CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 31-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2007 |
31-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3474 |
1.3505 |
0.0031 |
0.2% |
1.3503 |
| High |
1.3487 |
1.3517 |
0.0030 |
0.2% |
1.3554 |
| Low |
1.3465 |
1.3490 |
0.0025 |
0.2% |
1.3476 |
| Close |
1.3479 |
1.3503 |
0.0024 |
0.2% |
1.3502 |
| Range |
0.0022 |
0.0027 |
0.0005 |
22.7% |
0.0078 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
1,218 |
734 |
-484 |
-39.7% |
3,058 |
|
| Daily Pivots for day following 31-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3584 |
1.3571 |
1.3518 |
|
| R3 |
1.3557 |
1.3544 |
1.3510 |
|
| R2 |
1.3530 |
1.3530 |
1.3508 |
|
| R1 |
1.3517 |
1.3517 |
1.3505 |
1.3510 |
| PP |
1.3503 |
1.3503 |
1.3503 |
1.3500 |
| S1 |
1.3490 |
1.3490 |
1.3501 |
1.3483 |
| S2 |
1.3476 |
1.3476 |
1.3498 |
|
| S3 |
1.3449 |
1.3463 |
1.3496 |
|
| S4 |
1.3422 |
1.3436 |
1.3488 |
|
|
| 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% |
0.0033 |
0.2% |
38% |
False |
False |
710 |
| 10 |
1.3573 |
1.3465 |
0.0108 |
0.8% |
0.0031 |
0.2% |
35% |
False |
False |
600 |
| 20 |
1.3665 |
1.3465 |
0.0200 |
1.5% |
0.0026 |
0.2% |
19% |
False |
False |
441 |
| 40 |
1.3740 |
1.3430 |
0.0310 |
2.3% |
0.0022 |
0.2% |
24% |
False |
False |
348 |
| 60 |
1.3740 |
1.3190 |
0.0550 |
4.1% |
0.0023 |
0.2% |
57% |
False |
False |
311 |
| 80 |
1.3740 |
1.3070 |
0.0670 |
5.0% |
0.0018 |
0.1% |
65% |
False |
False |
235 |
| 100 |
1.3740 |
1.3012 |
0.0728 |
5.4% |
0.0015 |
0.1% |
67% |
False |
False |
191 |
| 120 |
1.3740 |
1.3012 |
0.0728 |
5.4% |
0.0013 |
0.1% |
67% |
False |
False |
161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3632 |
|
2.618 |
1.3588 |
|
1.618 |
1.3561 |
|
1.000 |
1.3544 |
|
0.618 |
1.3534 |
|
HIGH |
1.3517 |
|
0.618 |
1.3507 |
|
0.500 |
1.3504 |
|
0.382 |
1.3500 |
|
LOW |
1.3490 |
|
0.618 |
1.3473 |
|
1.000 |
1.3463 |
|
1.618 |
1.3446 |
|
2.618 |
1.3419 |
|
4.250 |
1.3375 |
|
|
| Fisher Pivots for day following 31-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3504 |
1.3516 |
| PP |
1.3503 |
1.3511 |
| S1 |
1.3503 |
1.3507 |
|