CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 18-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2007 |
18-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3364 |
1.3447 |
0.0083 |
0.6% |
1.3396 |
| High |
1.3428 |
1.3458 |
0.0030 |
0.2% |
1.3428 |
| Low |
1.3358 |
1.3435 |
0.0077 |
0.6% |
1.3313 |
| Close |
1.3419 |
1.3453 |
0.0034 |
0.3% |
1.3419 |
| Range |
0.0070 |
0.0023 |
-0.0047 |
-67.1% |
0.0115 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
149,297 |
206,985 |
57,688 |
38.6% |
415,348 |
|
| Daily Pivots for day following 18-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3518 |
1.3508 |
1.3466 |
|
| R3 |
1.3495 |
1.3485 |
1.3459 |
|
| R2 |
1.3472 |
1.3472 |
1.3457 |
|
| R1 |
1.3462 |
1.3462 |
1.3455 |
1.3467 |
| PP |
1.3449 |
1.3449 |
1.3449 |
1.3451 |
| S1 |
1.3439 |
1.3439 |
1.3451 |
1.3444 |
| S2 |
1.3426 |
1.3426 |
1.3449 |
|
| S3 |
1.3403 |
1.3416 |
1.3447 |
|
| S4 |
1.3380 |
1.3393 |
1.3440 |
|
|
| 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 |
1.3458 |
1.3313 |
0.0145 |
1.1% |
0.0043 |
0.3% |
97% |
True |
False |
117,553 |
| 10 |
1.3599 |
1.3313 |
0.0286 |
2.1% |
0.0038 |
0.3% |
49% |
False |
False |
66,390 |
| 20 |
1.3599 |
1.3313 |
0.0286 |
2.1% |
0.0035 |
0.3% |
49% |
False |
False |
33,606 |
| 40 |
1.3740 |
1.3313 |
0.0427 |
3.2% |
0.0029 |
0.2% |
33% |
False |
False |
16,954 |
| 60 |
1.3740 |
1.3313 |
0.0427 |
3.2% |
0.0027 |
0.2% |
33% |
False |
False |
11,385 |
| 80 |
1.3740 |
1.3175 |
0.0565 |
4.2% |
0.0023 |
0.2% |
49% |
False |
False |
8,569 |
| 100 |
1.3740 |
1.3024 |
0.0716 |
5.3% |
0.0020 |
0.1% |
60% |
False |
False |
6,856 |
| 120 |
1.3740 |
1.3012 |
0.0728 |
5.4% |
0.0017 |
0.1% |
61% |
False |
False |
5,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3556 |
|
2.618 |
1.3518 |
|
1.618 |
1.3495 |
|
1.000 |
1.3481 |
|
0.618 |
1.3472 |
|
HIGH |
1.3458 |
|
0.618 |
1.3449 |
|
0.500 |
1.3447 |
|
0.382 |
1.3444 |
|
LOW |
1.3435 |
|
0.618 |
1.3421 |
|
1.000 |
1.3412 |
|
1.618 |
1.3398 |
|
2.618 |
1.3375 |
|
4.250 |
1.3337 |
|
|
| Fisher Pivots for day following 18-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3451 |
1.3432 |
| PP |
1.3449 |
1.3411 |
| S1 |
1.3447 |
1.3390 |
|