CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 21-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2007 |
21-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3494 |
1.3455 |
-0.0039 |
-0.3% |
1.3565 |
| High |
1.3539 |
1.3486 |
-0.0053 |
-0.4% |
1.3627 |
| Low |
1.3488 |
1.3450 |
-0.0038 |
-0.3% |
1.3488 |
| Close |
1.3522 |
1.3483 |
-0.0039 |
-0.3% |
1.3522 |
| Range |
0.0051 |
0.0036 |
-0.0015 |
-29.4% |
0.0139 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
1.7% |
0.0000 |
| Volume |
129,968 |
128,734 |
-1,234 |
-0.9% |
719,813 |
|
| Daily Pivots for day following 21-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3581 |
1.3568 |
1.3503 |
|
| R3 |
1.3545 |
1.3532 |
1.3493 |
|
| R2 |
1.3509 |
1.3509 |
1.3490 |
|
| R1 |
1.3496 |
1.3496 |
1.3486 |
1.3503 |
| PP |
1.3473 |
1.3473 |
1.3473 |
1.3476 |
| S1 |
1.3460 |
1.3460 |
1.3480 |
1.3467 |
| S2 |
1.3437 |
1.3437 |
1.3476 |
|
| S3 |
1.3401 |
1.3424 |
1.3473 |
|
| S4 |
1.3365 |
1.3388 |
1.3463 |
|
|
| 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 |
1.3450 |
0.0177 |
1.3% |
0.0056 |
0.4% |
19% |
False |
True |
141,051 |
| 10 |
1.3627 |
1.3450 |
0.0177 |
1.3% |
0.0052 |
0.4% |
19% |
False |
True |
145,159 |
| 20 |
1.3708 |
1.3450 |
0.0258 |
1.9% |
0.0054 |
0.4% |
13% |
False |
True |
154,591 |
| 40 |
1.3708 |
1.3330 |
0.0378 |
2.8% |
0.0050 |
0.4% |
40% |
False |
False |
149,800 |
| 60 |
1.3708 |
1.3130 |
0.0578 |
4.3% |
0.0050 |
0.4% |
61% |
False |
False |
127,061 |
| 80 |
1.3708 |
1.2990 |
0.0718 |
5.3% |
0.0044 |
0.3% |
69% |
False |
False |
95,451 |
| 100 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0040 |
0.3% |
70% |
False |
False |
76,420 |
| 120 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0038 |
0.3% |
70% |
False |
False |
63,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3639 |
|
2.618 |
1.3580 |
|
1.618 |
1.3544 |
|
1.000 |
1.3522 |
|
0.618 |
1.3508 |
|
HIGH |
1.3486 |
|
0.618 |
1.3472 |
|
0.500 |
1.3468 |
|
0.382 |
1.3464 |
|
LOW |
1.3450 |
|
0.618 |
1.3428 |
|
1.000 |
1.3414 |
|
1.618 |
1.3392 |
|
2.618 |
1.3356 |
|
4.250 |
1.3297 |
|
|
| Fisher Pivots for day following 21-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3478 |
1.3495 |
| PP |
1.3473 |
1.3491 |
| S1 |
1.3468 |
1.3487 |
|