CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 05-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2007 |
05-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3487 |
1.3557 |
0.0070 |
0.5% |
1.3523 |
| High |
1.3507 |
1.3560 |
0.0053 |
0.4% |
1.3530 |
| Low |
1.3487 |
1.3516 |
0.0029 |
0.2% |
1.3400 |
| Close |
1.3495 |
1.3529 |
0.0034 |
0.3% |
1.3452 |
| Range |
0.0020 |
0.0044 |
0.0024 |
120.0% |
0.0130 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
1.2% |
0.0000 |
| Volume |
254,080 |
163,566 |
-90,514 |
-35.6% |
655,790 |
|
| Daily Pivots for day following 05-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3667 |
1.3642 |
1.3553 |
|
| R3 |
1.3623 |
1.3598 |
1.3541 |
|
| R2 |
1.3579 |
1.3579 |
1.3537 |
|
| R1 |
1.3554 |
1.3554 |
1.3533 |
1.3545 |
| PP |
1.3535 |
1.3535 |
1.3535 |
1.3530 |
| S1 |
1.3510 |
1.3510 |
1.3525 |
1.3501 |
| S2 |
1.3491 |
1.3491 |
1.3521 |
|
| S3 |
1.3447 |
1.3466 |
1.3517 |
|
| S4 |
1.3403 |
1.3422 |
1.3505 |
|
|
| Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3851 |
1.3781 |
1.3524 |
|
| R3 |
1.3721 |
1.3651 |
1.3488 |
|
| R2 |
1.3591 |
1.3591 |
1.3476 |
|
| R1 |
1.3521 |
1.3521 |
1.3464 |
1.3491 |
| PP |
1.3461 |
1.3461 |
1.3461 |
1.3446 |
| S1 |
1.3391 |
1.3391 |
1.3440 |
1.3361 |
| S2 |
1.3331 |
1.3331 |
1.3428 |
|
| S3 |
1.3201 |
1.3261 |
1.3416 |
|
| S4 |
1.3071 |
1.3131 |
1.3381 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3560 |
1.3400 |
0.0160 |
1.2% |
0.0040 |
0.3% |
81% |
True |
False |
188,928 |
| 10 |
1.3560 |
1.3400 |
0.0160 |
1.2% |
0.0043 |
0.3% |
81% |
True |
False |
161,142 |
| 20 |
1.3627 |
1.3400 |
0.0227 |
1.7% |
0.0047 |
0.3% |
57% |
False |
False |
153,151 |
| 40 |
1.3708 |
1.3400 |
0.0308 |
2.3% |
0.0048 |
0.4% |
42% |
False |
False |
152,970 |
| 60 |
1.3708 |
1.3228 |
0.0480 |
3.5% |
0.0049 |
0.4% |
63% |
False |
False |
152,727 |
| 80 |
1.3708 |
1.3030 |
0.0678 |
5.0% |
0.0046 |
0.3% |
74% |
False |
False |
115,546 |
| 100 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0041 |
0.3% |
76% |
False |
False |
92,509 |
| 120 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0038 |
0.3% |
76% |
False |
False |
77,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3747 |
|
2.618 |
1.3675 |
|
1.618 |
1.3631 |
|
1.000 |
1.3604 |
|
0.618 |
1.3587 |
|
HIGH |
1.3560 |
|
0.618 |
1.3543 |
|
0.500 |
1.3538 |
|
0.382 |
1.3533 |
|
LOW |
1.3516 |
|
0.618 |
1.3489 |
|
1.000 |
1.3472 |
|
1.618 |
1.3445 |
|
2.618 |
1.3401 |
|
4.250 |
1.3329 |
|
|
| Fisher Pivots for day following 05-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3538 |
1.3513 |
| PP |
1.3535 |
1.3496 |
| S1 |
1.3532 |
1.3480 |
|