CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 04-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2007 |
04-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3444 |
1.3487 |
0.0043 |
0.3% |
1.3523 |
| High |
1.3470 |
1.3507 |
0.0037 |
0.3% |
1.3530 |
| Low |
1.3400 |
1.3487 |
0.0087 |
0.6% |
1.3400 |
| Close |
1.3452 |
1.3495 |
0.0043 |
0.3% |
1.3452 |
| Range |
0.0070 |
0.0020 |
-0.0050 |
-71.4% |
0.0130 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
175,276 |
254,080 |
78,804 |
45.0% |
655,790 |
|
| Daily Pivots for day following 04-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3556 |
1.3546 |
1.3506 |
|
| R3 |
1.3536 |
1.3526 |
1.3501 |
|
| R2 |
1.3516 |
1.3516 |
1.3499 |
|
| R1 |
1.3506 |
1.3506 |
1.3497 |
1.3511 |
| PP |
1.3496 |
1.3496 |
1.3496 |
1.3499 |
| S1 |
1.3486 |
1.3486 |
1.3493 |
1.3491 |
| S2 |
1.3476 |
1.3476 |
1.3491 |
|
| S3 |
1.3456 |
1.3466 |
1.3490 |
|
| S4 |
1.3436 |
1.3446 |
1.3484 |
|
|
| 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% |
0.0047 |
0.3% |
73% |
False |
False |
181,974 |
| 10 |
1.3530 |
1.3400 |
0.0130 |
1.0% |
0.0042 |
0.3% |
73% |
False |
False |
157,659 |
| 20 |
1.3650 |
1.3400 |
0.0250 |
1.9% |
0.0046 |
0.3% |
38% |
False |
False |
153,680 |
| 40 |
1.3708 |
1.3376 |
0.0332 |
2.5% |
0.0048 |
0.4% |
36% |
False |
False |
148,881 |
| 60 |
1.3708 |
1.3198 |
0.0510 |
3.8% |
0.0050 |
0.4% |
58% |
False |
False |
150,329 |
| 80 |
1.3708 |
1.3030 |
0.0678 |
5.0% |
0.0045 |
0.3% |
69% |
False |
False |
113,506 |
| 100 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0041 |
0.3% |
71% |
False |
False |
90,877 |
| 120 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0038 |
0.3% |
71% |
False |
False |
75,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3592 |
|
2.618 |
1.3559 |
|
1.618 |
1.3539 |
|
1.000 |
1.3527 |
|
0.618 |
1.3519 |
|
HIGH |
1.3507 |
|
0.618 |
1.3499 |
|
0.500 |
1.3497 |
|
0.382 |
1.3495 |
|
LOW |
1.3487 |
|
0.618 |
1.3475 |
|
1.000 |
1.3467 |
|
1.618 |
1.3455 |
|
2.618 |
1.3435 |
|
4.250 |
1.3402 |
|
|
| Fisher Pivots for day following 04-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3497 |
1.3481 |
| PP |
1.3496 |
1.3467 |
| S1 |
1.3496 |
1.3454 |
|