CME Euro FX Future September 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 |
1.3567 |
1.3503 |
-0.0064 |
-0.5% |
1.3599 |
| High |
1.3573 |
1.3525 |
-0.0048 |
-0.4% |
1.3662 |
| Low |
1.3530 |
1.3495 |
-0.0035 |
-0.3% |
1.3530 |
| Close |
1.3562 |
1.3523 |
-0.0039 |
-0.3% |
1.3562 |
| Range |
0.0043 |
0.0030 |
-0.0013 |
-30.2% |
0.0132 |
| ATR |
0.0045 |
0.0047 |
0.0002 |
3.4% |
0.0000 |
| Volume |
376 |
633 |
257 |
68.4% |
1,588 |
|
| Daily Pivots for day following 21-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3604 |
1.3594 |
1.3540 |
|
| R3 |
1.3574 |
1.3564 |
1.3531 |
|
| R2 |
1.3544 |
1.3544 |
1.3529 |
|
| R1 |
1.3534 |
1.3534 |
1.3526 |
1.3539 |
| PP |
1.3514 |
1.3514 |
1.3514 |
1.3517 |
| S1 |
1.3504 |
1.3504 |
1.3520 |
1.3509 |
| S2 |
1.3484 |
1.3484 |
1.3518 |
|
| S3 |
1.3454 |
1.3474 |
1.3515 |
|
| S4 |
1.3424 |
1.3444 |
1.3507 |
|
|
| 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 |
1.3495 |
0.0167 |
1.2% |
0.0031 |
0.2% |
17% |
False |
True |
411 |
| 10 |
1.3662 |
1.3495 |
0.0167 |
1.2% |
0.0026 |
0.2% |
17% |
False |
True |
309 |
| 20 |
1.3740 |
1.3495 |
0.0245 |
1.8% |
0.0024 |
0.2% |
11% |
False |
True |
326 |
| 40 |
1.3740 |
1.3375 |
0.0365 |
2.7% |
0.0022 |
0.2% |
41% |
False |
False |
281 |
| 60 |
1.3740 |
1.3175 |
0.0565 |
4.2% |
0.0020 |
0.1% |
62% |
False |
False |
234 |
| 80 |
1.3740 |
1.3040 |
0.0700 |
5.2% |
0.0016 |
0.1% |
69% |
False |
False |
177 |
| 100 |
1.3740 |
1.3012 |
0.0728 |
5.4% |
0.0013 |
0.1% |
70% |
False |
False |
145 |
| 120 |
1.3740 |
1.3012 |
0.0728 |
5.4% |
0.0011 |
0.1% |
70% |
False |
False |
123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3653 |
|
2.618 |
1.3604 |
|
1.618 |
1.3574 |
|
1.000 |
1.3555 |
|
0.618 |
1.3544 |
|
HIGH |
1.3525 |
|
0.618 |
1.3514 |
|
0.500 |
1.3510 |
|
0.382 |
1.3506 |
|
LOW |
1.3495 |
|
0.618 |
1.3476 |
|
1.000 |
1.3465 |
|
1.618 |
1.3446 |
|
2.618 |
1.3416 |
|
4.250 |
1.3368 |
|
|
| Fisher Pivots for day following 21-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3519 |
1.3534 |
| PP |
1.3514 |
1.3530 |
| S1 |
1.3510 |
1.3527 |
|