CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 29-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2007 |
29-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3505 |
1.3548 |
0.0043 |
0.3% |
1.3500 |
| High |
1.3509 |
1.3576 |
0.0067 |
0.5% |
1.3576 |
| Low |
1.3467 |
1.3538 |
0.0071 |
0.5% |
1.3465 |
| Close |
1.3468 |
1.3568 |
0.0100 |
0.7% |
1.3568 |
| Range |
0.0042 |
0.0038 |
-0.0004 |
-9.5% |
0.0111 |
| ATR |
0.0044 |
0.0049 |
0.0005 |
10.3% |
0.0000 |
| Volume |
134,165 |
137,082 |
2,917 |
2.2% |
724,791 |
|
| Daily Pivots for day following 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3675 |
1.3659 |
1.3589 |
|
| R3 |
1.3637 |
1.3621 |
1.3578 |
|
| R2 |
1.3599 |
1.3599 |
1.3575 |
|
| R1 |
1.3583 |
1.3583 |
1.3571 |
1.3591 |
| PP |
1.3561 |
1.3561 |
1.3561 |
1.3565 |
| S1 |
1.3545 |
1.3545 |
1.3565 |
1.3553 |
| S2 |
1.3523 |
1.3523 |
1.3561 |
|
| S3 |
1.3485 |
1.3507 |
1.3558 |
|
| S4 |
1.3447 |
1.3469 |
1.3547 |
|
|
| Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3869 |
1.3830 |
1.3629 |
|
| R3 |
1.3758 |
1.3719 |
1.3599 |
|
| R2 |
1.3647 |
1.3647 |
1.3588 |
|
| R1 |
1.3608 |
1.3608 |
1.3578 |
1.3628 |
| PP |
1.3536 |
1.3536 |
1.3536 |
1.3546 |
| S1 |
1.3497 |
1.3497 |
1.3558 |
1.3517 |
| S2 |
1.3425 |
1.3425 |
1.3548 |
|
| S3 |
1.3314 |
1.3386 |
1.3537 |
|
| S4 |
1.3203 |
1.3275 |
1.3507 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3576 |
1.3465 |
0.0111 |
0.8% |
0.0032 |
0.2% |
93% |
True |
False |
144,958 |
| 10 |
1.3576 |
1.3424 |
0.0152 |
1.1% |
0.0030 |
0.2% |
95% |
True |
False |
143,355 |
| 20 |
1.3599 |
1.3313 |
0.0286 |
2.1% |
0.0034 |
0.2% |
89% |
False |
False |
94,612 |
| 40 |
1.3665 |
1.3313 |
0.0352 |
2.6% |
0.0031 |
0.2% |
72% |
False |
False |
47,545 |
| 60 |
1.3740 |
1.3313 |
0.0427 |
3.1% |
0.0027 |
0.2% |
60% |
False |
False |
31,787 |
| 80 |
1.3740 |
1.3190 |
0.0550 |
4.1% |
0.0026 |
0.2% |
69% |
False |
False |
23,900 |
| 100 |
1.3740 |
1.3070 |
0.0670 |
4.9% |
0.0022 |
0.2% |
74% |
False |
False |
19,122 |
| 120 |
1.3740 |
1.3012 |
0.0728 |
5.4% |
0.0019 |
0.1% |
76% |
False |
False |
15,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3738 |
|
2.618 |
1.3675 |
|
1.618 |
1.3637 |
|
1.000 |
1.3614 |
|
0.618 |
1.3599 |
|
HIGH |
1.3576 |
|
0.618 |
1.3561 |
|
0.500 |
1.3557 |
|
0.382 |
1.3553 |
|
LOW |
1.3538 |
|
0.618 |
1.3515 |
|
1.000 |
1.3500 |
|
1.618 |
1.3477 |
|
2.618 |
1.3439 |
|
4.250 |
1.3377 |
|
|
| Fisher Pivots for day following 29-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3564 |
1.3552 |
| PP |
1.3561 |
1.3536 |
| S1 |
1.3557 |
1.3521 |
|