CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 16-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2007 |
16-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3556 |
1.3594 |
0.0038 |
0.3% |
1.3638 |
| High |
1.3627 |
1.3606 |
-0.0021 |
-0.2% |
1.3650 |
| Low |
1.3556 |
1.3521 |
-0.0035 |
-0.3% |
1.3484 |
| Close |
1.3609 |
1.3539 |
-0.0070 |
-0.5% |
1.3546 |
| Range |
0.0071 |
0.0085 |
0.0014 |
19.7% |
0.0166 |
| ATR |
0.0058 |
0.0060 |
0.0002 |
3.8% |
0.0000 |
| Volume |
86,082 |
172,362 |
86,280 |
100.2% |
777,201 |
|
| Daily Pivots for day following 16-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3810 |
1.3760 |
1.3586 |
|
| R3 |
1.3725 |
1.3675 |
1.3562 |
|
| R2 |
1.3640 |
1.3640 |
1.3555 |
|
| R1 |
1.3590 |
1.3590 |
1.3547 |
1.3573 |
| PP |
1.3555 |
1.3555 |
1.3555 |
1.3547 |
| S1 |
1.3505 |
1.3505 |
1.3531 |
1.3488 |
| S2 |
1.3470 |
1.3470 |
1.3523 |
|
| S3 |
1.3385 |
1.3420 |
1.3516 |
|
| S4 |
1.3300 |
1.3335 |
1.3492 |
|
|
| 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% |
0.0060 |
0.4% |
38% |
False |
False |
147,383 |
| 10 |
1.3650 |
1.3484 |
0.0166 |
1.2% |
0.0055 |
0.4% |
33% |
False |
False |
149,534 |
| 20 |
1.3708 |
1.3484 |
0.0224 |
1.7% |
0.0053 |
0.4% |
25% |
False |
False |
153,466 |
| 40 |
1.3708 |
1.3305 |
0.0403 |
3.0% |
0.0052 |
0.4% |
58% |
False |
False |
152,991 |
| 60 |
1.3708 |
1.3130 |
0.0578 |
4.3% |
0.0049 |
0.4% |
71% |
False |
False |
119,652 |
| 80 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0043 |
0.3% |
77% |
False |
False |
89,879 |
| 100 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0039 |
0.3% |
77% |
False |
False |
71,957 |
| 120 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0037 |
0.3% |
77% |
False |
False |
59,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3967 |
|
2.618 |
1.3829 |
|
1.618 |
1.3744 |
|
1.000 |
1.3691 |
|
0.618 |
1.3659 |
|
HIGH |
1.3606 |
|
0.618 |
1.3574 |
|
0.500 |
1.3564 |
|
0.382 |
1.3553 |
|
LOW |
1.3521 |
|
0.618 |
1.3468 |
|
1.000 |
1.3436 |
|
1.618 |
1.3383 |
|
2.618 |
1.3298 |
|
4.250 |
1.3160 |
|
|
| Fisher Pivots for day following 16-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3564 |
1.3574 |
| PP |
1.3555 |
1.3562 |
| S1 |
1.3547 |
1.3551 |
|