CME Euro FX Future September 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 |
1.3600 |
1.3575 |
-0.0025 |
-0.2% |
1.3717 |
| High |
1.3620 |
1.3594 |
-0.0026 |
-0.2% |
1.3733 |
| Low |
1.3590 |
1.3539 |
-0.0051 |
-0.4% |
1.3613 |
| Close |
1.3588 |
1.3542 |
-0.0046 |
-0.3% |
1.3656 |
| Range |
0.0030 |
0.0055 |
0.0025 |
83.3% |
0.0120 |
| ATR |
0.0043 |
0.0044 |
0.0001 |
1.9% |
0.0000 |
| Volume |
124 |
194 |
70 |
56.5% |
1,886 |
|
| Daily Pivots for day following 10-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3723 |
1.3688 |
1.3572 |
|
| R3 |
1.3668 |
1.3633 |
1.3557 |
|
| R2 |
1.3613 |
1.3613 |
1.3552 |
|
| R1 |
1.3578 |
1.3578 |
1.3547 |
1.3568 |
| PP |
1.3558 |
1.3558 |
1.3558 |
1.3554 |
| S1 |
1.3523 |
1.3523 |
1.3537 |
1.3513 |
| S2 |
1.3503 |
1.3503 |
1.3532 |
|
| S3 |
1.3448 |
1.3468 |
1.3527 |
|
| S4 |
1.3393 |
1.3413 |
1.3512 |
|
|
| 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 |
1.3539 |
0.0126 |
0.9% |
0.0024 |
0.2% |
2% |
False |
True |
226 |
| 10 |
1.3740 |
1.3539 |
0.0201 |
1.5% |
0.0030 |
0.2% |
1% |
False |
True |
309 |
| 20 |
1.3740 |
1.3539 |
0.0201 |
1.5% |
0.0023 |
0.2% |
1% |
False |
True |
289 |
| 40 |
1.3740 |
1.3355 |
0.0385 |
2.8% |
0.0024 |
0.2% |
49% |
False |
False |
256 |
| 60 |
1.3740 |
1.3175 |
0.0565 |
4.2% |
0.0018 |
0.1% |
65% |
False |
False |
192 |
| 80 |
1.3740 |
1.3024 |
0.0716 |
5.3% |
0.0015 |
0.1% |
72% |
False |
False |
145 |
| 100 |
1.3740 |
1.3012 |
0.0728 |
5.4% |
0.0012 |
0.1% |
73% |
False |
False |
120 |
| 120 |
1.3740 |
1.2965 |
0.0775 |
5.7% |
0.0010 |
0.1% |
74% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3828 |
|
2.618 |
1.3738 |
|
1.618 |
1.3683 |
|
1.000 |
1.3649 |
|
0.618 |
1.3628 |
|
HIGH |
1.3594 |
|
0.618 |
1.3573 |
|
0.500 |
1.3567 |
|
0.382 |
1.3560 |
|
LOW |
1.3539 |
|
0.618 |
1.3505 |
|
1.000 |
1.3484 |
|
1.618 |
1.3450 |
|
2.618 |
1.3395 |
|
4.250 |
1.3305 |
|
|
| Fisher Pivots for day following 10-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3567 |
1.3580 |
| PP |
1.3558 |
1.3567 |
| S1 |
1.3550 |
1.3555 |
|