CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 28-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2007 |
28-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3515 |
1.3501 |
-0.0014 |
-0.1% |
1.3486 |
| High |
1.3514 |
1.3535 |
0.0021 |
0.2% |
1.3535 |
| Low |
1.3501 |
1.3505 |
0.0004 |
0.0% |
1.3460 |
| Close |
1.3515 |
1.3501 |
-0.0014 |
-0.1% |
1.3536 |
| Range |
0.0013 |
0.0030 |
0.0017 |
130.8% |
0.0075 |
| ATR |
0.0033 |
0.0033 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
133 |
119 |
-14 |
-10.5% |
600 |
|
| Daily Pivots for day following 28-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3604 |
1.3582 |
1.3518 |
|
| R3 |
1.3574 |
1.3552 |
1.3509 |
|
| R2 |
1.3544 |
1.3544 |
1.3507 |
|
| R1 |
1.3522 |
1.3522 |
1.3504 |
1.3516 |
| PP |
1.3514 |
1.3514 |
1.3514 |
1.3511 |
| S1 |
1.3492 |
1.3492 |
1.3498 |
1.3486 |
| S2 |
1.3484 |
1.3484 |
1.3496 |
|
| S3 |
1.3454 |
1.3462 |
1.3493 |
|
| S4 |
1.3424 |
1.3432 |
1.3485 |
|
|
| Weekly Pivots for week ending 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3735 |
1.3711 |
1.3577 |
|
| R3 |
1.3660 |
1.3636 |
1.3557 |
|
| R2 |
1.3585 |
1.3585 |
1.3550 |
|
| R1 |
1.3561 |
1.3561 |
1.3543 |
1.3573 |
| PP |
1.3510 |
1.3510 |
1.3510 |
1.3517 |
| S1 |
1.3486 |
1.3486 |
1.3529 |
1.3498 |
| S2 |
1.3435 |
1.3435 |
1.3522 |
|
| S3 |
1.3360 |
1.3411 |
1.3515 |
|
| S4 |
1.3285 |
1.3336 |
1.3495 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3663 |
|
2.618 |
1.3614 |
|
1.618 |
1.3584 |
|
1.000 |
1.3565 |
|
0.618 |
1.3554 |
|
HIGH |
1.3535 |
|
0.618 |
1.3524 |
|
0.500 |
1.3520 |
|
0.382 |
1.3516 |
|
LOW |
1.3505 |
|
0.618 |
1.3486 |
|
1.000 |
1.3475 |
|
1.618 |
1.3456 |
|
2.618 |
1.3426 |
|
4.250 |
1.3378 |
|
|
| Fisher Pivots for day following 28-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3520 |
1.3519 |
| PP |
1.3514 |
1.3513 |
| S1 |
1.3507 |
1.3507 |
|