CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 18-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2007 |
18-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3322 |
1.3410 |
0.0088 |
0.7% |
1.3355 |
| High |
1.3385 |
1.3410 |
0.0025 |
0.2% |
1.3385 |
| Low |
1.3319 |
1.3402 |
0.0083 |
0.6% |
1.3280 |
| Close |
1.3379 |
1.3402 |
0.0023 |
0.2% |
1.3379 |
| Range |
0.0066 |
0.0008 |
-0.0058 |
-87.9% |
0.0105 |
| ATR |
0.0056 |
0.0054 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
71,833 |
53,237 |
-18,596 |
-25.9% |
744,966 |
|
| Daily Pivots for day following 18-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3429 |
1.3423 |
1.3406 |
|
| R3 |
1.3421 |
1.3415 |
1.3404 |
|
| R2 |
1.3413 |
1.3413 |
1.3403 |
|
| R1 |
1.3407 |
1.3407 |
1.3403 |
1.3406 |
| PP |
1.3405 |
1.3405 |
1.3405 |
1.3404 |
| S1 |
1.3399 |
1.3399 |
1.3401 |
1.3398 |
| S2 |
1.3397 |
1.3397 |
1.3401 |
|
| S3 |
1.3389 |
1.3391 |
1.3400 |
|
| S4 |
1.3381 |
1.3383 |
1.3398 |
|
|
| Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3663 |
1.3626 |
1.3437 |
|
| R3 |
1.3558 |
1.3521 |
1.3408 |
|
| R2 |
1.3453 |
1.3453 |
1.3398 |
|
| R1 |
1.3416 |
1.3416 |
1.3389 |
1.3435 |
| PP |
1.3348 |
1.3348 |
1.3348 |
1.3357 |
| S1 |
1.3311 |
1.3311 |
1.3369 |
1.3330 |
| S2 |
1.3243 |
1.3243 |
1.3360 |
|
| S3 |
1.3138 |
1.3206 |
1.3350 |
|
| S4 |
1.3033 |
1.3101 |
1.3321 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3410 |
1.3280 |
0.0130 |
1.0% |
0.0035 |
0.3% |
94% |
True |
False |
109,085 |
| 10 |
1.3560 |
1.3280 |
0.0280 |
2.1% |
0.0037 |
0.3% |
44% |
False |
False |
154,542 |
| 20 |
1.3560 |
1.3280 |
0.0280 |
2.1% |
0.0040 |
0.3% |
44% |
False |
False |
156,101 |
| 40 |
1.3708 |
1.3280 |
0.0428 |
3.2% |
0.0047 |
0.3% |
29% |
False |
False |
155,229 |
| 60 |
1.3708 |
1.3280 |
0.0428 |
3.2% |
0.0047 |
0.4% |
29% |
False |
False |
153,198 |
| 80 |
1.3708 |
1.3130 |
0.0578 |
4.3% |
0.0047 |
0.4% |
47% |
False |
False |
132,723 |
| 100 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0043 |
0.3% |
59% |
False |
False |
106,298 |
| 120 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0039 |
0.3% |
59% |
False |
False |
88,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3444 |
|
2.618 |
1.3431 |
|
1.618 |
1.3423 |
|
1.000 |
1.3418 |
|
0.618 |
1.3415 |
|
HIGH |
1.3410 |
|
0.618 |
1.3407 |
|
0.500 |
1.3406 |
|
0.382 |
1.3405 |
|
LOW |
1.3402 |
|
0.618 |
1.3397 |
|
1.000 |
1.3394 |
|
1.618 |
1.3389 |
|
2.618 |
1.3381 |
|
4.250 |
1.3368 |
|
|
| Fisher Pivots for day following 18-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3406 |
1.3384 |
| PP |
1.3405 |
1.3366 |
| S1 |
1.3403 |
1.3349 |
|