CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 30-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2007 |
30-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3523 |
1.3433 |
-0.0090 |
-0.7% |
1.3455 |
| High |
1.3530 |
1.3449 |
-0.0081 |
-0.6% |
1.3513 |
| Low |
1.3450 |
1.3422 |
-0.0028 |
-0.2% |
1.3426 |
| Close |
1.3461 |
1.3439 |
-0.0022 |
-0.2% |
1.3462 |
| Range |
0.0080 |
0.0027 |
-0.0053 |
-66.3% |
0.0087 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
128,796 |
208,130 |
79,334 |
61.6% |
666,724 |
|
| Daily Pivots for day following 30-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3518 |
1.3505 |
1.3454 |
|
| R3 |
1.3491 |
1.3478 |
1.3446 |
|
| R2 |
1.3464 |
1.3464 |
1.3444 |
|
| R1 |
1.3451 |
1.3451 |
1.3441 |
1.3458 |
| PP |
1.3437 |
1.3437 |
1.3437 |
1.3440 |
| S1 |
1.3424 |
1.3424 |
1.3437 |
1.3431 |
| S2 |
1.3410 |
1.3410 |
1.3434 |
|
| S3 |
1.3383 |
1.3397 |
1.3432 |
|
| S4 |
1.3356 |
1.3370 |
1.3424 |
|
|
| 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 |
1.3422 |
0.0108 |
0.8% |
0.0046 |
0.3% |
16% |
False |
True |
150,969 |
| 10 |
1.3606 |
1.3422 |
0.0184 |
1.4% |
0.0046 |
0.3% |
9% |
False |
True |
149,409 |
| 20 |
1.3650 |
1.3422 |
0.0228 |
1.7% |
0.0048 |
0.4% |
7% |
False |
True |
150,368 |
| 40 |
1.3708 |
1.3376 |
0.0332 |
2.5% |
0.0048 |
0.4% |
19% |
False |
False |
144,892 |
| 60 |
1.3708 |
1.3138 |
0.0570 |
4.2% |
0.0050 |
0.4% |
53% |
False |
False |
141,295 |
| 80 |
1.3708 |
1.3016 |
0.0692 |
5.1% |
0.0044 |
0.3% |
61% |
False |
False |
106,356 |
| 100 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0041 |
0.3% |
64% |
False |
False |
85,155 |
| 120 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0039 |
0.3% |
64% |
False |
False |
70,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3564 |
|
2.618 |
1.3520 |
|
1.618 |
1.3493 |
|
1.000 |
1.3476 |
|
0.618 |
1.3466 |
|
HIGH |
1.3449 |
|
0.618 |
1.3439 |
|
0.500 |
1.3436 |
|
0.382 |
1.3432 |
|
LOW |
1.3422 |
|
0.618 |
1.3405 |
|
1.000 |
1.3395 |
|
1.618 |
1.3378 |
|
2.618 |
1.3351 |
|
4.250 |
1.3307 |
|
|
| Fisher Pivots for day following 30-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3438 |
1.3476 |
| PP |
1.3437 |
1.3464 |
| S1 |
1.3436 |
1.3451 |
|