CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 06-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2007 |
06-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3557 |
1.3521 |
-0.0036 |
-0.3% |
1.3523 |
| High |
1.3560 |
1.3536 |
-0.0024 |
-0.2% |
1.3530 |
| Low |
1.3516 |
1.3492 |
-0.0024 |
-0.2% |
1.3400 |
| Close |
1.3529 |
1.3512 |
-0.0017 |
-0.1% |
1.3452 |
| Range |
0.0044 |
0.0044 |
0.0000 |
0.0% |
0.0130 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
163,566 |
188,052 |
24,486 |
15.0% |
655,790 |
|
| Daily Pivots for day following 06-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3645 |
1.3623 |
1.3536 |
|
| R3 |
1.3601 |
1.3579 |
1.3524 |
|
| R2 |
1.3557 |
1.3557 |
1.3520 |
|
| R1 |
1.3535 |
1.3535 |
1.3516 |
1.3524 |
| PP |
1.3513 |
1.3513 |
1.3513 |
1.3508 |
| S1 |
1.3491 |
1.3491 |
1.3508 |
1.3480 |
| S2 |
1.3469 |
1.3469 |
1.3504 |
|
| S3 |
1.3425 |
1.3447 |
1.3500 |
|
| S4 |
1.3381 |
1.3403 |
1.3488 |
|
|
| 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 |
1.3560 |
1.3400 |
0.0160 |
1.2% |
0.0043 |
0.3% |
70% |
False |
False |
184,912 |
| 10 |
1.3560 |
1.3400 |
0.0160 |
1.2% |
0.0045 |
0.3% |
70% |
False |
False |
167,941 |
| 20 |
1.3627 |
1.3400 |
0.0227 |
1.7% |
0.0047 |
0.3% |
49% |
False |
False |
158,184 |
| 40 |
1.3708 |
1.3400 |
0.0308 |
2.3% |
0.0048 |
0.4% |
36% |
False |
False |
156,377 |
| 60 |
1.3708 |
1.3228 |
0.0480 |
3.6% |
0.0049 |
0.4% |
59% |
False |
False |
154,875 |
| 80 |
1.3708 |
1.3081 |
0.0627 |
4.6% |
0.0046 |
0.3% |
69% |
False |
False |
117,892 |
| 100 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0042 |
0.3% |
73% |
False |
False |
94,382 |
| 120 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0039 |
0.3% |
73% |
False |
False |
78,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3723 |
|
2.618 |
1.3651 |
|
1.618 |
1.3607 |
|
1.000 |
1.3580 |
|
0.618 |
1.3563 |
|
HIGH |
1.3536 |
|
0.618 |
1.3519 |
|
0.500 |
1.3514 |
|
0.382 |
1.3509 |
|
LOW |
1.3492 |
|
0.618 |
1.3465 |
|
1.000 |
1.3448 |
|
1.618 |
1.3421 |
|
2.618 |
1.3377 |
|
4.250 |
1.3305 |
|
|
| Fisher Pivots for day following 06-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3514 |
1.3524 |
| PP |
1.3513 |
1.3520 |
| S1 |
1.3513 |
1.3516 |
|