CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 26-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2007 |
26-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3500 |
1.3498 |
-0.0002 |
0.0% |
1.3447 |
| High |
1.3509 |
1.3515 |
0.0006 |
0.0% |
1.3507 |
| Low |
1.3480 |
1.3492 |
0.0012 |
0.1% |
1.3424 |
| Close |
1.3503 |
1.3504 |
0.0001 |
0.0% |
1.3503 |
| Range |
0.0029 |
0.0023 |
-0.0006 |
-20.7% |
0.0083 |
| ATR |
0.0047 |
0.0045 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
179,634 |
133,550 |
-46,084 |
-25.7% |
708,759 |
|
| Daily Pivots for day following 26-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3573 |
1.3561 |
1.3517 |
|
| R3 |
1.3550 |
1.3538 |
1.3510 |
|
| R2 |
1.3527 |
1.3527 |
1.3508 |
|
| R1 |
1.3515 |
1.3515 |
1.3506 |
1.3521 |
| PP |
1.3504 |
1.3504 |
1.3504 |
1.3507 |
| S1 |
1.3492 |
1.3492 |
1.3502 |
1.3498 |
| S2 |
1.3481 |
1.3481 |
1.3500 |
|
| S3 |
1.3458 |
1.3469 |
1.3498 |
|
| S4 |
1.3435 |
1.3446 |
1.3491 |
|
|
| 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 |
1.3515 |
1.3424 |
0.0091 |
0.7% |
0.0029 |
0.2% |
88% |
True |
False |
137,376 |
| 10 |
1.3515 |
1.3313 |
0.0202 |
1.5% |
0.0035 |
0.3% |
95% |
True |
False |
136,466 |
| 20 |
1.3599 |
1.3313 |
0.0286 |
2.1% |
0.0034 |
0.2% |
67% |
False |
False |
74,186 |
| 40 |
1.3732 |
1.3313 |
0.0419 |
3.1% |
0.0031 |
0.2% |
46% |
False |
False |
37,286 |
| 60 |
1.3740 |
1.3313 |
0.0427 |
3.2% |
0.0026 |
0.2% |
45% |
False |
False |
24,932 |
| 80 |
1.3740 |
1.3190 |
0.0550 |
4.1% |
0.0025 |
0.2% |
57% |
False |
False |
18,756 |
| 100 |
1.3740 |
1.3040 |
0.0700 |
5.2% |
0.0021 |
0.2% |
66% |
False |
False |
15,006 |
| 120 |
1.3740 |
1.3012 |
0.0728 |
5.4% |
0.0018 |
0.1% |
68% |
False |
False |
12,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3613 |
|
2.618 |
1.3575 |
|
1.618 |
1.3552 |
|
1.000 |
1.3538 |
|
0.618 |
1.3529 |
|
HIGH |
1.3515 |
|
0.618 |
1.3506 |
|
0.500 |
1.3504 |
|
0.382 |
1.3501 |
|
LOW |
1.3492 |
|
0.618 |
1.3478 |
|
1.000 |
1.3469 |
|
1.618 |
1.3455 |
|
2.618 |
1.3432 |
|
4.250 |
1.3394 |
|
|
| Fisher Pivots for day following 26-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3504 |
1.3498 |
| PP |
1.3504 |
1.3493 |
| S1 |
1.3504 |
1.3487 |
|