CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 29-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2007 |
29-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3458 |
1.3523 |
0.0065 |
0.5% |
1.3455 |
| High |
1.3485 |
1.3530 |
0.0045 |
0.3% |
1.3513 |
| Low |
1.3458 |
1.3450 |
-0.0008 |
-0.1% |
1.3426 |
| Close |
1.3462 |
1.3461 |
-0.0001 |
0.0% |
1.3462 |
| Range |
0.0027 |
0.0080 |
0.0053 |
196.3% |
0.0087 |
| ATR |
0.0054 |
0.0056 |
0.0002 |
3.4% |
0.0000 |
| Volume |
152,865 |
128,796 |
-24,069 |
-15.7% |
666,724 |
|
| Daily Pivots for day following 29-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3720 |
1.3671 |
1.3505 |
|
| R3 |
1.3640 |
1.3591 |
1.3483 |
|
| R2 |
1.3560 |
1.3560 |
1.3476 |
|
| R1 |
1.3511 |
1.3511 |
1.3468 |
1.3496 |
| PP |
1.3480 |
1.3480 |
1.3480 |
1.3473 |
| S1 |
1.3431 |
1.3431 |
1.3454 |
1.3416 |
| S2 |
1.3400 |
1.3400 |
1.3446 |
|
| S3 |
1.3320 |
1.3351 |
1.3439 |
|
| S4 |
1.3240 |
1.3271 |
1.3417 |
|
|
| 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 |
1.3530 |
1.3426 |
0.0104 |
0.8% |
0.0045 |
0.3% |
34% |
True |
False |
133,357 |
| 10 |
1.3627 |
1.3426 |
0.0201 |
1.5% |
0.0051 |
0.4% |
17% |
False |
False |
137,204 |
| 20 |
1.3699 |
1.3426 |
0.0273 |
2.0% |
0.0051 |
0.4% |
13% |
False |
False |
148,539 |
| 40 |
1.3708 |
1.3360 |
0.0348 |
2.6% |
0.0049 |
0.4% |
29% |
False |
False |
143,013 |
| 60 |
1.3708 |
1.3138 |
0.0570 |
4.2% |
0.0050 |
0.4% |
57% |
False |
False |
137,975 |
| 80 |
1.3708 |
1.3000 |
0.0708 |
5.3% |
0.0044 |
0.3% |
65% |
False |
False |
103,760 |
| 100 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0041 |
0.3% |
67% |
False |
False |
83,076 |
| 120 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0039 |
0.3% |
67% |
False |
False |
69,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3870 |
|
2.618 |
1.3739 |
|
1.618 |
1.3659 |
|
1.000 |
1.3610 |
|
0.618 |
1.3579 |
|
HIGH |
1.3530 |
|
0.618 |
1.3499 |
|
0.500 |
1.3490 |
|
0.382 |
1.3481 |
|
LOW |
1.3450 |
|
0.618 |
1.3401 |
|
1.000 |
1.3370 |
|
1.618 |
1.3321 |
|
2.618 |
1.3241 |
|
4.250 |
1.3110 |
|
|
| Fisher Pivots for day following 29-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3490 |
1.3478 |
| PP |
1.3480 |
1.3472 |
| S1 |
1.3471 |
1.3467 |
|