
1.3607 |
|