CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 22-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2007 |
22-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3455 |
1.3470 |
0.0015 |
0.1% |
1.3565 |
| High |
1.3486 |
1.3486 |
0.0000 |
0.0% |
1.3627 |
| Low |
1.3450 |
1.3463 |
0.0013 |
0.1% |
1.3488 |
| Close |
1.3483 |
1.3469 |
-0.0014 |
-0.1% |
1.3522 |
| Range |
0.0036 |
0.0023 |
-0.0013 |
-36.1% |
0.0139 |
| ATR |
0.0059 |
0.0057 |
-0.0003 |
-4.4% |
0.0000 |
| Volume |
128,734 |
120,067 |
-8,667 |
-6.7% |
719,813 |
|
| Daily Pivots for day following 22-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3542 |
1.3528 |
1.3482 |
|
| R3 |
1.3519 |
1.3505 |
1.3475 |
|
| R2 |
1.3496 |
1.3496 |
1.3473 |
|
| R1 |
1.3482 |
1.3482 |
1.3471 |
1.3478 |
| PP |
1.3473 |
1.3473 |
1.3473 |
1.3470 |
| S1 |
1.3459 |
1.3459 |
1.3467 |
1.3455 |
| S2 |
1.3450 |
1.3450 |
1.3465 |
|
| S3 |
1.3427 |
1.3436 |
1.3463 |
|
| S4 |
1.3404 |
1.3413 |
1.3456 |
|
|
| 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 |
1.3606 |
1.3450 |
0.0156 |
1.2% |
0.0046 |
0.3% |
12% |
False |
False |
147,848 |
| 10 |
1.3627 |
1.3450 |
0.0177 |
1.3% |
0.0049 |
0.4% |
11% |
False |
False |
148,427 |
| 20 |
1.3708 |
1.3450 |
0.0258 |
1.9% |
0.0052 |
0.4% |
7% |
False |
False |
155,444 |
| 40 |
1.3708 |
1.3330 |
0.0378 |
2.8% |
0.0050 |
0.4% |
37% |
False |
False |
148,608 |
| 60 |
1.3708 |
1.3130 |
0.0578 |
4.3% |
0.0050 |
0.4% |
59% |
False |
False |
129,049 |
| 80 |
1.3708 |
1.3000 |
0.0708 |
5.3% |
0.0044 |
0.3% |
66% |
False |
False |
96,946 |
| 100 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0040 |
0.3% |
68% |
False |
False |
77,620 |
| 120 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0038 |
0.3% |
68% |
False |
False |
64,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3584 |
|
2.618 |
1.3546 |
|
1.618 |
1.3523 |
|
1.000 |
1.3509 |
|
0.618 |
1.3500 |
|
HIGH |
1.3486 |
|
0.618 |
1.3477 |
|
0.500 |
1.3475 |
|
0.382 |
1.3472 |
|
LOW |
1.3463 |
|
0.618 |
1.3449 |
|
1.000 |
1.3440 |
|
1.618 |
1.3426 |
|
2.618 |
1.3403 |
|
4.250 |
1.3365 |
|
|
| Fisher Pivots for day following 22-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3475 |
1.3495 |
| PP |
1.3473 |
1.3486 |
| S1 |
1.3471 |
1.3478 |
|