CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 15-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2007 |
15-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3565 |
1.3556 |
-0.0009 |
-0.1% |
1.3638 |
| High |
1.3568 |
1.3627 |
0.0059 |
0.4% |
1.3650 |
| Low |
1.3555 |
1.3556 |
0.0001 |
0.0% |
1.3484 |
| Close |
1.3559 |
1.3609 |
0.0050 |
0.4% |
1.3546 |
| Range |
0.0013 |
0.0071 |
0.0058 |
446.2% |
0.0166 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
1.8% |
0.0000 |
| Volume |
143,290 |
86,082 |
-57,208 |
-39.9% |
777,201 |
|
| Daily Pivots for day following 15-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3810 |
1.3781 |
1.3648 |
|
| R3 |
1.3739 |
1.3710 |
1.3629 |
|
| R2 |
1.3668 |
1.3668 |
1.3622 |
|
| R1 |
1.3639 |
1.3639 |
1.3616 |
1.3654 |
| PP |
1.3597 |
1.3597 |
1.3597 |
1.3605 |
| S1 |
1.3568 |
1.3568 |
1.3602 |
1.3583 |
| S2 |
1.3526 |
1.3526 |
1.3596 |
|
| S3 |
1.3455 |
1.3497 |
1.3589 |
|
| S4 |
1.3384 |
1.3426 |
1.3570 |
|
|
| 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 |
1.3627 |
1.3484 |
0.0143 |
1.1% |
0.0052 |
0.4% |
87% |
True |
False |
149,006 |
| 10 |
1.3650 |
1.3484 |
0.0166 |
1.2% |
0.0050 |
0.4% |
75% |
False |
False |
151,328 |
| 20 |
1.3708 |
1.3484 |
0.0224 |
1.6% |
0.0050 |
0.4% |
56% |
False |
False |
153,733 |
| 40 |
1.3708 |
1.3305 |
0.0403 |
3.0% |
0.0052 |
0.4% |
75% |
False |
False |
152,241 |
| 60 |
1.3708 |
1.3130 |
0.0578 |
4.2% |
0.0048 |
0.4% |
83% |
False |
False |
116,796 |
| 80 |
1.3708 |
1.2970 |
0.0738 |
5.4% |
0.0042 |
0.3% |
87% |
False |
False |
87,727 |
| 100 |
1.3708 |
1.2970 |
0.0738 |
5.4% |
0.0038 |
0.3% |
87% |
False |
False |
70,237 |
| 120 |
1.3708 |
1.2970 |
0.0738 |
5.4% |
0.0037 |
0.3% |
87% |
False |
False |
58,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3929 |
|
2.618 |
1.3813 |
|
1.618 |
1.3742 |
|
1.000 |
1.3698 |
|
0.618 |
1.3671 |
|
HIGH |
1.3627 |
|
0.618 |
1.3600 |
|
0.500 |
1.3592 |
|
0.382 |
1.3583 |
|
LOW |
1.3556 |
|
0.618 |
1.3512 |
|
1.000 |
1.3485 |
|
1.618 |
1.3441 |
|
2.618 |
1.3370 |
|
4.250 |
1.3254 |
|
|
| Fisher Pivots for day following 15-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3603 |
1.3593 |
| PP |
1.3597 |
1.3578 |
| S1 |
1.3592 |
1.3562 |
|