CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 23-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2007 |
23-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3470 |
1.3503 |
0.0033 |
0.2% |
1.3565 |
| High |
1.3486 |
1.3513 |
0.0027 |
0.2% |
1.3627 |
| Low |
1.3463 |
1.3462 |
-0.0001 |
0.0% |
1.3488 |
| Close |
1.3469 |
1.3471 |
0.0002 |
0.0% |
1.3522 |
| Range |
0.0023 |
0.0051 |
0.0028 |
121.7% |
0.0139 |
| ATR |
0.0057 |
0.0056 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
120,067 |
82,374 |
-37,693 |
-31.4% |
719,813 |
|
| Daily Pivots for day following 23-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3635 |
1.3604 |
1.3499 |
|
| R3 |
1.3584 |
1.3553 |
1.3485 |
|
| R2 |
1.3533 |
1.3533 |
1.3480 |
|
| R1 |
1.3502 |
1.3502 |
1.3476 |
1.3492 |
| PP |
1.3482 |
1.3482 |
1.3482 |
1.3477 |
| S1 |
1.3451 |
1.3451 |
1.3466 |
1.3441 |
| S2 |
1.3431 |
1.3431 |
1.3462 |
|
| S3 |
1.3380 |
1.3400 |
1.3457 |
|
| S4 |
1.3329 |
1.3349 |
1.3443 |
|
|
| Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3963 |
1.3881 |
1.3598 |
|
| R3 |
1.3824 |
1.3742 |
1.3560 |
|
| R2 |
1.3685 |
1.3685 |
1.3547 |
|
| R1 |
1.3603 |
1.3603 |
1.3535 |
1.3575 |
| PP |
1.3546 |
1.3546 |
1.3546 |
1.3531 |
| S1 |
1.3464 |
1.3464 |
1.3509 |
1.3436 |
| S2 |
1.3407 |
1.3407 |
1.3497 |
|
| S3 |
1.3268 |
1.3325 |
1.3484 |
|
| S4 |
1.3129 |
1.3186 |
1.3446 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3539 |
1.3450 |
0.0089 |
0.7% |
0.0039 |
0.3% |
24% |
False |
False |
129,850 |
| 10 |
1.3627 |
1.3450 |
0.0177 |
1.3% |
0.0050 |
0.4% |
12% |
False |
False |
138,617 |
| 20 |
1.3708 |
1.3450 |
0.0258 |
1.9% |
0.0052 |
0.4% |
8% |
False |
False |
151,598 |
| 40 |
1.3708 |
1.3330 |
0.0378 |
2.8% |
0.0049 |
0.4% |
37% |
False |
False |
145,783 |
| 60 |
1.3708 |
1.3130 |
0.0578 |
4.3% |
0.0050 |
0.4% |
59% |
False |
False |
130,386 |
| 80 |
1.3708 |
1.3000 |
0.0708 |
5.3% |
0.0045 |
0.3% |
67% |
False |
False |
97,972 |
| 100 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0040 |
0.3% |
68% |
False |
False |
78,441 |
| 120 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0038 |
0.3% |
68% |
False |
False |
65,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3730 |
|
2.618 |
1.3647 |
|
1.618 |
1.3596 |
|
1.000 |
1.3564 |
|
0.618 |
1.3545 |
|
HIGH |
1.3513 |
|
0.618 |
1.3494 |
|
0.500 |
1.3488 |
|
0.382 |
1.3481 |
|
LOW |
1.3462 |
|
0.618 |
1.3430 |
|
1.000 |
1.3411 |
|
1.618 |
1.3379 |
|
2.618 |
1.3328 |
|
4.250 |
1.3245 |
|
|
| Fisher Pivots for day following 23-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3488 |
1.3482 |
| PP |
1.3482 |
1.3478 |
| S1 |
1.3477 |
1.3475 |
|