CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 01-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2007 |
01-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3467 |
1.3444 |
-0.0023 |
-0.2% |
1.3523 |
| High |
1.3485 |
1.3470 |
-0.0015 |
-0.1% |
1.3530 |
| Low |
1.3446 |
1.3400 |
-0.0046 |
-0.3% |
1.3400 |
| Close |
1.3463 |
1.3452 |
-0.0011 |
-0.1% |
1.3452 |
| Range |
0.0039 |
0.0070 |
0.0031 |
79.5% |
0.0130 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
2.1% |
0.0000 |
| Volume |
143,588 |
175,276 |
31,688 |
22.1% |
655,790 |
|
| Daily Pivots for day following 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3651 |
1.3621 |
1.3491 |
|
| R3 |
1.3581 |
1.3551 |
1.3471 |
|
| R2 |
1.3511 |
1.3511 |
1.3465 |
|
| R1 |
1.3481 |
1.3481 |
1.3458 |
1.3496 |
| PP |
1.3441 |
1.3441 |
1.3441 |
1.3448 |
| S1 |
1.3411 |
1.3411 |
1.3446 |
1.3426 |
| S2 |
1.3371 |
1.3371 |
1.3439 |
|
| S3 |
1.3301 |
1.3341 |
1.3433 |
|
| S4 |
1.3231 |
1.3271 |
1.3414 |
|
|
| Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3851 |
1.3781 |
1.3524 |
|
| R3 |
1.3721 |
1.3651 |
1.3488 |
|
| R2 |
1.3591 |
1.3591 |
1.3476 |
|
| R1 |
1.3521 |
1.3521 |
1.3464 |
1.3491 |
| PP |
1.3461 |
1.3461 |
1.3461 |
1.3446 |
| S1 |
1.3391 |
1.3391 |
1.3440 |
1.3361 |
| S2 |
1.3331 |
1.3331 |
1.3428 |
|
| S3 |
1.3201 |
1.3261 |
1.3416 |
|
| S4 |
1.3071 |
1.3131 |
1.3381 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3530 |
1.3400 |
0.0130 |
1.0% |
0.0049 |
0.4% |
40% |
False |
True |
161,731 |
| 10 |
1.3539 |
1.3400 |
0.0139 |
1.0% |
0.0045 |
0.3% |
37% |
False |
True |
145,248 |
| 20 |
1.3650 |
1.3400 |
0.0250 |
1.9% |
0.0048 |
0.4% |
21% |
False |
True |
149,556 |
| 40 |
1.3708 |
1.3376 |
0.0332 |
2.5% |
0.0049 |
0.4% |
23% |
False |
False |
146,195 |
| 60 |
1.3708 |
1.3138 |
0.0570 |
4.2% |
0.0050 |
0.4% |
55% |
False |
False |
146,273 |
| 80 |
1.3708 |
1.3030 |
0.0678 |
5.0% |
0.0045 |
0.3% |
62% |
False |
False |
110,333 |
| 100 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0041 |
0.3% |
65% |
False |
False |
88,337 |
| 120 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0039 |
0.3% |
65% |
False |
False |
73,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3768 |
|
2.618 |
1.3653 |
|
1.618 |
1.3583 |
|
1.000 |
1.3540 |
|
0.618 |
1.3513 |
|
HIGH |
1.3470 |
|
0.618 |
1.3443 |
|
0.500 |
1.3435 |
|
0.382 |
1.3427 |
|
LOW |
1.3400 |
|
0.618 |
1.3357 |
|
1.000 |
1.3330 |
|
1.618 |
1.3287 |
|
2.618 |
1.3217 |
|
4.250 |
1.3103 |
|
|
| Fisher Pivots for day following 01-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3446 |
1.3449 |
| PP |
1.3441 |
1.3446 |
| S1 |
1.3435 |
1.3443 |
|