CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 17-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2007 |
17-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3594 |
1.3528 |
-0.0066 |
-0.5% |
1.3638 |
| High |
1.3606 |
1.3529 |
-0.0077 |
-0.6% |
1.3650 |
| Low |
1.3521 |
1.3493 |
-0.0028 |
-0.2% |
1.3484 |
| Close |
1.3539 |
1.3509 |
-0.0030 |
-0.2% |
1.3546 |
| Range |
0.0085 |
0.0036 |
-0.0049 |
-57.6% |
0.0166 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
172,362 |
188,111 |
15,749 |
9.1% |
777,201 |
|
| Daily Pivots for day following 17-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3618 |
1.3600 |
1.3529 |
|
| R3 |
1.3582 |
1.3564 |
1.3519 |
|
| R2 |
1.3546 |
1.3546 |
1.3516 |
|
| R1 |
1.3528 |
1.3528 |
1.3512 |
1.3519 |
| PP |
1.3510 |
1.3510 |
1.3510 |
1.3506 |
| S1 |
1.3492 |
1.3492 |
1.3506 |
1.3483 |
| S2 |
1.3474 |
1.3474 |
1.3502 |
|
| S3 |
1.3438 |
1.3456 |
1.3499 |
|
| S4 |
1.3402 |
1.3420 |
1.3489 |
|
|
| 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 |
1.3493 |
0.0134 |
1.0% |
0.0051 |
0.4% |
12% |
False |
True |
160,030 |
| 10 |
1.3650 |
1.3484 |
0.0166 |
1.2% |
0.0051 |
0.4% |
15% |
False |
False |
153,864 |
| 20 |
1.3708 |
1.3484 |
0.0224 |
1.7% |
0.0053 |
0.4% |
11% |
False |
False |
155,178 |
| 40 |
1.3708 |
1.3305 |
0.0403 |
3.0% |
0.0051 |
0.4% |
51% |
False |
False |
153,624 |
| 60 |
1.3708 |
1.3130 |
0.0578 |
4.3% |
0.0049 |
0.4% |
66% |
False |
False |
122,777 |
| 80 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0044 |
0.3% |
73% |
False |
False |
92,227 |
| 100 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0039 |
0.3% |
73% |
False |
False |
73,837 |
| 120 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0038 |
0.3% |
73% |
False |
False |
61,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3682 |
|
2.618 |
1.3623 |
|
1.618 |
1.3587 |
|
1.000 |
1.3565 |
|
0.618 |
1.3551 |
|
HIGH |
1.3529 |
|
0.618 |
1.3515 |
|
0.500 |
1.3511 |
|
0.382 |
1.3507 |
|
LOW |
1.3493 |
|
0.618 |
1.3471 |
|
1.000 |
1.3457 |
|
1.618 |
1.3435 |
|
2.618 |
1.3399 |
|
4.250 |
1.3340 |
|
|
| Fisher Pivots for day following 17-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3511 |
1.3560 |
| PP |
1.3510 |
1.3543 |
| S1 |
1.3510 |
1.3526 |
|