CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 08-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2007 |
08-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3638 |
1.3579 |
-0.0059 |
-0.4% |
1.3631 |
| High |
1.3650 |
1.3583 |
-0.0067 |
-0.5% |
1.3703 |
| Low |
1.3625 |
1.3537 |
-0.0088 |
-0.6% |
1.3569 |
| Close |
1.3625 |
1.3565 |
-0.0060 |
-0.4% |
1.3616 |
| Range |
0.0025 |
0.0046 |
0.0021 |
84.0% |
0.0134 |
| ATR |
0.0057 |
0.0059 |
0.0002 |
3.9% |
0.0000 |
| Volume |
174,153 |
87,388 |
-86,765 |
-49.8% |
898,556 |
|
| Daily Pivots for day following 08-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3700 |
1.3678 |
1.3590 |
|
| R3 |
1.3654 |
1.3632 |
1.3578 |
|
| R2 |
1.3608 |
1.3608 |
1.3573 |
|
| R1 |
1.3586 |
1.3586 |
1.3569 |
1.3574 |
| PP |
1.3562 |
1.3562 |
1.3562 |
1.3556 |
| S1 |
1.3540 |
1.3540 |
1.3561 |
1.3528 |
| S2 |
1.3516 |
1.3516 |
1.3557 |
|
| S3 |
1.3470 |
1.3494 |
1.3552 |
|
| S4 |
1.3424 |
1.3448 |
1.3540 |
|
|
| 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 |
1.3650 |
1.3537 |
0.0113 |
0.8% |
0.0047 |
0.3% |
25% |
False |
True |
153,650 |
| 10 |
1.3708 |
1.3537 |
0.0171 |
1.3% |
0.0054 |
0.4% |
16% |
False |
True |
162,461 |
| 20 |
1.3708 |
1.3442 |
0.0266 |
2.0% |
0.0049 |
0.4% |
46% |
False |
False |
154,570 |
| 40 |
1.3708 |
1.3228 |
0.0480 |
3.5% |
0.0051 |
0.4% |
70% |
False |
False |
153,221 |
| 60 |
1.3708 |
1.3081 |
0.0627 |
4.6% |
0.0046 |
0.3% |
77% |
False |
False |
104,461 |
| 80 |
1.3708 |
1.2970 |
0.0738 |
5.4% |
0.0040 |
0.3% |
81% |
False |
False |
78,431 |
| 100 |
1.3708 |
1.2970 |
0.0738 |
5.4% |
0.0037 |
0.3% |
81% |
False |
False |
62,803 |
| 120 |
1.3708 |
1.2912 |
0.0796 |
5.9% |
0.0034 |
0.3% |
82% |
False |
False |
52,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3779 |
|
2.618 |
1.3703 |
|
1.618 |
1.3657 |
|
1.000 |
1.3629 |
|
0.618 |
1.3611 |
|
HIGH |
1.3583 |
|
0.618 |
1.3565 |
|
0.500 |
1.3560 |
|
0.382 |
1.3555 |
|
LOW |
1.3537 |
|
0.618 |
1.3509 |
|
1.000 |
1.3491 |
|
1.618 |
1.3463 |
|
2.618 |
1.3417 |
|
4.250 |
1.3342 |
|
|
| Fisher Pivots for day following 08-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3563 |
1.3594 |
| PP |
1.3562 |
1.3584 |
| S1 |
1.3560 |
1.3575 |
|