CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 18-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2007 |
18-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3528 |
1.3494 |
-0.0034 |
-0.3% |
1.3565 |
| High |
1.3529 |
1.3539 |
0.0010 |
0.1% |
1.3627 |
| Low |
1.3493 |
1.3488 |
-0.0005 |
0.0% |
1.3488 |
| Close |
1.3509 |
1.3522 |
0.0013 |
0.1% |
1.3522 |
| Range |
0.0036 |
0.0051 |
0.0015 |
41.7% |
0.0139 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
188,111 |
129,968 |
-58,143 |
-30.9% |
719,813 |
|
| Daily Pivots for day following 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3669 |
1.3647 |
1.3550 |
|
| R3 |
1.3618 |
1.3596 |
1.3536 |
|
| R2 |
1.3567 |
1.3567 |
1.3531 |
|
| R1 |
1.3545 |
1.3545 |
1.3527 |
1.3556 |
| PP |
1.3516 |
1.3516 |
1.3516 |
1.3522 |
| S1 |
1.3494 |
1.3494 |
1.3517 |
1.3505 |
| S2 |
1.3465 |
1.3465 |
1.3513 |
|
| S3 |
1.3414 |
1.3443 |
1.3508 |
|
| S4 |
1.3363 |
1.3392 |
1.3494 |
|
|
| Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3963 |
1.3881 |
1.3598 |
|
| R3 |
1.3824 |
1.3742 |
1.3560 |
|
| R2 |
1.3685 |
1.3685 |
1.3547 |
|
| R1 |
1.3603 |
1.3603 |
1.3535 |
1.3575 |
| PP |
1.3546 |
1.3546 |
1.3546 |
1.3531 |
| S1 |
1.3464 |
1.3464 |
1.3509 |
1.3436 |
| S2 |
1.3407 |
1.3407 |
1.3497 |
|
| S3 |
1.3268 |
1.3325 |
1.3484 |
|
| S4 |
1.3129 |
1.3186 |
1.3446 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3627 |
1.3488 |
0.0139 |
1.0% |
0.0051 |
0.4% |
24% |
False |
True |
143,962 |
| 10 |
1.3650 |
1.3484 |
0.0166 |
1.2% |
0.0050 |
0.4% |
23% |
False |
False |
149,701 |
| 20 |
1.3708 |
1.3484 |
0.0224 |
1.7% |
0.0054 |
0.4% |
17% |
False |
False |
154,357 |
| 40 |
1.3708 |
1.3305 |
0.0403 |
3.0% |
0.0051 |
0.4% |
54% |
False |
False |
151,747 |
| 60 |
1.3708 |
1.3130 |
0.0578 |
4.3% |
0.0050 |
0.4% |
68% |
False |
False |
124,930 |
| 80 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0044 |
0.3% |
75% |
False |
False |
93,847 |
| 100 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0039 |
0.3% |
75% |
False |
False |
75,133 |
| 120 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0038 |
0.3% |
75% |
False |
False |
62,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3756 |
|
2.618 |
1.3673 |
|
1.618 |
1.3622 |
|
1.000 |
1.3590 |
|
0.618 |
1.3571 |
|
HIGH |
1.3539 |
|
0.618 |
1.3520 |
|
0.500 |
1.3514 |
|
0.382 |
1.3507 |
|
LOW |
1.3488 |
|
0.618 |
1.3456 |
|
1.000 |
1.3437 |
|
1.618 |
1.3405 |
|
2.618 |
1.3354 |
|
4.250 |
1.3271 |
|
|
| Fisher Pivots for day following 18-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3519 |
1.3547 |
| PP |
1.3516 |
1.3539 |
| S1 |
1.3514 |
1.3530 |
|