CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 23-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2007 |
23-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3510 |
1.3554 |
0.0044 |
0.3% |
1.3599 |
| High |
1.3520 |
1.3554 |
0.0034 |
0.3% |
1.3662 |
| Low |
1.3510 |
1.3510 |
0.0000 |
0.0% |
1.3530 |
| Close |
1.3509 |
1.3511 |
0.0002 |
0.0% |
1.3562 |
| Range |
0.0010 |
0.0044 |
0.0034 |
340.0% |
0.0132 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
0.1% |
0.0000 |
| Volume |
631 |
503 |
-128 |
-20.3% |
1,588 |
|
| Daily Pivots for day following 23-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3657 |
1.3628 |
1.3535 |
|
| R3 |
1.3613 |
1.3584 |
1.3523 |
|
| R2 |
1.3569 |
1.3569 |
1.3519 |
|
| R1 |
1.3540 |
1.3540 |
1.3515 |
1.3533 |
| PP |
1.3525 |
1.3525 |
1.3525 |
1.3521 |
| S1 |
1.3496 |
1.3496 |
1.3507 |
1.3489 |
| S2 |
1.3481 |
1.3481 |
1.3503 |
|
| S3 |
1.3437 |
1.3452 |
1.3499 |
|
| S4 |
1.3393 |
1.3408 |
1.3487 |
|
|
| 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 |
1.3573 |
1.3495 |
0.0078 |
0.6% |
0.0028 |
0.2% |
21% |
False |
False |
490 |
| 10 |
1.3662 |
1.3495 |
0.0167 |
1.2% |
0.0026 |
0.2% |
10% |
False |
False |
393 |
| 20 |
1.3740 |
1.3495 |
0.0245 |
1.8% |
0.0026 |
0.2% |
7% |
False |
False |
358 |
| 40 |
1.3740 |
1.3375 |
0.0365 |
2.7% |
0.0022 |
0.2% |
37% |
False |
False |
292 |
| 60 |
1.3740 |
1.3175 |
0.0565 |
4.2% |
0.0021 |
0.2% |
59% |
False |
False |
253 |
| 80 |
1.3740 |
1.3040 |
0.0700 |
5.2% |
0.0017 |
0.1% |
67% |
False |
False |
191 |
| 100 |
1.3740 |
1.3012 |
0.0728 |
5.4% |
0.0014 |
0.1% |
69% |
False |
False |
156 |
| 120 |
1.3740 |
1.3012 |
0.0728 |
5.4% |
0.0011 |
0.1% |
69% |
False |
False |
132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3741 |
|
2.618 |
1.3669 |
|
1.618 |
1.3625 |
|
1.000 |
1.3598 |
|
0.618 |
1.3581 |
|
HIGH |
1.3554 |
|
0.618 |
1.3537 |
|
0.500 |
1.3532 |
|
0.382 |
1.3527 |
|
LOW |
1.3510 |
|
0.618 |
1.3483 |
|
1.000 |
1.3466 |
|
1.618 |
1.3439 |
|
2.618 |
1.3395 |
|
4.250 |
1.3323 |
|
|
| Fisher Pivots for day following 23-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3532 |
1.3525 |
| PP |
1.3525 |
1.3520 |
| S1 |
1.3518 |
1.3516 |
|