CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 25-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2007 |
25-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3485 |
1.3498 |
0.0013 |
0.1% |
1.3503 |
| High |
1.3507 |
1.3519 |
0.0012 |
0.1% |
1.3554 |
| Low |
1.3476 |
1.3498 |
0.0022 |
0.2% |
1.3476 |
| Close |
1.3485 |
1.3502 |
0.0017 |
0.1% |
1.3502 |
| Range |
0.0031 |
0.0021 |
-0.0010 |
-32.3% |
0.0078 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
611 |
680 |
69 |
11.3% |
3,058 |
|
| Daily Pivots for day following 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3569 |
1.3557 |
1.3514 |
|
| R3 |
1.3548 |
1.3536 |
1.3508 |
|
| R2 |
1.3527 |
1.3527 |
1.3506 |
|
| R1 |
1.3515 |
1.3515 |
1.3504 |
1.3521 |
| PP |
1.3506 |
1.3506 |
1.3506 |
1.3510 |
| S1 |
1.3494 |
1.3494 |
1.3500 |
1.3500 |
| S2 |
1.3485 |
1.3485 |
1.3498 |
|
| S3 |
1.3464 |
1.3473 |
1.3496 |
|
| S4 |
1.3443 |
1.3452 |
1.3490 |
|
|
| Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3745 |
1.3701 |
1.3545 |
|
| R3 |
1.3667 |
1.3623 |
1.3523 |
|
| R2 |
1.3589 |
1.3589 |
1.3516 |
|
| R1 |
1.3545 |
1.3545 |
1.3509 |
1.3528 |
| PP |
1.3511 |
1.3511 |
1.3511 |
1.3502 |
| S1 |
1.3467 |
1.3467 |
1.3495 |
1.3450 |
| S2 |
1.3433 |
1.3433 |
1.3488 |
|
| S3 |
1.3355 |
1.3389 |
1.3481 |
|
| S4 |
1.3277 |
1.3311 |
1.3459 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3554 |
1.3476 |
0.0078 |
0.6% |
0.0027 |
0.2% |
33% |
False |
False |
611 |
| 10 |
1.3662 |
1.3476 |
0.0186 |
1.4% |
0.0026 |
0.2% |
14% |
False |
False |
464 |
| 20 |
1.3733 |
1.3476 |
0.0257 |
1.9% |
0.0025 |
0.2% |
10% |
False |
False |
386 |
| 40 |
1.3740 |
1.3405 |
0.0335 |
2.5% |
0.0021 |
0.2% |
29% |
False |
False |
308 |
| 60 |
1.3740 |
1.3175 |
0.0565 |
4.2% |
0.0021 |
0.2% |
58% |
False |
False |
274 |
| 80 |
1.3740 |
1.3040 |
0.0700 |
5.2% |
0.0018 |
0.1% |
66% |
False |
False |
207 |
| 100 |
1.3740 |
1.3012 |
0.0728 |
5.4% |
0.0014 |
0.1% |
67% |
False |
False |
169 |
| 120 |
1.3740 |
1.3012 |
0.0728 |
5.4% |
0.0012 |
0.1% |
67% |
False |
False |
143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3608 |
|
2.618 |
1.3574 |
|
1.618 |
1.3553 |
|
1.000 |
1.3540 |
|
0.618 |
1.3532 |
|
HIGH |
1.3519 |
|
0.618 |
1.3511 |
|
0.500 |
1.3509 |
|
0.382 |
1.3506 |
|
LOW |
1.3498 |
|
0.618 |
1.3485 |
|
1.000 |
1.3477 |
|
1.618 |
1.3464 |
|
2.618 |
1.3443 |
|
4.250 |
1.3409 |
|
|
| Fisher Pivots for day following 25-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3509 |
1.3515 |
| PP |
1.3506 |
1.3511 |
| S1 |
1.3504 |
1.3506 |
|