CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 15-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2007 |
15-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3599 |
1.3647 |
0.0048 |
0.4% |
1.3665 |
| High |
1.3599 |
1.3662 |
0.0063 |
0.5% |
1.3665 |
| Low |
1.3599 |
1.3605 |
0.0006 |
0.0% |
1.3539 |
| Close |
1.3599 |
1.3649 |
0.0050 |
0.4% |
1.3586 |
| Range |
0.0000 |
0.0057 |
0.0057 |
|
0.0126 |
| ATR |
0.0042 |
0.0043 |
0.0002 |
3.7% |
0.0000 |
| Volume |
164 |
166 |
2 |
1.2% |
1,200 |
|
| Daily Pivots for day following 15-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3810 |
1.3786 |
1.3680 |
|
| R3 |
1.3753 |
1.3729 |
1.3665 |
|
| R2 |
1.3696 |
1.3696 |
1.3659 |
|
| R1 |
1.3672 |
1.3672 |
1.3654 |
1.3684 |
| PP |
1.3639 |
1.3639 |
1.3639 |
1.3645 |
| S1 |
1.3615 |
1.3615 |
1.3644 |
1.3627 |
| S2 |
1.3582 |
1.3582 |
1.3639 |
|
| S3 |
1.3525 |
1.3558 |
1.3633 |
|
| S4 |
1.3468 |
1.3501 |
1.3618 |
|
|
| Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3975 |
1.3906 |
1.3655 |
|
| R3 |
1.3849 |
1.3780 |
1.3621 |
|
| R2 |
1.3723 |
1.3723 |
1.3609 |
|
| R1 |
1.3654 |
1.3654 |
1.3598 |
1.3626 |
| PP |
1.3597 |
1.3597 |
1.3597 |
1.3582 |
| S1 |
1.3528 |
1.3528 |
1.3574 |
1.3500 |
| S2 |
1.3471 |
1.3471 |
1.3563 |
|
| S3 |
1.3345 |
1.3402 |
1.3551 |
|
| S4 |
1.3219 |
1.3276 |
1.3517 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3662 |
1.3539 |
0.0123 |
0.9% |
0.0028 |
0.2% |
89% |
True |
False |
207 |
| 10 |
1.3670 |
1.3539 |
0.0131 |
1.0% |
0.0022 |
0.2% |
84% |
False |
False |
269 |
| 20 |
1.3740 |
1.3539 |
0.0201 |
1.5% |
0.0022 |
0.2% |
55% |
False |
False |
281 |
| 40 |
1.3740 |
1.3355 |
0.0385 |
2.8% |
0.0025 |
0.2% |
76% |
False |
False |
258 |
| 60 |
1.3740 |
1.3175 |
0.0565 |
4.1% |
0.0019 |
0.1% |
84% |
False |
False |
204 |
| 80 |
1.3740 |
1.3024 |
0.0716 |
5.2% |
0.0015 |
0.1% |
87% |
False |
False |
154 |
| 100 |
1.3740 |
1.3012 |
0.0728 |
5.3% |
0.0012 |
0.1% |
88% |
False |
False |
127 |
| 120 |
1.3740 |
1.3012 |
0.0728 |
5.3% |
0.0010 |
0.1% |
88% |
False |
False |
107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3904 |
|
2.618 |
1.3811 |
|
1.618 |
1.3754 |
|
1.000 |
1.3719 |
|
0.618 |
1.3697 |
|
HIGH |
1.3662 |
|
0.618 |
1.3640 |
|
0.500 |
1.3634 |
|
0.382 |
1.3627 |
|
LOW |
1.3605 |
|
0.618 |
1.3570 |
|
1.000 |
1.3548 |
|
1.618 |
1.3513 |
|
2.618 |
1.3456 |
|
4.250 |
1.3363 |
|
|
| Fisher Pivots for day following 15-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3644 |
1.3640 |
| PP |
1.3639 |
1.3631 |
| S1 |
1.3634 |
1.3622 |
|