CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 02-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2007 |
02-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3548 |
1.3624 |
0.0076 |
0.6% |
1.3500 |
| High |
1.3576 |
1.3673 |
0.0097 |
0.7% |
1.3576 |
| Low |
1.3538 |
1.3624 |
0.0086 |
0.6% |
1.3465 |
| Close |
1.3568 |
1.3659 |
0.0091 |
0.7% |
1.3568 |
| Range |
0.0038 |
0.0049 |
0.0011 |
28.9% |
0.0111 |
| ATR |
0.0049 |
0.0053 |
0.0004 |
8.2% |
0.0000 |
| Volume |
137,082 |
174,475 |
37,393 |
27.3% |
724,791 |
|
| Daily Pivots for day following 02-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3799 |
1.3778 |
1.3686 |
|
| R3 |
1.3750 |
1.3729 |
1.3672 |
|
| R2 |
1.3701 |
1.3701 |
1.3668 |
|
| R1 |
1.3680 |
1.3680 |
1.3663 |
1.3691 |
| PP |
1.3652 |
1.3652 |
1.3652 |
1.3657 |
| S1 |
1.3631 |
1.3631 |
1.3655 |
1.3642 |
| S2 |
1.3603 |
1.3603 |
1.3650 |
|
| S3 |
1.3554 |
1.3582 |
1.3646 |
|
| S4 |
1.3505 |
1.3533 |
1.3632 |
|
|
| 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 |
1.3673 |
1.3465 |
0.0208 |
1.5% |
0.0036 |
0.3% |
93% |
True |
False |
143,926 |
| 10 |
1.3673 |
1.3424 |
0.0249 |
1.8% |
0.0033 |
0.2% |
94% |
True |
False |
140,104 |
| 20 |
1.3673 |
1.3313 |
0.0360 |
2.6% |
0.0035 |
0.3% |
96% |
True |
False |
103,247 |
| 40 |
1.3673 |
1.3313 |
0.0360 |
2.6% |
0.0031 |
0.2% |
96% |
True |
False |
51,898 |
| 60 |
1.3740 |
1.3313 |
0.0427 |
3.1% |
0.0028 |
0.2% |
81% |
False |
False |
34,691 |
| 80 |
1.3740 |
1.3277 |
0.0463 |
3.4% |
0.0027 |
0.2% |
83% |
False |
False |
26,081 |
| 100 |
1.3740 |
1.3070 |
0.0670 |
4.9% |
0.0022 |
0.2% |
88% |
False |
False |
20,867 |
| 120 |
1.3740 |
1.3012 |
0.0728 |
5.3% |
0.0019 |
0.1% |
89% |
False |
False |
17,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3881 |
|
2.618 |
1.3801 |
|
1.618 |
1.3752 |
|
1.000 |
1.3722 |
|
0.618 |
1.3703 |
|
HIGH |
1.3673 |
|
0.618 |
1.3654 |
|
0.500 |
1.3649 |
|
0.382 |
1.3643 |
|
LOW |
1.3624 |
|
0.618 |
1.3594 |
|
1.000 |
1.3575 |
|
1.618 |
1.3545 |
|
2.618 |
1.3496 |
|
4.250 |
1.3416 |
|
|
| Fisher Pivots for day following 02-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3656 |
1.3629 |
| PP |
1.3652 |
1.3600 |
| S1 |
1.3649 |
1.3570 |
|