CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 14-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2007 |
14-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3289 |
1.3298 |
0.0009 |
0.1% |
1.3487 |
| High |
1.3314 |
1.3323 |
0.0009 |
0.1% |
1.3560 |
| Low |
1.3280 |
1.3287 |
0.0007 |
0.1% |
1.3344 |
| Close |
1.3310 |
1.3308 |
-0.0002 |
0.0% |
1.3366 |
| Range |
0.0034 |
0.0036 |
0.0002 |
5.9% |
0.0216 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
160,462 |
144,249 |
-16,213 |
-10.1% |
1,001,304 |
|
| Daily Pivots for day following 14-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3414 |
1.3397 |
1.3328 |
|
| R3 |
1.3378 |
1.3361 |
1.3318 |
|
| R2 |
1.3342 |
1.3342 |
1.3315 |
|
| R1 |
1.3325 |
1.3325 |
1.3311 |
1.3334 |
| PP |
1.3306 |
1.3306 |
1.3306 |
1.3310 |
| S1 |
1.3289 |
1.3289 |
1.3305 |
1.3298 |
| S2 |
1.3270 |
1.3270 |
1.3301 |
|
| S3 |
1.3234 |
1.3253 |
1.3298 |
|
| S4 |
1.3198 |
1.3217 |
1.3288 |
|
|
| 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 |
1.3373 |
1.3280 |
0.0093 |
0.7% |
0.0031 |
0.2% |
30% |
False |
False |
176,370 |
| 10 |
1.3560 |
1.3280 |
0.0280 |
2.1% |
0.0039 |
0.3% |
10% |
False |
False |
184,971 |
| 20 |
1.3560 |
1.3280 |
0.0280 |
2.1% |
0.0040 |
0.3% |
10% |
False |
False |
165,751 |
| 40 |
1.3708 |
1.3280 |
0.0428 |
3.2% |
0.0046 |
0.3% |
7% |
False |
False |
159,609 |
| 60 |
1.3708 |
1.3280 |
0.0428 |
3.2% |
0.0048 |
0.4% |
7% |
False |
False |
157,244 |
| 80 |
1.3708 |
1.3130 |
0.0578 |
4.3% |
0.0047 |
0.4% |
31% |
False |
False |
131,177 |
| 100 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0043 |
0.3% |
46% |
False |
False |
105,053 |
| 120 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0039 |
0.3% |
46% |
False |
False |
87,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3476 |
|
2.618 |
1.3417 |
|
1.618 |
1.3381 |
|
1.000 |
1.3359 |
|
0.618 |
1.3345 |
|
HIGH |
1.3323 |
|
0.618 |
1.3309 |
|
0.500 |
1.3305 |
|
0.382 |
1.3301 |
|
LOW |
1.3287 |
|
0.618 |
1.3265 |
|
1.000 |
1.3251 |
|
1.618 |
1.3229 |
|
2.618 |
1.3193 |
|
4.250 |
1.3134 |
|
|
| Fisher Pivots for day following 14-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3307 |
1.3315 |
| PP |
1.3306 |
1.3313 |
| S1 |
1.3305 |
1.3310 |
|