CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 22-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2007 |
22-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3432 |
1.3494 |
0.0062 |
0.5% |
1.3447 |
| High |
1.3446 |
1.3507 |
0.0061 |
0.5% |
1.3507 |
| Low |
1.3424 |
1.3459 |
0.0035 |
0.3% |
1.3424 |
| Close |
1.3427 |
1.3503 |
0.0076 |
0.6% |
1.3503 |
| Range |
0.0022 |
0.0048 |
0.0026 |
118.2% |
0.0083 |
| ATR |
0.0045 |
0.0048 |
0.0002 |
5.4% |
0.0000 |
| Volume |
112,842 |
137,897 |
25,055 |
22.2% |
708,759 |
|
| Daily Pivots for day following 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3634 |
1.3616 |
1.3529 |
|
| R3 |
1.3586 |
1.3568 |
1.3516 |
|
| R2 |
1.3538 |
1.3538 |
1.3512 |
|
| R1 |
1.3520 |
1.3520 |
1.3507 |
1.3529 |
| PP |
1.3490 |
1.3490 |
1.3490 |
1.3494 |
| S1 |
1.3472 |
1.3472 |
1.3499 |
1.3481 |
| S2 |
1.3442 |
1.3442 |
1.3494 |
|
| S3 |
1.3394 |
1.3424 |
1.3490 |
|
| S4 |
1.3346 |
1.3376 |
1.3477 |
|
|
| Weekly Pivots for week ending 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3727 |
1.3698 |
1.3549 |
|
| R3 |
1.3644 |
1.3615 |
1.3526 |
|
| R2 |
1.3561 |
1.3561 |
1.3518 |
|
| R1 |
1.3532 |
1.3532 |
1.3511 |
1.3547 |
| PP |
1.3478 |
1.3478 |
1.3478 |
1.3485 |
| S1 |
1.3449 |
1.3449 |
1.3495 |
1.3464 |
| S2 |
1.3395 |
1.3395 |
1.3488 |
|
| S3 |
1.3312 |
1.3366 |
1.3480 |
|
| S4 |
1.3229 |
1.3283 |
1.3457 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3507 |
1.3424 |
0.0083 |
0.6% |
0.0028 |
0.2% |
95% |
True |
False |
141,751 |
| 10 |
1.3507 |
1.3313 |
0.0194 |
1.4% |
0.0036 |
0.3% |
98% |
True |
False |
112,410 |
| 20 |
1.3599 |
1.3313 |
0.0286 |
2.1% |
0.0035 |
0.3% |
66% |
False |
False |
58,576 |
| 40 |
1.3740 |
1.3313 |
0.0427 |
3.2% |
0.0031 |
0.2% |
44% |
False |
False |
29,474 |
| 60 |
1.3740 |
1.3313 |
0.0427 |
3.2% |
0.0027 |
0.2% |
44% |
False |
False |
19,723 |
| 80 |
1.3740 |
1.3175 |
0.0565 |
4.2% |
0.0025 |
0.2% |
58% |
False |
False |
14,841 |
| 100 |
1.3740 |
1.3040 |
0.0700 |
5.2% |
0.0021 |
0.2% |
66% |
False |
False |
11,874 |
| 120 |
1.3740 |
1.3012 |
0.0728 |
5.4% |
0.0018 |
0.1% |
67% |
False |
False |
9,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3711 |
|
2.618 |
1.3633 |
|
1.618 |
1.3585 |
|
1.000 |
1.3555 |
|
0.618 |
1.3537 |
|
HIGH |
1.3507 |
|
0.618 |
1.3489 |
|
0.500 |
1.3483 |
|
0.382 |
1.3477 |
|
LOW |
1.3459 |
|
0.618 |
1.3429 |
|
1.000 |
1.3411 |
|
1.618 |
1.3381 |
|
2.618 |
1.3333 |
|
4.250 |
1.3255 |
|
|
| Fisher Pivots for day following 22-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3496 |
1.3491 |
| PP |
1.3490 |
1.3478 |
| S1 |
1.3483 |
1.3466 |
|