CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 07-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2007 |
07-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3563 |
1.3512 |
-0.0051 |
-0.4% |
1.3564 |
| High |
1.3569 |
1.3518 |
-0.0051 |
-0.4% |
1.3566 |
| Low |
1.3535 |
1.3469 |
-0.0066 |
-0.5% |
1.3444 |
| Close |
1.3552 |
1.3477 |
-0.0075 |
-0.6% |
1.3492 |
| Range |
0.0034 |
0.0049 |
0.0015 |
44.1% |
0.0122 |
| ATR |
0.0046 |
0.0048 |
0.0003 |
5.9% |
0.0000 |
| Volume |
4,172 |
5,653 |
1,481 |
35.5% |
3,385 |
|
| Daily Pivots for day following 07-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3635 |
1.3605 |
1.3504 |
|
| R3 |
1.3586 |
1.3556 |
1.3490 |
|
| R2 |
1.3537 |
1.3537 |
1.3486 |
|
| R1 |
1.3507 |
1.3507 |
1.3481 |
1.3498 |
| PP |
1.3488 |
1.3488 |
1.3488 |
1.3483 |
| S1 |
1.3458 |
1.3458 |
1.3473 |
1.3449 |
| S2 |
1.3439 |
1.3439 |
1.3468 |
|
| S3 |
1.3390 |
1.3409 |
1.3464 |
|
| S4 |
1.3341 |
1.3360 |
1.3450 |
|
|
| 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 |
1.2% |
0.0039 |
0.3% |
21% |
False |
False |
3,145 |
| 10 |
1.3599 |
1.3444 |
0.0155 |
1.2% |
0.0036 |
0.3% |
21% |
False |
False |
1,927 |
| 20 |
1.3662 |
1.3444 |
0.0218 |
1.6% |
0.0031 |
0.2% |
15% |
False |
False |
1,160 |
| 40 |
1.3740 |
1.3444 |
0.0296 |
2.2% |
0.0026 |
0.2% |
11% |
False |
False |
724 |
| 60 |
1.3740 |
1.3320 |
0.0420 |
3.1% |
0.0026 |
0.2% |
37% |
False |
False |
555 |
| 80 |
1.3740 |
1.3175 |
0.0565 |
4.2% |
0.0020 |
0.2% |
53% |
False |
False |
432 |
| 100 |
1.3740 |
1.3024 |
0.0716 |
5.3% |
0.0017 |
0.1% |
63% |
False |
False |
346 |
| 120 |
1.3740 |
1.3012 |
0.0728 |
5.4% |
0.0014 |
0.1% |
64% |
False |
False |
292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3726 |
|
2.618 |
1.3646 |
|
1.618 |
1.3597 |
|
1.000 |
1.3567 |
|
0.618 |
1.3548 |
|
HIGH |
1.3518 |
|
0.618 |
1.3499 |
|
0.500 |
1.3494 |
|
0.382 |
1.3488 |
|
LOW |
1.3469 |
|
0.618 |
1.3439 |
|
1.000 |
1.3420 |
|
1.618 |
1.3390 |
|
2.618 |
1.3341 |
|
4.250 |
1.3261 |
|
|
| Fisher Pivots for day following 07-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3494 |
1.3534 |
| PP |
1.3488 |
1.3515 |
| S1 |
1.3483 |
1.3496 |
|