CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 16-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2007 |
16-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3647 |
1.3573 |
-0.0074 |
-0.5% |
1.3665 |
| High |
1.3662 |
1.3577 |
-0.0085 |
-0.6% |
1.3665 |
| Low |
1.3605 |
1.3565 |
-0.0040 |
-0.3% |
1.3539 |
| Close |
1.3649 |
1.3579 |
-0.0070 |
-0.5% |
1.3586 |
| Range |
0.0057 |
0.0012 |
-0.0045 |
-78.9% |
0.0126 |
| ATR |
0.0043 |
0.0046 |
0.0003 |
6.8% |
0.0000 |
| Volume |
166 |
573 |
407 |
245.2% |
1,200 |
|
| Daily Pivots for day following 16-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3610 |
1.3606 |
1.3586 |
|
| R3 |
1.3598 |
1.3594 |
1.3582 |
|
| R2 |
1.3586 |
1.3586 |
1.3581 |
|
| R1 |
1.3582 |
1.3582 |
1.3580 |
1.3584 |
| PP |
1.3574 |
1.3574 |
1.3574 |
1.3575 |
| S1 |
1.3570 |
1.3570 |
1.3578 |
1.3572 |
| S2 |
1.3562 |
1.3562 |
1.3577 |
|
| S3 |
1.3550 |
1.3558 |
1.3576 |
|
| S4 |
1.3538 |
1.3546 |
1.3572 |
|
|
| 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% |
0.0025 |
0.2% |
33% |
False |
False |
297 |
| 10 |
1.3665 |
1.3539 |
0.0126 |
0.9% |
0.0021 |
0.2% |
32% |
False |
False |
283 |
| 20 |
1.3740 |
1.3539 |
0.0201 |
1.5% |
0.0022 |
0.2% |
20% |
False |
False |
292 |
| 40 |
1.3740 |
1.3355 |
0.0385 |
2.8% |
0.0023 |
0.2% |
58% |
False |
False |
268 |
| 60 |
1.3740 |
1.3175 |
0.0565 |
4.2% |
0.0019 |
0.1% |
72% |
False |
False |
213 |
| 80 |
1.3740 |
1.3024 |
0.0716 |
5.3% |
0.0015 |
0.1% |
78% |
False |
False |
161 |
| 100 |
1.3740 |
1.3012 |
0.0728 |
5.4% |
0.0012 |
0.1% |
78% |
False |
False |
132 |
| 120 |
1.3740 |
1.3012 |
0.0728 |
5.4% |
0.0010 |
0.1% |
78% |
False |
False |
112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3628 |
|
2.618 |
1.3608 |
|
1.618 |
1.3596 |
|
1.000 |
1.3589 |
|
0.618 |
1.3584 |
|
HIGH |
1.3577 |
|
0.618 |
1.3572 |
|
0.500 |
1.3571 |
|
0.382 |
1.3570 |
|
LOW |
1.3565 |
|
0.618 |
1.3558 |
|
1.000 |
1.3553 |
|
1.618 |
1.3546 |
|
2.618 |
1.3534 |
|
4.250 |
1.3514 |
|
|
| Fisher Pivots for day following 16-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3576 |
1.3614 |
| PP |
1.3574 |
1.3602 |
| S1 |
1.3571 |
1.3591 |
|