CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 13-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2007 |
13-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3350 |
1.3289 |
-0.0061 |
-0.5% |
1.3487 |
| High |
1.3350 |
1.3314 |
-0.0036 |
-0.3% |
1.3560 |
| Low |
1.3318 |
1.3280 |
-0.0038 |
-0.3% |
1.3344 |
| Close |
1.3320 |
1.3310 |
-0.0010 |
-0.1% |
1.3366 |
| Range |
0.0032 |
0.0034 |
0.0002 |
6.3% |
0.0216 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
115,648 |
160,462 |
44,814 |
38.8% |
1,001,304 |
|
| Daily Pivots for day following 13-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3403 |
1.3391 |
1.3329 |
|
| R3 |
1.3369 |
1.3357 |
1.3319 |
|
| R2 |
1.3335 |
1.3335 |
1.3316 |
|
| R1 |
1.3323 |
1.3323 |
1.3313 |
1.3329 |
| PP |
1.3301 |
1.3301 |
1.3301 |
1.3305 |
| S1 |
1.3289 |
1.3289 |
1.3307 |
1.3295 |
| S2 |
1.3267 |
1.3267 |
1.3304 |
|
| S3 |
1.3233 |
1.3255 |
1.3301 |
|
| S4 |
1.3199 |
1.3221 |
1.3291 |
|
|
| 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 |
1.3482 |
1.3280 |
0.0202 |
1.5% |
0.0035 |
0.3% |
15% |
False |
True |
184,898 |
| 10 |
1.3560 |
1.3280 |
0.0280 |
2.1% |
0.0039 |
0.3% |
11% |
False |
True |
184,905 |
| 20 |
1.3606 |
1.3280 |
0.0326 |
2.4% |
0.0043 |
0.3% |
9% |
False |
True |
167,157 |
| 40 |
1.3708 |
1.3280 |
0.0428 |
3.2% |
0.0046 |
0.3% |
7% |
False |
True |
160,445 |
| 60 |
1.3708 |
1.3280 |
0.0428 |
3.2% |
0.0049 |
0.4% |
7% |
False |
True |
157,213 |
| 80 |
1.3708 |
1.3130 |
0.0578 |
4.3% |
0.0047 |
0.4% |
31% |
False |
False |
129,386 |
| 100 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0042 |
0.3% |
46% |
False |
False |
103,613 |
| 120 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0039 |
0.3% |
46% |
False |
False |
86,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3459 |
|
2.618 |
1.3403 |
|
1.618 |
1.3369 |
|
1.000 |
1.3348 |
|
0.618 |
1.3335 |
|
HIGH |
1.3314 |
|
0.618 |
1.3301 |
|
0.500 |
1.3297 |
|
0.382 |
1.3293 |
|
LOW |
1.3280 |
|
0.618 |
1.3259 |
|
1.000 |
1.3246 |
|
1.618 |
1.3225 |
|
2.618 |
1.3191 |
|
4.250 |
1.3136 |
|
|
| Fisher Pivots for day following 13-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3306 |
1.3322 |
| PP |
1.3301 |
1.3318 |
| S1 |
1.3297 |
1.3314 |
|