CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 10-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2007 |
10-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3556 |
1.3546 |
-0.0010 |
-0.1% |
1.3631 |
| High |
1.3586 |
1.3566 |
-0.0020 |
-0.1% |
1.3703 |
| Low |
1.3542 |
1.3484 |
-0.0058 |
-0.4% |
1.3569 |
| Close |
1.3548 |
1.3502 |
-0.0046 |
-0.3% |
1.3616 |
| Range |
0.0044 |
0.0082 |
0.0038 |
86.4% |
0.0134 |
| ATR |
0.0058 |
0.0060 |
0.0002 |
2.9% |
0.0000 |
| Volume |
180,475 |
124,877 |
-55,598 |
-30.8% |
898,556 |
|
| Daily Pivots for day following 10-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3763 |
1.3715 |
1.3547 |
|
| R3 |
1.3681 |
1.3633 |
1.3525 |
|
| R2 |
1.3599 |
1.3599 |
1.3517 |
|
| R1 |
1.3551 |
1.3551 |
1.3510 |
1.3534 |
| PP |
1.3517 |
1.3517 |
1.3517 |
1.3509 |
| S1 |
1.3469 |
1.3469 |
1.3494 |
1.3452 |
| S2 |
1.3435 |
1.3435 |
1.3487 |
|
| S3 |
1.3353 |
1.3387 |
1.3479 |
|
| S4 |
1.3271 |
1.3305 |
1.3457 |
|
|
| 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 |
1.3484 |
0.0166 |
1.2% |
0.0050 |
0.4% |
11% |
False |
True |
147,697 |
| 10 |
1.3708 |
1.3484 |
0.0224 |
1.7% |
0.0060 |
0.4% |
8% |
False |
True |
163,452 |
| 20 |
1.3708 |
1.3484 |
0.0224 |
1.7% |
0.0051 |
0.4% |
8% |
False |
True |
157,358 |
| 40 |
1.3708 |
1.3305 |
0.0403 |
3.0% |
0.0051 |
0.4% |
49% |
False |
False |
153,951 |
| 60 |
1.3708 |
1.3130 |
0.0578 |
4.3% |
0.0048 |
0.4% |
64% |
False |
False |
109,535 |
| 80 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0042 |
0.3% |
72% |
False |
False |
82,240 |
| 100 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0038 |
0.3% |
72% |
False |
False |
65,855 |
| 120 |
1.3708 |
1.2928 |
0.0780 |
5.8% |
0.0035 |
0.3% |
74% |
False |
False |
54,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3915 |
|
2.618 |
1.3781 |
|
1.618 |
1.3699 |
|
1.000 |
1.3648 |
|
0.618 |
1.3617 |
|
HIGH |
1.3566 |
|
0.618 |
1.3535 |
|
0.500 |
1.3525 |
|
0.382 |
1.3515 |
|
LOW |
1.3484 |
|
0.618 |
1.3433 |
|
1.000 |
1.3402 |
|
1.618 |
1.3351 |
|
2.618 |
1.3269 |
|
4.250 |
1.3136 |
|
|
| Fisher Pivots for day following 10-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3525 |
1.3535 |
| PP |
1.3517 |
1.3524 |
| S1 |
1.3510 |
1.3513 |
|