CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 24-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2007 |
24-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3554 |
1.3485 |
-0.0069 |
-0.5% |
1.3599 |
| High |
1.3554 |
1.3507 |
-0.0047 |
-0.3% |
1.3662 |
| Low |
1.3510 |
1.3476 |
-0.0034 |
-0.3% |
1.3530 |
| Close |
1.3511 |
1.3485 |
-0.0026 |
-0.2% |
1.3562 |
| Range |
0.0044 |
0.0031 |
-0.0013 |
-29.5% |
0.0132 |
| ATR |
0.0044 |
0.0044 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
503 |
611 |
108 |
21.5% |
1,588 |
|
| Daily Pivots for day following 24-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3582 |
1.3565 |
1.3502 |
|
| R3 |
1.3551 |
1.3534 |
1.3494 |
|
| R2 |
1.3520 |
1.3520 |
1.3491 |
|
| R1 |
1.3503 |
1.3503 |
1.3488 |
1.3501 |
| PP |
1.3489 |
1.3489 |
1.3489 |
1.3488 |
| S1 |
1.3472 |
1.3472 |
1.3482 |
1.3470 |
| S2 |
1.3458 |
1.3458 |
1.3479 |
|
| S3 |
1.3427 |
1.3441 |
1.3476 |
|
| S4 |
1.3396 |
1.3410 |
1.3468 |
|
|
| 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 |
1.3573 |
1.3476 |
0.0097 |
0.7% |
0.0032 |
0.2% |
9% |
False |
True |
550 |
| 10 |
1.3662 |
1.3476 |
0.0186 |
1.4% |
0.0024 |
0.2% |
5% |
False |
True |
435 |
| 20 |
1.3740 |
1.3476 |
0.0264 |
2.0% |
0.0027 |
0.2% |
3% |
False |
True |
372 |
| 40 |
1.3740 |
1.3375 |
0.0365 |
2.7% |
0.0022 |
0.2% |
30% |
False |
False |
296 |
| 60 |
1.3740 |
1.3175 |
0.0565 |
4.2% |
0.0021 |
0.2% |
55% |
False |
False |
263 |
| 80 |
1.3740 |
1.3040 |
0.0700 |
5.2% |
0.0017 |
0.1% |
64% |
False |
False |
199 |
| 100 |
1.3740 |
1.3012 |
0.0728 |
5.4% |
0.0014 |
0.1% |
65% |
False |
False |
162 |
| 120 |
1.3740 |
1.3012 |
0.0728 |
5.4% |
0.0012 |
0.1% |
65% |
False |
False |
137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3639 |
|
2.618 |
1.3588 |
|
1.618 |
1.3557 |
|
1.000 |
1.3538 |
|
0.618 |
1.3526 |
|
HIGH |
1.3507 |
|
0.618 |
1.3495 |
|
0.500 |
1.3492 |
|
0.382 |
1.3488 |
|
LOW |
1.3476 |
|
0.618 |
1.3457 |
|
1.000 |
1.3445 |
|
1.618 |
1.3426 |
|
2.618 |
1.3395 |
|
4.250 |
1.3344 |
|
|
| Fisher Pivots for day following 24-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3492 |
1.3515 |
| PP |
1.3489 |
1.3505 |
| S1 |
1.3487 |
1.3495 |
|