CME Euro FX Future September 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 |
1.3544 |
1.3567 |
0.0023 |
0.2% |
1.3599 |
| High |
1.3553 |
1.3573 |
0.0020 |
0.1% |
1.3662 |
| Low |
1.3542 |
1.3530 |
-0.0012 |
-0.1% |
1.3530 |
| Close |
1.3549 |
1.3562 |
0.0013 |
0.1% |
1.3562 |
| Range |
0.0011 |
0.0043 |
0.0032 |
290.9% |
0.0132 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
309 |
376 |
67 |
21.7% |
1,588 |
|
| Daily Pivots for day following 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3684 |
1.3666 |
1.3586 |
|
| R3 |
1.3641 |
1.3623 |
1.3574 |
|
| R2 |
1.3598 |
1.3598 |
1.3570 |
|
| R1 |
1.3580 |
1.3580 |
1.3566 |
1.3568 |
| PP |
1.3555 |
1.3555 |
1.3555 |
1.3549 |
| S1 |
1.3537 |
1.3537 |
1.3558 |
1.3525 |
| S2 |
1.3512 |
1.3512 |
1.3554 |
|
| S3 |
1.3469 |
1.3494 |
1.3550 |
|
| S4 |
1.3426 |
1.3451 |
1.3538 |
|
|
| Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3981 |
1.3903 |
1.3635 |
|
| R3 |
1.3849 |
1.3771 |
1.3598 |
|
| R2 |
1.3717 |
1.3717 |
1.3586 |
|
| R1 |
1.3639 |
1.3639 |
1.3574 |
1.3612 |
| PP |
1.3585 |
1.3585 |
1.3585 |
1.3571 |
| S1 |
1.3507 |
1.3507 |
1.3550 |
1.3480 |
| S2 |
1.3453 |
1.3453 |
1.3538 |
|
| S3 |
1.3321 |
1.3375 |
1.3526 |
|
| S4 |
1.3189 |
1.3243 |
1.3489 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3662 |
1.3530 |
0.0132 |
1.0% |
0.0025 |
0.2% |
24% |
False |
True |
317 |
| 10 |
1.3665 |
1.3530 |
0.0135 |
1.0% |
0.0023 |
0.2% |
24% |
False |
True |
278 |
| 20 |
1.3740 |
1.3530 |
0.0210 |
1.5% |
0.0023 |
0.2% |
15% |
False |
True |
302 |
| 40 |
1.3740 |
1.3355 |
0.0385 |
2.8% |
0.0023 |
0.2% |
54% |
False |
False |
274 |
| 60 |
1.3740 |
1.3175 |
0.0565 |
4.2% |
0.0019 |
0.1% |
68% |
False |
False |
224 |
| 80 |
1.3740 |
1.3024 |
0.0716 |
5.3% |
0.0016 |
0.1% |
75% |
False |
False |
169 |
| 100 |
1.3740 |
1.3012 |
0.0728 |
5.4% |
0.0013 |
0.1% |
76% |
False |
False |
138 |
| 120 |
1.3740 |
1.3012 |
0.0728 |
5.4% |
0.0011 |
0.1% |
76% |
False |
False |
117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3756 |
|
2.618 |
1.3686 |
|
1.618 |
1.3643 |
|
1.000 |
1.3616 |
|
0.618 |
1.3600 |
|
HIGH |
1.3573 |
|
0.618 |
1.3557 |
|
0.500 |
1.3552 |
|
0.382 |
1.3546 |
|
LOW |
1.3530 |
|
0.618 |
1.3503 |
|
1.000 |
1.3487 |
|
1.618 |
1.3460 |
|
2.618 |
1.3417 |
|
4.250 |
1.3347 |
|
|
| Fisher Pivots for day following 18-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3559 |
1.3559 |
| PP |
1.3555 |
1.3556 |
| S1 |
1.3552 |
1.3554 |
|