CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 05-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2007 |
05-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3686 |
1.3665 |
-0.0021 |
-0.2% |
1.3527 |
| High |
1.3687 |
1.3695 |
0.0008 |
0.1% |
1.3606 |
| Low |
1.3670 |
1.3650 |
-0.0020 |
-0.1% |
1.3501 |
| Close |
1.3686 |
1.3665 |
-0.0021 |
-0.2% |
1.3601 |
| Range |
0.0017 |
0.0045 |
0.0028 |
164.7% |
0.0105 |
| ATR |
0.0040 |
0.0041 |
0.0000 |
0.8% |
0.0000 |
| Volume |
369 |
122 |
-247 |
-66.9% |
819 |
|
| Daily Pivots for day following 05-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3805 |
1.3780 |
1.3690 |
|
| R3 |
1.3760 |
1.3735 |
1.3677 |
|
| R2 |
1.3715 |
1.3715 |
1.3673 |
|
| R1 |
1.3690 |
1.3690 |
1.3669 |
1.3688 |
| PP |
1.3670 |
1.3670 |
1.3670 |
1.3669 |
| S1 |
1.3645 |
1.3645 |
1.3661 |
1.3643 |
| S2 |
1.3625 |
1.3625 |
1.3657 |
|
| S3 |
1.3580 |
1.3600 |
1.3653 |
|
| S4 |
1.3535 |
1.3555 |
1.3640 |
|
|
| 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 |
1.3886 |
|
2.618 |
1.3813 |
|
1.618 |
1.3768 |
|
1.000 |
1.3740 |
|
0.618 |
1.3723 |
|
HIGH |
1.3695 |
|
0.618 |
1.3678 |
|
0.500 |
1.3673 |
|
0.382 |
1.3667 |
|
LOW |
1.3650 |
|
0.618 |
1.3622 |
|
1.000 |
1.3605 |
|
1.618 |
1.3577 |
|
2.618 |
1.3532 |
|
4.250 |
1.3459 |
|
|
| Fisher Pivots for day following 05-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3673 |
1.3673 |
| PP |
1.3670 |
1.3670 |
| S1 |
1.3668 |
1.3668 |
|