CME Euro FX Future September 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 |
1.3602 |
1.3600 |
-0.0002 |
0.0% |
1.3717 |
| High |
1.3602 |
1.3620 |
0.0018 |
0.1% |
1.3733 |
| Low |
1.3585 |
1.3590 |
0.0005 |
0.0% |
1.3613 |
| Close |
1.3605 |
1.3588 |
-0.0017 |
-0.1% |
1.3656 |
| Range |
0.0017 |
0.0030 |
0.0013 |
76.5% |
0.0120 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
172 |
124 |
-48 |
-27.9% |
1,886 |
|
| Daily Pivots for day following 09-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3689 |
1.3669 |
1.3605 |
|
| R3 |
1.3659 |
1.3639 |
1.3596 |
|
| R2 |
1.3629 |
1.3629 |
1.3594 |
|
| R1 |
1.3609 |
1.3609 |
1.3591 |
1.3604 |
| PP |
1.3599 |
1.3599 |
1.3599 |
1.3597 |
| S1 |
1.3579 |
1.3579 |
1.3585 |
1.3574 |
| S2 |
1.3569 |
1.3569 |
1.3583 |
|
| S3 |
1.3539 |
1.3549 |
1.3580 |
|
| S4 |
1.3509 |
1.3519 |
1.3572 |
|
|
| Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4027 |
1.3962 |
1.3722 |
|
| R3 |
1.3907 |
1.3842 |
1.3689 |
|
| R2 |
1.3787 |
1.3787 |
1.3678 |
|
| R1 |
1.3722 |
1.3722 |
1.3667 |
1.3695 |
| PP |
1.3667 |
1.3667 |
1.3667 |
1.3654 |
| S1 |
1.3602 |
1.3602 |
1.3645 |
1.3575 |
| S2 |
1.3547 |
1.3547 |
1.3634 |
|
| S3 |
1.3427 |
1.3482 |
1.3623 |
|
| S4 |
1.3307 |
1.3362 |
1.3590 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3665 |
1.3585 |
0.0080 |
0.6% |
0.0017 |
0.1% |
4% |
False |
False |
269 |
| 10 |
1.3740 |
1.3585 |
0.0155 |
1.1% |
0.0025 |
0.2% |
2% |
False |
False |
323 |
| 20 |
1.3740 |
1.3552 |
0.0188 |
1.4% |
0.0021 |
0.2% |
19% |
False |
False |
287 |
| 40 |
1.3740 |
1.3320 |
0.0420 |
3.1% |
0.0023 |
0.2% |
64% |
False |
False |
252 |
| 60 |
1.3740 |
1.3175 |
0.0565 |
4.2% |
0.0017 |
0.1% |
73% |
False |
False |
189 |
| 80 |
1.3740 |
1.3024 |
0.0716 |
5.3% |
0.0014 |
0.1% |
79% |
False |
False |
143 |
| 100 |
1.3740 |
1.3012 |
0.0728 |
5.4% |
0.0011 |
0.1% |
79% |
False |
False |
118 |
| 120 |
1.3740 |
1.2949 |
0.0791 |
5.8% |
0.0009 |
0.1% |
81% |
False |
False |
99 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3748 |
|
2.618 |
1.3699 |
|
1.618 |
1.3669 |
|
1.000 |
1.3650 |
|
0.618 |
1.3639 |
|
HIGH |
1.3620 |
|
0.618 |
1.3609 |
|
0.500 |
1.3605 |
|
0.382 |
1.3601 |
|
LOW |
1.3590 |
|
0.618 |
1.3571 |
|
1.000 |
1.3560 |
|
1.618 |
1.3541 |
|
2.618 |
1.3511 |
|
4.250 |
1.3463 |
|
|
| Fisher Pivots for day following 09-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3605 |
1.3625 |
| PP |
1.3599 |
1.3613 |
| S1 |
1.3594 |
1.3600 |
|