CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 08-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2007 |
08-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3512 |
1.3400 |
-0.0112 |
-0.8% |
1.3530 |
| High |
1.3518 |
1.3412 |
-0.0106 |
-0.8% |
1.3599 |
| Low |
1.3469 |
1.3390 |
-0.0079 |
-0.6% |
1.3390 |
| Close |
1.3477 |
1.3406 |
-0.0071 |
-0.5% |
1.3406 |
| Range |
0.0049 |
0.0022 |
-0.0027 |
-55.1% |
0.0209 |
| ATR |
0.0048 |
0.0051 |
0.0003 |
5.7% |
0.0000 |
| Volume |
5,653 |
28,754 |
23,101 |
408.7% |
43,355 |
|
| Daily Pivots for day following 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3469 |
1.3459 |
1.3418 |
|
| R3 |
1.3447 |
1.3437 |
1.3412 |
|
| R2 |
1.3425 |
1.3425 |
1.3410 |
|
| R1 |
1.3415 |
1.3415 |
1.3408 |
1.3420 |
| PP |
1.3403 |
1.3403 |
1.3403 |
1.3405 |
| S1 |
1.3393 |
1.3393 |
1.3404 |
1.3398 |
| S2 |
1.3381 |
1.3381 |
1.3402 |
|
| S3 |
1.3359 |
1.3371 |
1.3400 |
|
| S4 |
1.3337 |
1.3349 |
1.3394 |
|
|
| Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4092 |
1.3958 |
1.3521 |
|
| R3 |
1.3883 |
1.3749 |
1.3463 |
|
| R2 |
1.3674 |
1.3674 |
1.3444 |
|
| R1 |
1.3540 |
1.3540 |
1.3425 |
1.3503 |
| PP |
1.3465 |
1.3465 |
1.3465 |
1.3446 |
| S1 |
1.3331 |
1.3331 |
1.3387 |
1.3294 |
| S2 |
1.3256 |
1.3256 |
1.3368 |
|
| S3 |
1.3047 |
1.3122 |
1.3349 |
|
| S4 |
1.2838 |
1.2913 |
1.3291 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3599 |
1.3390 |
0.0209 |
1.6% |
0.0032 |
0.2% |
8% |
False |
True |
8,671 |
| 10 |
1.3599 |
1.3390 |
0.0209 |
1.6% |
0.0035 |
0.3% |
8% |
False |
True |
4,742 |
| 20 |
1.3662 |
1.3390 |
0.0272 |
2.0% |
0.0030 |
0.2% |
6% |
False |
True |
2,588 |
| 40 |
1.3740 |
1.3390 |
0.0350 |
2.6% |
0.0026 |
0.2% |
5% |
False |
True |
1,438 |
| 60 |
1.3740 |
1.3355 |
0.0385 |
2.9% |
0.0026 |
0.2% |
13% |
False |
False |
1,034 |
| 80 |
1.3740 |
1.3175 |
0.0565 |
4.2% |
0.0021 |
0.2% |
41% |
False |
False |
791 |
| 100 |
1.3740 |
1.3024 |
0.0716 |
5.3% |
0.0018 |
0.1% |
53% |
False |
False |
633 |
| 120 |
1.3740 |
1.3012 |
0.0728 |
5.4% |
0.0015 |
0.1% |
54% |
False |
False |
531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3506 |
|
2.618 |
1.3470 |
|
1.618 |
1.3448 |
|
1.000 |
1.3434 |
|
0.618 |
1.3426 |
|
HIGH |
1.3412 |
|
0.618 |
1.3404 |
|
0.500 |
1.3401 |
|
0.382 |
1.3398 |
|
LOW |
1.3390 |
|
0.618 |
1.3376 |
|
1.000 |
1.3368 |
|
1.618 |
1.3354 |
|
2.618 |
1.3332 |
|
4.250 |
1.3297 |
|
|
| Fisher Pivots for day following 08-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3404 |
1.3480 |
| PP |
1.3403 |
1.3455 |
| S1 |
1.3401 |
1.3431 |
|