CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 25-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2007 |
25-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3460 |
1.3458 |
-0.0002 |
0.0% |
1.3455 |
| High |
1.3471 |
1.3485 |
0.0014 |
0.1% |
1.3513 |
| Low |
1.3426 |
1.3458 |
0.0032 |
0.2% |
1.3426 |
| Close |
1.3445 |
1.3462 |
0.0017 |
0.1% |
1.3462 |
| Range |
0.0045 |
0.0027 |
-0.0018 |
-40.0% |
0.0087 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
182,684 |
152,865 |
-29,819 |
-16.3% |
666,724 |
|
| Daily Pivots for day following 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3549 |
1.3533 |
1.3477 |
|
| R3 |
1.3522 |
1.3506 |
1.3469 |
|
| R2 |
1.3495 |
1.3495 |
1.3467 |
|
| R1 |
1.3479 |
1.3479 |
1.3464 |
1.3487 |
| PP |
1.3468 |
1.3468 |
1.3468 |
1.3473 |
| S1 |
1.3452 |
1.3452 |
1.3460 |
1.3460 |
| S2 |
1.3441 |
1.3441 |
1.3457 |
|
| S3 |
1.3414 |
1.3425 |
1.3455 |
|
| S4 |
1.3387 |
1.3398 |
1.3447 |
|
|
| Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3728 |
1.3682 |
1.3510 |
|
| R3 |
1.3641 |
1.3595 |
1.3486 |
|
| R2 |
1.3554 |
1.3554 |
1.3478 |
|
| R1 |
1.3508 |
1.3508 |
1.3470 |
1.3531 |
| PP |
1.3467 |
1.3467 |
1.3467 |
1.3479 |
| S1 |
1.3421 |
1.3421 |
1.3454 |
1.3444 |
| S2 |
1.3380 |
1.3380 |
1.3446 |
|
| S3 |
1.3293 |
1.3334 |
1.3438 |
|
| S4 |
1.3206 |
1.3247 |
1.3414 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3513 |
1.3426 |
0.0087 |
0.6% |
0.0036 |
0.3% |
41% |
False |
False |
133,344 |
| 10 |
1.3627 |
1.3426 |
0.0201 |
1.5% |
0.0044 |
0.3% |
18% |
False |
False |
138,653 |
| 20 |
1.3703 |
1.3426 |
0.0277 |
2.1% |
0.0050 |
0.4% |
13% |
False |
False |
153,114 |
| 40 |
1.3708 |
1.3360 |
0.0348 |
2.6% |
0.0048 |
0.4% |
29% |
False |
False |
146,297 |
| 60 |
1.3708 |
1.3130 |
0.0578 |
4.3% |
0.0049 |
0.4% |
57% |
False |
False |
135,875 |
| 80 |
1.3708 |
1.3000 |
0.0708 |
5.3% |
0.0044 |
0.3% |
65% |
False |
False |
102,155 |
| 100 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0040 |
0.3% |
67% |
False |
False |
81,791 |
| 120 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0039 |
0.3% |
67% |
False |
False |
68,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3600 |
|
2.618 |
1.3556 |
|
1.618 |
1.3529 |
|
1.000 |
1.3512 |
|
0.618 |
1.3502 |
|
HIGH |
1.3485 |
|
0.618 |
1.3475 |
|
0.500 |
1.3472 |
|
0.382 |
1.3468 |
|
LOW |
1.3458 |
|
0.618 |
1.3441 |
|
1.000 |
1.3431 |
|
1.618 |
1.3414 |
|
2.618 |
1.3387 |
|
4.250 |
1.3343 |
|
|
| Fisher Pivots for day following 25-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3472 |
1.3470 |
| PP |
1.3468 |
1.3467 |
| S1 |
1.3465 |
1.3465 |
|