CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 08-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2007 |
08-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3473 |
1.3362 |
-0.0111 |
-0.8% |
1.3487 |
| High |
1.3482 |
1.3373 |
-0.0109 |
-0.8% |
1.3560 |
| Low |
1.3426 |
1.3344 |
-0.0082 |
-0.6% |
1.3344 |
| Close |
1.3437 |
1.3366 |
-0.0071 |
-0.5% |
1.3366 |
| Range |
0.0056 |
0.0029 |
-0.0027 |
-48.2% |
0.0216 |
| ATR |
0.0057 |
0.0060 |
0.0003 |
4.4% |
0.0000 |
| Volume |
186,888 |
208,718 |
21,830 |
11.7% |
1,001,304 |
|
| Daily Pivots for day following 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3448 |
1.3436 |
1.3382 |
|
| R3 |
1.3419 |
1.3407 |
1.3374 |
|
| R2 |
1.3390 |
1.3390 |
1.3371 |
|
| R1 |
1.3378 |
1.3378 |
1.3369 |
1.3384 |
| PP |
1.3361 |
1.3361 |
1.3361 |
1.3364 |
| S1 |
1.3349 |
1.3349 |
1.3363 |
1.3355 |
| S2 |
1.3332 |
1.3332 |
1.3361 |
|
| S3 |
1.3303 |
1.3320 |
1.3358 |
|
| S4 |
1.3274 |
1.3291 |
1.3350 |
|
|
| Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4071 |
1.3935 |
1.3485 |
|
| R3 |
1.3855 |
1.3719 |
1.3425 |
|
| R2 |
1.3639 |
1.3639 |
1.3406 |
|
| R1 |
1.3503 |
1.3503 |
1.3386 |
1.3463 |
| PP |
1.3423 |
1.3423 |
1.3423 |
1.3404 |
| S1 |
1.3287 |
1.3287 |
1.3346 |
1.3247 |
| S2 |
1.3207 |
1.3207 |
1.3326 |
|
| S3 |
1.2991 |
1.3071 |
1.3307 |
|
| S4 |
1.2775 |
1.2855 |
1.3247 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3560 |
1.3344 |
0.0216 |
1.6% |
0.0039 |
0.3% |
10% |
False |
True |
200,260 |
| 10 |
1.3560 |
1.3344 |
0.0216 |
1.6% |
0.0044 |
0.3% |
10% |
False |
True |
180,995 |
| 20 |
1.3627 |
1.3344 |
0.0283 |
2.1% |
0.0045 |
0.3% |
8% |
False |
True |
162,696 |
| 40 |
1.3708 |
1.3344 |
0.0364 |
2.7% |
0.0048 |
0.4% |
6% |
False |
True |
160,027 |
| 60 |
1.3708 |
1.3305 |
0.0403 |
3.0% |
0.0049 |
0.4% |
15% |
False |
False |
156,866 |
| 80 |
1.3708 |
1.3130 |
0.0578 |
4.3% |
0.0047 |
0.4% |
41% |
False |
False |
122,825 |
| 100 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0042 |
0.3% |
54% |
False |
False |
98,331 |
| 120 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0039 |
0.3% |
54% |
False |
False |
81,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3496 |
|
2.618 |
1.3449 |
|
1.618 |
1.3420 |
|
1.000 |
1.3402 |
|
0.618 |
1.3391 |
|
HIGH |
1.3373 |
|
0.618 |
1.3362 |
|
0.500 |
1.3359 |
|
0.382 |
1.3355 |
|
LOW |
1.3344 |
|
0.618 |
1.3326 |
|
1.000 |
1.3315 |
|
1.618 |
1.3297 |
|
2.618 |
1.3268 |
|
4.250 |
1.3221 |
|
|
| Fisher Pivots for day following 08-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3364 |
1.3440 |
| PP |
1.3361 |
1.3415 |
| S1 |
1.3359 |
1.3391 |
|