CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 07-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2007 |
07-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3521 |
1.3473 |
-0.0048 |
-0.4% |
1.3523 |
| High |
1.3536 |
1.3482 |
-0.0054 |
-0.4% |
1.3530 |
| Low |
1.3492 |
1.3426 |
-0.0066 |
-0.5% |
1.3400 |
| Close |
1.3512 |
1.3437 |
-0.0075 |
-0.6% |
1.3452 |
| Range |
0.0044 |
0.0056 |
0.0012 |
27.3% |
0.0130 |
| ATR |
0.0055 |
0.0057 |
0.0002 |
4.0% |
0.0000 |
| Volume |
188,052 |
186,888 |
-1,164 |
-0.6% |
655,790 |
|
| Daily Pivots for day following 07-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3616 |
1.3583 |
1.3468 |
|
| R3 |
1.3560 |
1.3527 |
1.3452 |
|
| R2 |
1.3504 |
1.3504 |
1.3447 |
|
| R1 |
1.3471 |
1.3471 |
1.3442 |
1.3460 |
| PP |
1.3448 |
1.3448 |
1.3448 |
1.3443 |
| S1 |
1.3415 |
1.3415 |
1.3432 |
1.3404 |
| S2 |
1.3392 |
1.3392 |
1.3427 |
|
| S3 |
1.3336 |
1.3359 |
1.3422 |
|
| S4 |
1.3280 |
1.3303 |
1.3406 |
|
|
| 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% |
0.0047 |
0.3% |
23% |
False |
False |
193,572 |
| 10 |
1.3560 |
1.3400 |
0.0160 |
1.2% |
0.0045 |
0.3% |
23% |
False |
False |
178,392 |
| 20 |
1.3627 |
1.3400 |
0.0227 |
1.7% |
0.0048 |
0.4% |
16% |
False |
False |
158,504 |
| 40 |
1.3708 |
1.3400 |
0.0308 |
2.3% |
0.0049 |
0.4% |
12% |
False |
False |
157,512 |
| 60 |
1.3708 |
1.3257 |
0.0451 |
3.4% |
0.0049 |
0.4% |
40% |
False |
False |
156,575 |
| 80 |
1.3708 |
1.3130 |
0.0578 |
4.3% |
0.0047 |
0.3% |
53% |
False |
False |
120,224 |
| 100 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0042 |
0.3% |
63% |
False |
False |
96,248 |
| 120 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0039 |
0.3% |
63% |
False |
False |
80,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3720 |
|
2.618 |
1.3629 |
|
1.618 |
1.3573 |
|
1.000 |
1.3538 |
|
0.618 |
1.3517 |
|
HIGH |
1.3482 |
|
0.618 |
1.3461 |
|
0.500 |
1.3454 |
|
0.382 |
1.3447 |
|
LOW |
1.3426 |
|
0.618 |
1.3391 |
|
1.000 |
1.3370 |
|
1.618 |
1.3335 |
|
2.618 |
1.3279 |
|
4.250 |
1.3188 |
|
|
| Fisher Pivots for day following 07-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3454 |
1.3493 |
| PP |
1.3448 |
1.3474 |
| S1 |
1.3443 |
1.3456 |
|