CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 24-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2007 |
24-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3503 |
1.3460 |
-0.0043 |
-0.3% |
1.3565 |
| High |
1.3513 |
1.3471 |
-0.0042 |
-0.3% |
1.3627 |
| Low |
1.3462 |
1.3426 |
-0.0036 |
-0.3% |
1.3488 |
| Close |
1.3471 |
1.3445 |
-0.0026 |
-0.2% |
1.3522 |
| Range |
0.0051 |
0.0045 |
-0.0006 |
-11.8% |
0.0139 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
82,374 |
182,684 |
100,310 |
121.8% |
719,813 |
|
| Daily Pivots for day following 24-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3582 |
1.3559 |
1.3470 |
|
| R3 |
1.3537 |
1.3514 |
1.3457 |
|
| R2 |
1.3492 |
1.3492 |
1.3453 |
|
| R1 |
1.3469 |
1.3469 |
1.3449 |
1.3458 |
| PP |
1.3447 |
1.3447 |
1.3447 |
1.3442 |
| S1 |
1.3424 |
1.3424 |
1.3441 |
1.3413 |
| S2 |
1.3402 |
1.3402 |
1.3437 |
|
| S3 |
1.3357 |
1.3379 |
1.3433 |
|
| S4 |
1.3312 |
1.3334 |
1.3420 |
|
|
| 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 |
1.3426 |
0.0113 |
0.8% |
0.0041 |
0.3% |
17% |
False |
True |
128,765 |
| 10 |
1.3627 |
1.3426 |
0.0201 |
1.5% |
0.0046 |
0.3% |
9% |
False |
True |
144,398 |
| 20 |
1.3708 |
1.3426 |
0.0282 |
2.1% |
0.0053 |
0.4% |
7% |
False |
True |
153,925 |
| 40 |
1.3708 |
1.3330 |
0.0378 |
2.8% |
0.0050 |
0.4% |
30% |
False |
False |
145,779 |
| 60 |
1.3708 |
1.3130 |
0.0578 |
4.3% |
0.0050 |
0.4% |
54% |
False |
False |
133,379 |
| 80 |
1.3708 |
1.3000 |
0.0708 |
5.3% |
0.0044 |
0.3% |
63% |
False |
False |
100,253 |
| 100 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0040 |
0.3% |
64% |
False |
False |
80,263 |
| 120 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0039 |
0.3% |
64% |
False |
False |
66,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3662 |
|
2.618 |
1.3589 |
|
1.618 |
1.3544 |
|
1.000 |
1.3516 |
|
0.618 |
1.3499 |
|
HIGH |
1.3471 |
|
0.618 |
1.3454 |
|
0.500 |
1.3449 |
|
0.382 |
1.3443 |
|
LOW |
1.3426 |
|
0.618 |
1.3398 |
|
1.000 |
1.3381 |
|
1.618 |
1.3353 |
|
2.618 |
1.3308 |
|
4.250 |
1.3235 |
|
|
| Fisher Pivots for day following 24-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3449 |
1.3470 |
| PP |
1.3447 |
1.3461 |
| S1 |
1.3446 |
1.3453 |
|