CME Euro FX Future September 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 |
1.3595 |
1.3563 |
-0.0032 |
-0.2% |
1.3564 |
| High |
1.3599 |
1.3569 |
-0.0030 |
-0.2% |
1.3566 |
| Low |
1.3560 |
1.3535 |
-0.0025 |
-0.2% |
1.3444 |
| Close |
1.3569 |
1.3552 |
-0.0017 |
-0.1% |
1.3492 |
| Range |
0.0039 |
0.0034 |
-0.0005 |
-12.8% |
0.0122 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
2,997 |
4,172 |
1,175 |
39.2% |
3,385 |
|
| Daily Pivots for day following 06-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3654 |
1.3637 |
1.3571 |
|
| R3 |
1.3620 |
1.3603 |
1.3561 |
|
| R2 |
1.3586 |
1.3586 |
1.3558 |
|
| R1 |
1.3569 |
1.3569 |
1.3555 |
1.3561 |
| PP |
1.3552 |
1.3552 |
1.3552 |
1.3548 |
| S1 |
1.3535 |
1.3535 |
1.3549 |
1.3527 |
| S2 |
1.3518 |
1.3518 |
1.3546 |
|
| S3 |
1.3484 |
1.3501 |
1.3543 |
|
| S4 |
1.3450 |
1.3467 |
1.3533 |
|
|
| 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 |
1.3599 |
1.3444 |
0.0155 |
1.1% |
0.0034 |
0.3% |
70% |
False |
False |
2,161 |
| 10 |
1.3599 |
1.3444 |
0.0155 |
1.1% |
0.0036 |
0.3% |
70% |
False |
False |
1,412 |
| 20 |
1.3662 |
1.3444 |
0.0218 |
1.6% |
0.0030 |
0.2% |
50% |
False |
False |
884 |
| 40 |
1.3740 |
1.3444 |
0.0296 |
2.2% |
0.0025 |
0.2% |
36% |
False |
False |
590 |
| 60 |
1.3740 |
1.3320 |
0.0420 |
3.1% |
0.0025 |
0.2% |
55% |
False |
False |
467 |
| 80 |
1.3740 |
1.3140 |
0.0600 |
4.4% |
0.0020 |
0.1% |
69% |
False |
False |
361 |
| 100 |
1.3740 |
1.3024 |
0.0716 |
5.3% |
0.0017 |
0.1% |
74% |
False |
False |
290 |
| 120 |
1.3740 |
1.3012 |
0.0728 |
5.4% |
0.0014 |
0.1% |
74% |
False |
False |
245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3714 |
|
2.618 |
1.3658 |
|
1.618 |
1.3624 |
|
1.000 |
1.3603 |
|
0.618 |
1.3590 |
|
HIGH |
1.3569 |
|
0.618 |
1.3556 |
|
0.500 |
1.3552 |
|
0.382 |
1.3548 |
|
LOW |
1.3535 |
|
0.618 |
1.3514 |
|
1.000 |
1.3501 |
|
1.618 |
1.3480 |
|
2.618 |
1.3446 |
|
4.250 |
1.3391 |
|
|
| Fisher Pivots for day following 06-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3552 |
1.3564 |
| PP |
1.3552 |
1.3560 |
| S1 |
1.3552 |
1.3556 |
|