CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 01-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2007 |
01-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3505 |
1.3482 |
-0.0023 |
-0.2% |
1.3564 |
| High |
1.3517 |
1.3502 |
-0.0015 |
-0.1% |
1.3566 |
| Low |
1.3490 |
1.3444 |
-0.0046 |
-0.3% |
1.3444 |
| Close |
1.3503 |
1.3492 |
-0.0011 |
-0.1% |
1.3492 |
| Range |
0.0027 |
0.0058 |
0.0031 |
114.8% |
0.0122 |
| ATR |
0.0044 |
0.0045 |
0.0001 |
2.5% |
0.0000 |
| Volume |
734 |
1,125 |
391 |
53.3% |
3,385 |
|
| Daily Pivots for day following 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3653 |
1.3631 |
1.3524 |
|
| R3 |
1.3595 |
1.3573 |
1.3508 |
|
| R2 |
1.3537 |
1.3537 |
1.3503 |
|
| R1 |
1.3515 |
1.3515 |
1.3497 |
1.3526 |
| PP |
1.3479 |
1.3479 |
1.3479 |
1.3485 |
| S1 |
1.3457 |
1.3457 |
1.3487 |
1.3468 |
| S2 |
1.3421 |
1.3421 |
1.3481 |
|
| S3 |
1.3363 |
1.3399 |
1.3476 |
|
| S4 |
1.3305 |
1.3341 |
1.3460 |
|
|
| Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3867 |
1.3801 |
1.3559 |
|
| R3 |
1.3745 |
1.3679 |
1.3526 |
|
| R2 |
1.3623 |
1.3623 |
1.3514 |
|
| R1 |
1.3557 |
1.3557 |
1.3503 |
1.3529 |
| PP |
1.3501 |
1.3501 |
1.3501 |
1.3487 |
| S1 |
1.3435 |
1.3435 |
1.3481 |
1.3407 |
| S2 |
1.3379 |
1.3379 |
1.3470 |
|
| S3 |
1.3257 |
1.3313 |
1.3458 |
|
| S4 |
1.3135 |
1.3191 |
1.3425 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3566 |
1.3444 |
0.0122 |
0.9% |
0.0039 |
0.3% |
39% |
False |
True |
813 |
| 10 |
1.3573 |
1.3444 |
0.0129 |
1.0% |
0.0035 |
0.3% |
37% |
False |
True |
681 |
| 20 |
1.3665 |
1.3444 |
0.0221 |
1.6% |
0.0028 |
0.2% |
22% |
False |
True |
477 |
| 40 |
1.3740 |
1.3430 |
0.0310 |
2.3% |
0.0023 |
0.2% |
20% |
False |
False |
375 |
| 60 |
1.3740 |
1.3190 |
0.0550 |
4.1% |
0.0024 |
0.2% |
55% |
False |
False |
329 |
| 80 |
1.3740 |
1.3070 |
0.0670 |
5.0% |
0.0019 |
0.1% |
63% |
False |
False |
249 |
| 100 |
1.3740 |
1.3012 |
0.0728 |
5.4% |
0.0016 |
0.1% |
66% |
False |
False |
202 |
| 120 |
1.3740 |
1.3012 |
0.0728 |
5.4% |
0.0013 |
0.1% |
66% |
False |
False |
170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3749 |
|
2.618 |
1.3654 |
|
1.618 |
1.3596 |
|
1.000 |
1.3560 |
|
0.618 |
1.3538 |
|
HIGH |
1.3502 |
|
0.618 |
1.3480 |
|
0.500 |
1.3473 |
|
0.382 |
1.3466 |
|
LOW |
1.3444 |
|
0.618 |
1.3408 |
|
1.000 |
1.3386 |
|
1.618 |
1.3350 |
|
2.618 |
1.3292 |
|
4.250 |
1.3198 |
|
|
| Fisher Pivots for day following 01-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3486 |
1.3488 |
| PP |
1.3479 |
1.3484 |
| S1 |
1.3473 |
1.3481 |
|