CME Euro FX Future September 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 |
1.3340 |
1.3364 |
0.0024 |
0.2% |
1.3396 |
| High |
1.3365 |
1.3428 |
0.0063 |
0.5% |
1.3428 |
| Low |
1.3321 |
1.3358 |
0.0037 |
0.3% |
1.3313 |
| Close |
1.3348 |
1.3419 |
0.0071 |
0.5% |
1.3419 |
| Range |
0.0044 |
0.0070 |
0.0026 |
59.1% |
0.0115 |
| ATR |
0.0049 |
0.0051 |
0.0002 |
4.6% |
0.0000 |
| Volume |
143,091 |
149,297 |
6,206 |
4.3% |
415,348 |
|
| Daily Pivots for day following 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3612 |
1.3585 |
1.3458 |
|
| R3 |
1.3542 |
1.3515 |
1.3438 |
|
| R2 |
1.3472 |
1.3472 |
1.3432 |
|
| R1 |
1.3445 |
1.3445 |
1.3425 |
1.3459 |
| PP |
1.3402 |
1.3402 |
1.3402 |
1.3408 |
| S1 |
1.3375 |
1.3375 |
1.3413 |
1.3389 |
| S2 |
1.3332 |
1.3332 |
1.3406 |
|
| S3 |
1.3262 |
1.3305 |
1.3400 |
|
| S4 |
1.3192 |
1.3235 |
1.3381 |
|
|
| Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3732 |
1.3690 |
1.3482 |
|
| R3 |
1.3617 |
1.3575 |
1.3451 |
|
| R2 |
1.3502 |
1.3502 |
1.3440 |
|
| R1 |
1.3460 |
1.3460 |
1.3430 |
1.3481 |
| PP |
1.3387 |
1.3387 |
1.3387 |
1.3397 |
| S1 |
1.3345 |
1.3345 |
1.3408 |
1.3366 |
| S2 |
1.3272 |
1.3272 |
1.3398 |
|
| S3 |
1.3157 |
1.3230 |
1.3387 |
|
| S4 |
1.3042 |
1.3115 |
1.3356 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3428 |
1.3313 |
0.0115 |
0.9% |
0.0043 |
0.3% |
92% |
True |
False |
83,069 |
| 10 |
1.3599 |
1.3313 |
0.0286 |
2.1% |
0.0037 |
0.3% |
37% |
False |
False |
45,870 |
| 20 |
1.3599 |
1.3313 |
0.0286 |
2.1% |
0.0036 |
0.3% |
37% |
False |
False |
23,276 |
| 40 |
1.3740 |
1.3313 |
0.0427 |
3.2% |
0.0029 |
0.2% |
25% |
False |
False |
11,786 |
| 60 |
1.3740 |
1.3313 |
0.0427 |
3.2% |
0.0027 |
0.2% |
25% |
False |
False |
7,938 |
| 80 |
1.3740 |
1.3175 |
0.0565 |
4.2% |
0.0023 |
0.2% |
43% |
False |
False |
5,983 |
| 100 |
1.3740 |
1.3024 |
0.0716 |
5.3% |
0.0020 |
0.1% |
55% |
False |
False |
4,787 |
| 120 |
1.3740 |
1.3012 |
0.0728 |
5.4% |
0.0016 |
0.1% |
56% |
False |
False |
3,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3726 |
|
2.618 |
1.3611 |
|
1.618 |
1.3541 |
|
1.000 |
1.3498 |
|
0.618 |
1.3471 |
|
HIGH |
1.3428 |
|
0.618 |
1.3401 |
|
0.500 |
1.3393 |
|
0.382 |
1.3385 |
|
LOW |
1.3358 |
|
0.618 |
1.3315 |
|
1.000 |
1.3288 |
|
1.618 |
1.3245 |
|
2.618 |
1.3175 |
|
4.250 |
1.3061 |
|
|
| Fisher Pivots for day following 15-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3410 |
1.3403 |
| PP |
1.3402 |
1.3387 |
| S1 |
1.3393 |
1.3371 |
|