CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 12-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2007 |
12-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3355 |
1.3350 |
-0.0005 |
0.0% |
1.3487 |
| High |
1.3363 |
1.3350 |
-0.0013 |
-0.1% |
1.3560 |
| Low |
1.3340 |
1.3318 |
-0.0022 |
-0.2% |
1.3344 |
| Close |
1.3361 |
1.3320 |
-0.0041 |
-0.3% |
1.3366 |
| Range |
0.0023 |
0.0032 |
0.0009 |
39.1% |
0.0216 |
| ATR |
0.0058 |
0.0056 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
252,774 |
115,648 |
-137,126 |
-54.2% |
1,001,304 |
|
| Daily Pivots for day following 12-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3425 |
1.3405 |
1.3338 |
|
| R3 |
1.3393 |
1.3373 |
1.3329 |
|
| R2 |
1.3361 |
1.3361 |
1.3326 |
|
| R1 |
1.3341 |
1.3341 |
1.3323 |
1.3335 |
| PP |
1.3329 |
1.3329 |
1.3329 |
1.3327 |
| S1 |
1.3309 |
1.3309 |
1.3317 |
1.3303 |
| S2 |
1.3297 |
1.3297 |
1.3314 |
|
| S3 |
1.3265 |
1.3277 |
1.3311 |
|
| S4 |
1.3233 |
1.3245 |
1.3302 |
|
|
| Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4071 |
1.3935 |
1.3485 |
|
| R3 |
1.3855 |
1.3719 |
1.3425 |
|
| R2 |
1.3639 |
1.3639 |
1.3406 |
|
| R1 |
1.3503 |
1.3503 |
1.3386 |
1.3463 |
| PP |
1.3423 |
1.3423 |
1.3423 |
1.3404 |
| S1 |
1.3287 |
1.3287 |
1.3346 |
1.3247 |
| S2 |
1.3207 |
1.3207 |
1.3326 |
|
| S3 |
1.2991 |
1.3071 |
1.3307 |
|
| S4 |
1.2775 |
1.2855 |
1.3247 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3536 |
1.3318 |
0.0218 |
1.6% |
0.0037 |
0.3% |
1% |
False |
True |
190,416 |
| 10 |
1.3560 |
1.3318 |
0.0242 |
1.8% |
0.0038 |
0.3% |
1% |
False |
True |
189,672 |
| 20 |
1.3627 |
1.3318 |
0.0309 |
2.3% |
0.0044 |
0.3% |
1% |
False |
True |
163,438 |
| 40 |
1.3708 |
1.3318 |
0.0390 |
2.9% |
0.0047 |
0.4% |
1% |
False |
True |
159,469 |
| 60 |
1.3708 |
1.3305 |
0.0403 |
3.0% |
0.0049 |
0.4% |
4% |
False |
False |
156,561 |
| 80 |
1.3708 |
1.3130 |
0.0578 |
4.3% |
0.0047 |
0.3% |
33% |
False |
False |
127,399 |
| 100 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0042 |
0.3% |
47% |
False |
False |
102,010 |
| 120 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0039 |
0.3% |
47% |
False |
False |
85,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3486 |
|
2.618 |
1.3434 |
|
1.618 |
1.3402 |
|
1.000 |
1.3382 |
|
0.618 |
1.3370 |
|
HIGH |
1.3350 |
|
0.618 |
1.3338 |
|
0.500 |
1.3334 |
|
0.382 |
1.3330 |
|
LOW |
1.3318 |
|
0.618 |
1.3298 |
|
1.000 |
1.3286 |
|
1.618 |
1.3266 |
|
2.618 |
1.3234 |
|
4.250 |
1.3182 |
|
|
| Fisher Pivots for day following 12-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3334 |
1.3346 |
| PP |
1.3329 |
1.3337 |
| S1 |
1.3325 |
1.3329 |
|