CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 09-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2007 |
09-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3579 |
1.3556 |
-0.0023 |
-0.2% |
1.3631 |
| High |
1.3583 |
1.3586 |
0.0003 |
0.0% |
1.3703 |
| Low |
1.3537 |
1.3542 |
0.0005 |
0.0% |
1.3569 |
| Close |
1.3565 |
1.3548 |
-0.0017 |
-0.1% |
1.3616 |
| Range |
0.0046 |
0.0044 |
-0.0002 |
-4.3% |
0.0134 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
87,388 |
180,475 |
93,087 |
106.5% |
898,556 |
|
| Daily Pivots for day following 09-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3691 |
1.3663 |
1.3572 |
|
| R3 |
1.3647 |
1.3619 |
1.3560 |
|
| R2 |
1.3603 |
1.3603 |
1.3556 |
|
| R1 |
1.3575 |
1.3575 |
1.3552 |
1.3567 |
| PP |
1.3559 |
1.3559 |
1.3559 |
1.3555 |
| S1 |
1.3531 |
1.3531 |
1.3544 |
1.3523 |
| S2 |
1.3515 |
1.3515 |
1.3540 |
|
| S3 |
1.3471 |
1.3487 |
1.3536 |
|
| S4 |
1.3427 |
1.3443 |
1.3524 |
|
|
| 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% |
0.0049 |
0.4% |
10% |
False |
False |
151,684 |
| 10 |
1.3708 |
1.3537 |
0.0171 |
1.3% |
0.0054 |
0.4% |
6% |
False |
False |
164,578 |
| 20 |
1.3708 |
1.3485 |
0.0223 |
1.6% |
0.0050 |
0.4% |
28% |
False |
False |
156,519 |
| 40 |
1.3708 |
1.3257 |
0.0451 |
3.3% |
0.0050 |
0.4% |
65% |
False |
False |
155,611 |
| 60 |
1.3708 |
1.3130 |
0.0578 |
4.3% |
0.0046 |
0.3% |
72% |
False |
False |
107,464 |
| 80 |
1.3708 |
1.2970 |
0.0738 |
5.4% |
0.0041 |
0.3% |
78% |
False |
False |
80,684 |
| 100 |
1.3708 |
1.2970 |
0.0738 |
5.4% |
0.0038 |
0.3% |
78% |
False |
False |
64,607 |
| 120 |
1.3708 |
1.2912 |
0.0796 |
5.9% |
0.0035 |
0.3% |
80% |
False |
False |
53,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3773 |
|
2.618 |
1.3701 |
|
1.618 |
1.3657 |
|
1.000 |
1.3630 |
|
0.618 |
1.3613 |
|
HIGH |
1.3586 |
|
0.618 |
1.3569 |
|
0.500 |
1.3564 |
|
0.382 |
1.3559 |
|
LOW |
1.3542 |
|
0.618 |
1.3515 |
|
1.000 |
1.3498 |
|
1.618 |
1.3471 |
|
2.618 |
1.3427 |
|
4.250 |
1.3355 |
|
|
| Fisher Pivots for day following 09-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3564 |
1.3594 |
| PP |
1.3559 |
1.3578 |
| S1 |
1.3553 |
1.3563 |
|