CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 27-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2007 |
27-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3498 |
1.3478 |
-0.0020 |
-0.1% |
1.3447 |
| High |
1.3515 |
1.3491 |
-0.0024 |
-0.2% |
1.3507 |
| Low |
1.3492 |
1.3465 |
-0.0027 |
-0.2% |
1.3424 |
| Close |
1.3504 |
1.3482 |
-0.0022 |
-0.2% |
1.3503 |
| Range |
0.0023 |
0.0026 |
0.0003 |
13.0% |
0.0083 |
| ATR |
0.0045 |
0.0044 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
133,550 |
140,360 |
6,810 |
5.1% |
708,759 |
|
| Daily Pivots for day following 27-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3557 |
1.3546 |
1.3496 |
|
| R3 |
1.3531 |
1.3520 |
1.3489 |
|
| R2 |
1.3505 |
1.3505 |
1.3487 |
|
| R1 |
1.3494 |
1.3494 |
1.3484 |
1.3500 |
| PP |
1.3479 |
1.3479 |
1.3479 |
1.3482 |
| S1 |
1.3468 |
1.3468 |
1.3480 |
1.3474 |
| S2 |
1.3453 |
1.3453 |
1.3477 |
|
| S3 |
1.3427 |
1.3442 |
1.3475 |
|
| S4 |
1.3401 |
1.3416 |
1.3468 |
|
|
| 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% |
0.0030 |
0.2% |
64% |
False |
False |
140,856 |
| 10 |
1.3515 |
1.3321 |
0.0194 |
1.4% |
0.0033 |
0.2% |
83% |
False |
False |
145,469 |
| 20 |
1.3599 |
1.3313 |
0.0286 |
2.1% |
0.0034 |
0.3% |
59% |
False |
False |
81,143 |
| 40 |
1.3670 |
1.3313 |
0.0357 |
2.6% |
0.0030 |
0.2% |
47% |
False |
False |
40,785 |
| 60 |
1.3740 |
1.3313 |
0.0427 |
3.2% |
0.0026 |
0.2% |
40% |
False |
False |
27,270 |
| 80 |
1.3740 |
1.3190 |
0.0550 |
4.1% |
0.0025 |
0.2% |
53% |
False |
False |
20,510 |
| 100 |
1.3740 |
1.3070 |
0.0670 |
5.0% |
0.0021 |
0.2% |
61% |
False |
False |
16,410 |
| 120 |
1.3740 |
1.3012 |
0.0728 |
5.4% |
0.0018 |
0.1% |
65% |
False |
False |
13,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3602 |
|
2.618 |
1.3559 |
|
1.618 |
1.3533 |
|
1.000 |
1.3517 |
|
0.618 |
1.3507 |
|
HIGH |
1.3491 |
|
0.618 |
1.3481 |
|
0.500 |
1.3478 |
|
0.382 |
1.3475 |
|
LOW |
1.3465 |
|
0.618 |
1.3449 |
|
1.000 |
1.3439 |
|
1.618 |
1.3423 |
|
2.618 |
1.3397 |
|
4.250 |
1.3355 |
|
|
| Fisher Pivots for day following 27-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3481 |
1.3490 |
| PP |
1.3479 |
1.3487 |
| S1 |
1.3478 |
1.3485 |
|