CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 22-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2007 |
22-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3503 |
1.3510 |
0.0007 |
0.1% |
1.3599 |
| High |
1.3525 |
1.3520 |
-0.0005 |
0.0% |
1.3662 |
| Low |
1.3495 |
1.3510 |
0.0015 |
0.1% |
1.3530 |
| Close |
1.3523 |
1.3509 |
-0.0014 |
-0.1% |
1.3562 |
| Range |
0.0030 |
0.0010 |
-0.0020 |
-66.7% |
0.0132 |
| ATR |
0.0047 |
0.0044 |
-0.0002 |
-5.2% |
0.0000 |
| Volume |
633 |
631 |
-2 |
-0.3% |
1,588 |
|
| Daily Pivots for day following 22-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3543 |
1.3536 |
1.3515 |
|
| R3 |
1.3533 |
1.3526 |
1.3512 |
|
| R2 |
1.3523 |
1.3523 |
1.3511 |
|
| R1 |
1.3516 |
1.3516 |
1.3510 |
1.3515 |
| PP |
1.3513 |
1.3513 |
1.3513 |
1.3512 |
| S1 |
1.3506 |
1.3506 |
1.3508 |
1.3505 |
| S2 |
1.3503 |
1.3503 |
1.3507 |
|
| S3 |
1.3493 |
1.3496 |
1.3506 |
|
| S4 |
1.3483 |
1.3486 |
1.3504 |
|
|
| Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3981 |
1.3903 |
1.3635 |
|
| R3 |
1.3849 |
1.3771 |
1.3598 |
|
| R2 |
1.3717 |
1.3717 |
1.3586 |
|
| R1 |
1.3639 |
1.3639 |
1.3574 |
1.3612 |
| PP |
1.3585 |
1.3585 |
1.3585 |
1.3571 |
| S1 |
1.3507 |
1.3507 |
1.3550 |
1.3480 |
| S2 |
1.3453 |
1.3453 |
1.3538 |
|
| S3 |
1.3321 |
1.3375 |
1.3526 |
|
| S4 |
1.3189 |
1.3243 |
1.3489 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3577 |
1.3495 |
0.0082 |
0.6% |
0.0021 |
0.2% |
17% |
False |
False |
504 |
| 10 |
1.3662 |
1.3495 |
0.0167 |
1.2% |
0.0025 |
0.2% |
8% |
False |
False |
355 |
| 20 |
1.3740 |
1.3495 |
0.0245 |
1.8% |
0.0024 |
0.2% |
6% |
False |
False |
349 |
| 40 |
1.3740 |
1.3375 |
0.0365 |
2.7% |
0.0022 |
0.2% |
37% |
False |
False |
288 |
| 60 |
1.3740 |
1.3175 |
0.0565 |
4.2% |
0.0020 |
0.1% |
59% |
False |
False |
245 |
| 80 |
1.3740 |
1.3040 |
0.0700 |
5.2% |
0.0016 |
0.1% |
67% |
False |
False |
185 |
| 100 |
1.3740 |
1.3012 |
0.0728 |
5.4% |
0.0013 |
0.1% |
68% |
False |
False |
151 |
| 120 |
1.3740 |
1.3012 |
0.0728 |
5.4% |
0.0011 |
0.1% |
68% |
False |
False |
128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3563 |
|
2.618 |
1.3546 |
|
1.618 |
1.3536 |
|
1.000 |
1.3530 |
|
0.618 |
1.3526 |
|
HIGH |
1.3520 |
|
0.618 |
1.3516 |
|
0.500 |
1.3515 |
|
0.382 |
1.3514 |
|
LOW |
1.3510 |
|
0.618 |
1.3504 |
|
1.000 |
1.3500 |
|
1.618 |
1.3494 |
|
2.618 |
1.3484 |
|
4.250 |
1.3468 |
|
|
| Fisher Pivots for day following 22-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3515 |
1.3534 |
| PP |
1.3513 |
1.3526 |
| S1 |
1.3511 |
1.3517 |
|