CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 30-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2007 |
30-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3564 |
1.3474 |
-0.0090 |
-0.7% |
1.3503 |
| High |
1.3566 |
1.3487 |
-0.0079 |
-0.6% |
1.3554 |
| Low |
1.3500 |
1.3465 |
-0.0035 |
-0.3% |
1.3476 |
| Close |
1.3501 |
1.3479 |
-0.0022 |
-0.2% |
1.3502 |
| Range |
0.0066 |
0.0022 |
-0.0044 |
-66.7% |
0.0078 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
308 |
1,218 |
910 |
295.5% |
3,058 |
|
| Daily Pivots for day following 30-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3543 |
1.3533 |
1.3491 |
|
| R3 |
1.3521 |
1.3511 |
1.3485 |
|
| R2 |
1.3499 |
1.3499 |
1.3483 |
|
| R1 |
1.3489 |
1.3489 |
1.3481 |
1.3494 |
| PP |
1.3477 |
1.3477 |
1.3477 |
1.3480 |
| S1 |
1.3467 |
1.3467 |
1.3477 |
1.3472 |
| S2 |
1.3455 |
1.3455 |
1.3475 |
|
| S3 |
1.3433 |
1.3445 |
1.3473 |
|
| S4 |
1.3411 |
1.3423 |
1.3467 |
|
|
| 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 |
1.3465 |
0.0101 |
0.7% |
0.0037 |
0.3% |
14% |
False |
True |
664 |
| 10 |
1.3577 |
1.3465 |
0.0112 |
0.8% |
0.0029 |
0.2% |
13% |
False |
True |
584 |
| 20 |
1.3670 |
1.3465 |
0.0205 |
1.5% |
0.0026 |
0.2% |
7% |
False |
True |
427 |
| 40 |
1.3740 |
1.3430 |
0.0310 |
2.3% |
0.0022 |
0.2% |
16% |
False |
False |
334 |
| 60 |
1.3740 |
1.3190 |
0.0550 |
4.1% |
0.0022 |
0.2% |
53% |
False |
False |
299 |
| 80 |
1.3740 |
1.3070 |
0.0670 |
5.0% |
0.0018 |
0.1% |
61% |
False |
False |
226 |
| 100 |
1.3740 |
1.3012 |
0.0728 |
5.4% |
0.0015 |
0.1% |
64% |
False |
False |
184 |
| 120 |
1.3740 |
1.3012 |
0.0728 |
5.4% |
0.0013 |
0.1% |
64% |
False |
False |
154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3581 |
|
2.618 |
1.3545 |
|
1.618 |
1.3523 |
|
1.000 |
1.3509 |
|
0.618 |
1.3501 |
|
HIGH |
1.3487 |
|
0.618 |
1.3479 |
|
0.500 |
1.3476 |
|
0.382 |
1.3473 |
|
LOW |
1.3465 |
|
0.618 |
1.3451 |
|
1.000 |
1.3443 |
|
1.618 |
1.3429 |
|
2.618 |
1.3407 |
|
4.250 |
1.3372 |
|
|
| Fisher Pivots for day following 30-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3478 |
1.3516 |
| PP |
1.3477 |
1.3503 |
| S1 |
1.3476 |
1.3491 |
|