CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 29-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2007 |
29-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3498 |
1.3564 |
0.0066 |
0.5% |
1.3503 |
| High |
1.3519 |
1.3566 |
0.0047 |
0.3% |
1.3554 |
| Low |
1.3498 |
1.3500 |
0.0002 |
0.0% |
1.3476 |
| Close |
1.3502 |
1.3501 |
-0.0001 |
0.0% |
1.3502 |
| Range |
0.0021 |
0.0066 |
0.0045 |
214.3% |
0.0078 |
| ATR |
0.0043 |
0.0045 |
0.0002 |
3.8% |
0.0000 |
| Volume |
680 |
308 |
-372 |
-54.7% |
3,058 |
|
| Daily Pivots for day following 29-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3720 |
1.3677 |
1.3537 |
|
| R3 |
1.3654 |
1.3611 |
1.3519 |
|
| R2 |
1.3588 |
1.3588 |
1.3513 |
|
| R1 |
1.3545 |
1.3545 |
1.3507 |
1.3534 |
| PP |
1.3522 |
1.3522 |
1.3522 |
1.3517 |
| S1 |
1.3479 |
1.3479 |
1.3495 |
1.3468 |
| S2 |
1.3456 |
1.3456 |
1.3489 |
|
| S3 |
1.3390 |
1.3413 |
1.3483 |
|
| S4 |
1.3324 |
1.3347 |
1.3465 |
|
|
| Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3745 |
1.3701 |
1.3545 |
|
| R3 |
1.3667 |
1.3623 |
1.3523 |
|
| R2 |
1.3589 |
1.3589 |
1.3516 |
|
| R1 |
1.3545 |
1.3545 |
1.3509 |
1.3528 |
| PP |
1.3511 |
1.3511 |
1.3511 |
1.3502 |
| S1 |
1.3467 |
1.3467 |
1.3495 |
1.3450 |
| S2 |
1.3433 |
1.3433 |
1.3488 |
|
| S3 |
1.3355 |
1.3389 |
1.3481 |
|
| S4 |
1.3277 |
1.3311 |
1.3459 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3566 |
1.3476 |
0.0090 |
0.7% |
0.0034 |
0.3% |
28% |
True |
False |
546 |
| 10 |
1.3662 |
1.3476 |
0.0186 |
1.4% |
0.0033 |
0.2% |
13% |
False |
False |
479 |
| 20 |
1.3732 |
1.3476 |
0.0256 |
1.9% |
0.0028 |
0.2% |
10% |
False |
False |
387 |
| 40 |
1.3740 |
1.3405 |
0.0335 |
2.5% |
0.0022 |
0.2% |
29% |
False |
False |
305 |
| 60 |
1.3740 |
1.3190 |
0.0550 |
4.1% |
0.0022 |
0.2% |
57% |
False |
False |
279 |
| 80 |
1.3740 |
1.3040 |
0.0700 |
5.2% |
0.0017 |
0.1% |
66% |
False |
False |
211 |
| 100 |
1.3740 |
1.3012 |
0.0728 |
5.4% |
0.0015 |
0.1% |
67% |
False |
False |
172 |
| 120 |
1.3740 |
1.3012 |
0.0728 |
5.4% |
0.0012 |
0.1% |
67% |
False |
False |
144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3847 |
|
2.618 |
1.3739 |
|
1.618 |
1.3673 |
|
1.000 |
1.3632 |
|
0.618 |
1.3607 |
|
HIGH |
1.3566 |
|
0.618 |
1.3541 |
|
0.500 |
1.3533 |
|
0.382 |
1.3525 |
|
LOW |
1.3500 |
|
0.618 |
1.3459 |
|
1.000 |
1.3434 |
|
1.618 |
1.3393 |
|
2.618 |
1.3327 |
|
4.250 |
1.3220 |
|
|
| Fisher Pivots for day following 29-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3533 |
1.3521 |
| PP |
1.3522 |
1.3514 |
| S1 |
1.3512 |
1.3508 |
|