CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 15-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2007 |
15-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3298 |
1.3322 |
0.0024 |
0.2% |
1.3355 |
| High |
1.3323 |
1.3385 |
0.0062 |
0.5% |
1.3385 |
| Low |
1.3287 |
1.3319 |
0.0032 |
0.2% |
1.3280 |
| Close |
1.3308 |
1.3379 |
0.0071 |
0.5% |
1.3379 |
| Range |
0.0036 |
0.0066 |
0.0030 |
83.3% |
0.0105 |
| ATR |
0.0054 |
0.0056 |
0.0002 |
3.1% |
0.0000 |
| Volume |
144,249 |
71,833 |
-72,416 |
-50.2% |
744,966 |
|
| Daily Pivots for day following 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3559 |
1.3535 |
1.3415 |
|
| R3 |
1.3493 |
1.3469 |
1.3397 |
|
| R2 |
1.3427 |
1.3427 |
1.3391 |
|
| R1 |
1.3403 |
1.3403 |
1.3385 |
1.3415 |
| PP |
1.3361 |
1.3361 |
1.3361 |
1.3367 |
| S1 |
1.3337 |
1.3337 |
1.3373 |
1.3349 |
| S2 |
1.3295 |
1.3295 |
1.3367 |
|
| S3 |
1.3229 |
1.3271 |
1.3361 |
|
| S4 |
1.3163 |
1.3205 |
1.3343 |
|
|
| Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3663 |
1.3626 |
1.3437 |
|
| R3 |
1.3558 |
1.3521 |
1.3408 |
|
| R2 |
1.3453 |
1.3453 |
1.3398 |
|
| R1 |
1.3416 |
1.3416 |
1.3389 |
1.3435 |
| PP |
1.3348 |
1.3348 |
1.3348 |
1.3357 |
| S1 |
1.3311 |
1.3311 |
1.3369 |
1.3330 |
| S2 |
1.3243 |
1.3243 |
1.3360 |
|
| S3 |
1.3138 |
1.3206 |
1.3350 |
|
| S4 |
1.3033 |
1.3101 |
1.3321 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3385 |
1.3280 |
0.0105 |
0.8% |
0.0038 |
0.3% |
94% |
True |
False |
148,993 |
| 10 |
1.3560 |
1.3280 |
0.0280 |
2.1% |
0.0038 |
0.3% |
35% |
False |
False |
174,627 |
| 20 |
1.3560 |
1.3280 |
0.0280 |
2.1% |
0.0042 |
0.3% |
35% |
False |
False |
159,937 |
| 40 |
1.3708 |
1.3280 |
0.0428 |
3.2% |
0.0047 |
0.4% |
23% |
False |
False |
157,558 |
| 60 |
1.3708 |
1.3280 |
0.0428 |
3.2% |
0.0048 |
0.4% |
23% |
False |
False |
155,728 |
| 80 |
1.3708 |
1.3130 |
0.0578 |
4.3% |
0.0047 |
0.4% |
43% |
False |
False |
132,067 |
| 100 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0043 |
0.3% |
55% |
False |
False |
105,769 |
| 120 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0039 |
0.3% |
55% |
False |
False |
88,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3666 |
|
2.618 |
1.3558 |
|
1.618 |
1.3492 |
|
1.000 |
1.3451 |
|
0.618 |
1.3426 |
|
HIGH |
1.3385 |
|
0.618 |
1.3360 |
|
0.500 |
1.3352 |
|
0.382 |
1.3344 |
|
LOW |
1.3319 |
|
0.618 |
1.3278 |
|
1.000 |
1.3253 |
|
1.618 |
1.3212 |
|
2.618 |
1.3146 |
|
4.250 |
1.3039 |
|
|
| Fisher Pivots for day following 15-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3370 |
1.3364 |
| PP |
1.3361 |
1.3348 |
| S1 |
1.3352 |
1.3333 |
|