CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 07-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2007 |
07-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3583 |
1.3638 |
0.0055 |
0.4% |
1.3631 |
| High |
1.3634 |
1.3650 |
0.0016 |
0.1% |
1.3703 |
| Low |
1.3580 |
1.3625 |
0.0045 |
0.3% |
1.3569 |
| Close |
1.3616 |
1.3625 |
0.0009 |
0.1% |
1.3616 |
| Range |
0.0054 |
0.0025 |
-0.0029 |
-53.7% |
0.0134 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
171,596 |
174,153 |
2,557 |
1.5% |
898,556 |
|
| Daily Pivots for day following 07-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3708 |
1.3692 |
1.3639 |
|
| R3 |
1.3683 |
1.3667 |
1.3632 |
|
| R2 |
1.3658 |
1.3658 |
1.3630 |
|
| R1 |
1.3642 |
1.3642 |
1.3627 |
1.3638 |
| PP |
1.3633 |
1.3633 |
1.3633 |
1.3631 |
| S1 |
1.3617 |
1.3617 |
1.3623 |
1.3613 |
| S2 |
1.3608 |
1.3608 |
1.3620 |
|
| S3 |
1.3583 |
1.3592 |
1.3618 |
|
| S4 |
1.3558 |
1.3567 |
1.3611 |
|
|
| Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4031 |
1.3958 |
1.3690 |
|
| R3 |
1.3897 |
1.3824 |
1.3653 |
|
| R2 |
1.3763 |
1.3763 |
1.3641 |
|
| R1 |
1.3690 |
1.3690 |
1.3628 |
1.3660 |
| PP |
1.3629 |
1.3629 |
1.3629 |
1.3614 |
| S1 |
1.3556 |
1.3556 |
1.3604 |
1.3526 |
| S2 |
1.3495 |
1.3495 |
1.3591 |
|
| S3 |
1.3361 |
1.3422 |
1.3579 |
|
| S4 |
1.3227 |
1.3288 |
1.3542 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3699 |
1.3569 |
0.0130 |
1.0% |
0.0055 |
0.4% |
43% |
False |
False |
170,481 |
| 10 |
1.3708 |
1.3569 |
0.0139 |
1.0% |
0.0056 |
0.4% |
40% |
False |
False |
164,024 |
| 20 |
1.3708 |
1.3442 |
0.0266 |
2.0% |
0.0048 |
0.4% |
69% |
False |
False |
152,790 |
| 40 |
1.3708 |
1.3228 |
0.0480 |
3.5% |
0.0051 |
0.4% |
83% |
False |
False |
152,515 |
| 60 |
1.3708 |
1.3030 |
0.0678 |
5.0% |
0.0045 |
0.3% |
88% |
False |
False |
103,012 |
| 80 |
1.3708 |
1.2970 |
0.0738 |
5.4% |
0.0040 |
0.3% |
89% |
False |
False |
77,349 |
| 100 |
1.3708 |
1.2970 |
0.0738 |
5.4% |
0.0037 |
0.3% |
89% |
False |
False |
61,929 |
| 120 |
1.3708 |
1.2912 |
0.0796 |
5.8% |
0.0034 |
0.2% |
90% |
False |
False |
51,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3756 |
|
2.618 |
1.3715 |
|
1.618 |
1.3690 |
|
1.000 |
1.3675 |
|
0.618 |
1.3665 |
|
HIGH |
1.3650 |
|
0.618 |
1.3640 |
|
0.500 |
1.3638 |
|
0.382 |
1.3635 |
|
LOW |
1.3625 |
|
0.618 |
1.3610 |
|
1.000 |
1.3600 |
|
1.618 |
1.3585 |
|
2.618 |
1.3560 |
|
4.250 |
1.3519 |
|
|
| Fisher Pivots for day following 07-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3638 |
1.3620 |
| PP |
1.3633 |
1.3615 |
| S1 |
1.3629 |
1.3610 |
|