CME Euro FX Future September 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 |
1.3482 |
1.3530 |
0.0048 |
0.4% |
1.3564 |
| High |
1.3502 |
1.3543 |
0.0041 |
0.3% |
1.3566 |
| Low |
1.3444 |
1.3529 |
0.0085 |
0.6% |
1.3444 |
| Close |
1.3492 |
1.3535 |
0.0043 |
0.3% |
1.3492 |
| Range |
0.0058 |
0.0014 |
-0.0044 |
-75.9% |
0.0122 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
1.0% |
0.0000 |
| Volume |
1,125 |
1,779 |
654 |
58.1% |
3,385 |
|
| Daily Pivots for day following 04-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3578 |
1.3570 |
1.3543 |
|
| R3 |
1.3564 |
1.3556 |
1.3539 |
|
| R2 |
1.3550 |
1.3550 |
1.3538 |
|
| R1 |
1.3542 |
1.3542 |
1.3536 |
1.3546 |
| PP |
1.3536 |
1.3536 |
1.3536 |
1.3538 |
| S1 |
1.3528 |
1.3528 |
1.3534 |
1.3532 |
| S2 |
1.3522 |
1.3522 |
1.3532 |
|
| S3 |
1.3508 |
1.3514 |
1.3531 |
|
| S4 |
1.3494 |
1.3500 |
1.3527 |
|
|
| Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3867 |
1.3801 |
1.3559 |
|
| R3 |
1.3745 |
1.3679 |
1.3526 |
|
| R2 |
1.3623 |
1.3623 |
1.3514 |
|
| R1 |
1.3557 |
1.3557 |
1.3503 |
1.3529 |
| PP |
1.3501 |
1.3501 |
1.3501 |
1.3487 |
| S1 |
1.3435 |
1.3435 |
1.3481 |
1.3407 |
| S2 |
1.3379 |
1.3379 |
1.3470 |
|
| S3 |
1.3257 |
1.3313 |
1.3458 |
|
| S4 |
1.3135 |
1.3191 |
1.3425 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3566 |
1.3444 |
0.0122 |
0.9% |
0.0037 |
0.3% |
75% |
False |
False |
1,032 |
| 10 |
1.3566 |
1.3444 |
0.0122 |
0.9% |
0.0032 |
0.2% |
75% |
False |
False |
822 |
| 20 |
1.3665 |
1.3444 |
0.0221 |
1.6% |
0.0027 |
0.2% |
41% |
False |
False |
550 |
| 40 |
1.3740 |
1.3430 |
0.0310 |
2.3% |
0.0024 |
0.2% |
34% |
False |
False |
414 |
| 60 |
1.3740 |
1.3277 |
0.0463 |
3.4% |
0.0024 |
0.2% |
56% |
False |
False |
359 |
| 80 |
1.3740 |
1.3070 |
0.0670 |
5.0% |
0.0019 |
0.1% |
69% |
False |
False |
272 |
| 100 |
1.3740 |
1.3012 |
0.0728 |
5.4% |
0.0016 |
0.1% |
72% |
False |
False |
220 |
| 120 |
1.3740 |
1.3012 |
0.0728 |
5.4% |
0.0013 |
0.1% |
72% |
False |
False |
185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3603 |
|
2.618 |
1.3580 |
|
1.618 |
1.3566 |
|
1.000 |
1.3557 |
|
0.618 |
1.3552 |
|
HIGH |
1.3543 |
|
0.618 |
1.3538 |
|
0.500 |
1.3536 |
|
0.382 |
1.3534 |
|
LOW |
1.3529 |
|
0.618 |
1.3520 |
|
1.000 |
1.3515 |
|
1.618 |
1.3506 |
|
2.618 |
1.3492 |
|
4.250 |
1.3470 |
|
|
| Fisher Pivots for day following 04-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3536 |
1.3521 |
| PP |
1.3536 |
1.3507 |
| S1 |
1.3535 |
1.3494 |
|