CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 11-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2007 |
11-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3546 |
1.3504 |
-0.0042 |
-0.3% |
1.3638 |
| High |
1.3566 |
1.3548 |
-0.0018 |
-0.1% |
1.3650 |
| Low |
1.3484 |
1.3497 |
0.0013 |
0.1% |
1.3484 |
| Close |
1.3502 |
1.3546 |
0.0044 |
0.3% |
1.3546 |
| Range |
0.0082 |
0.0051 |
-0.0031 |
-37.8% |
0.0166 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
124,877 |
210,308 |
85,431 |
68.4% |
777,201 |
|
| Daily Pivots for day following 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3683 |
1.3666 |
1.3574 |
|
| R3 |
1.3632 |
1.3615 |
1.3560 |
|
| R2 |
1.3581 |
1.3581 |
1.3555 |
|
| R1 |
1.3564 |
1.3564 |
1.3551 |
1.3573 |
| PP |
1.3530 |
1.3530 |
1.3530 |
1.3535 |
| S1 |
1.3513 |
1.3513 |
1.3541 |
1.3522 |
| S2 |
1.3479 |
1.3479 |
1.3537 |
|
| S3 |
1.3428 |
1.3462 |
1.3532 |
|
| S4 |
1.3377 |
1.3411 |
1.3518 |
|
|
| Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4058 |
1.3968 |
1.3637 |
|
| R3 |
1.3892 |
1.3802 |
1.3592 |
|
| R2 |
1.3726 |
1.3726 |
1.3576 |
|
| R1 |
1.3636 |
1.3636 |
1.3561 |
1.3598 |
| PP |
1.3560 |
1.3560 |
1.3560 |
1.3541 |
| S1 |
1.3470 |
1.3470 |
1.3531 |
1.3432 |
| S2 |
1.3394 |
1.3394 |
1.3516 |
|
| S3 |
1.3228 |
1.3304 |
1.3500 |
|
| S4 |
1.3062 |
1.3138 |
1.3455 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3650 |
1.3484 |
0.0166 |
1.2% |
0.0050 |
0.4% |
37% |
False |
False |
155,440 |
| 10 |
1.3703 |
1.3484 |
0.0219 |
1.6% |
0.0057 |
0.4% |
28% |
False |
False |
167,575 |
| 20 |
1.3708 |
1.3484 |
0.0224 |
1.7% |
0.0050 |
0.4% |
28% |
False |
False |
159,214 |
| 40 |
1.3708 |
1.3305 |
0.0403 |
3.0% |
0.0052 |
0.4% |
60% |
False |
False |
154,141 |
| 60 |
1.3708 |
1.3130 |
0.0578 |
4.3% |
0.0048 |
0.4% |
72% |
False |
False |
113,016 |
| 80 |
1.3708 |
1.2970 |
0.0738 |
5.4% |
0.0042 |
0.3% |
78% |
False |
False |
84,866 |
| 100 |
1.3708 |
1.2970 |
0.0738 |
5.4% |
0.0038 |
0.3% |
78% |
False |
False |
67,956 |
| 120 |
1.3708 |
1.2928 |
0.0780 |
5.8% |
0.0036 |
0.3% |
79% |
False |
False |
56,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3765 |
|
2.618 |
1.3682 |
|
1.618 |
1.3631 |
|
1.000 |
1.3599 |
|
0.618 |
1.3580 |
|
HIGH |
1.3548 |
|
0.618 |
1.3529 |
|
0.500 |
1.3523 |
|
0.382 |
1.3516 |
|
LOW |
1.3497 |
|
0.618 |
1.3465 |
|
1.000 |
1.3446 |
|
1.618 |
1.3414 |
|
2.618 |
1.3363 |
|
4.250 |
1.3280 |
|
|
| Fisher Pivots for day following 11-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3538 |
1.3542 |
| PP |
1.3530 |
1.3539 |
| S1 |
1.3523 |
1.3535 |
|