CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 03-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2007 |
03-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3692 |
1.3686 |
-0.0006 |
0.0% |
1.3527 |
| High |
1.3692 |
1.3687 |
-0.0005 |
0.0% |
1.3606 |
| Low |
1.3692 |
1.3670 |
-0.0022 |
-0.2% |
1.3501 |
| Close |
1.3692 |
1.3686 |
-0.0006 |
0.0% |
1.3601 |
| Range |
0.0000 |
0.0017 |
0.0017 |
|
0.0105 |
| ATR |
0.0042 |
0.0040 |
-0.0001 |
-3.4% |
0.0000 |
| Volume |
232 |
369 |
137 |
59.1% |
819 |
|
| Daily Pivots for day following 03-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3732 |
1.3726 |
1.3695 |
|
| R3 |
1.3715 |
1.3709 |
1.3691 |
|
| R2 |
1.3698 |
1.3698 |
1.3689 |
|
| R1 |
1.3692 |
1.3692 |
1.3688 |
1.3695 |
| PP |
1.3681 |
1.3681 |
1.3681 |
1.3682 |
| S1 |
1.3675 |
1.3675 |
1.3684 |
1.3678 |
| S2 |
1.3664 |
1.3664 |
1.3683 |
|
| S3 |
1.3647 |
1.3658 |
1.3681 |
|
| S4 |
1.3630 |
1.3641 |
1.3677 |
|
|
| Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3884 |
1.3848 |
1.3659 |
|
| R3 |
1.3779 |
1.3743 |
1.3630 |
|
| R2 |
1.3674 |
1.3674 |
1.3620 |
|
| R1 |
1.3638 |
1.3638 |
1.3611 |
1.3656 |
| PP |
1.3569 |
1.3569 |
1.3569 |
1.3579 |
| S1 |
1.3533 |
1.3533 |
1.3591 |
1.3551 |
| S2 |
1.3464 |
1.3464 |
1.3582 |
|
| S3 |
1.3359 |
1.3428 |
1.3572 |
|
| S4 |
1.3254 |
1.3323 |
1.3543 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3759 |
|
2.618 |
1.3732 |
|
1.618 |
1.3715 |
|
1.000 |
1.3704 |
|
0.618 |
1.3698 |
|
HIGH |
1.3687 |
|
0.618 |
1.3681 |
|
0.500 |
1.3679 |
|
0.382 |
1.3676 |
|
LOW |
1.3670 |
|
0.618 |
1.3659 |
|
1.000 |
1.3653 |
|
1.618 |
1.3642 |
|
2.618 |
1.3625 |
|
4.250 |
1.3598 |
|
|
| Fisher Pivots for day following 03-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3684 |
1.3669 |
| PP |
1.3681 |
1.3651 |
| S1 |
1.3679 |
1.3634 |
|