CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 05-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2007 |
05-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3530 |
1.3595 |
0.0065 |
0.5% |
1.3564 |
| High |
1.3543 |
1.3599 |
0.0056 |
0.4% |
1.3566 |
| Low |
1.3529 |
1.3560 |
0.0031 |
0.2% |
1.3444 |
| Close |
1.3535 |
1.3569 |
0.0034 |
0.3% |
1.3492 |
| Range |
0.0014 |
0.0039 |
0.0025 |
178.6% |
0.0122 |
| ATR |
0.0045 |
0.0047 |
0.0001 |
3.0% |
0.0000 |
| Volume |
1,779 |
2,997 |
1,218 |
68.5% |
3,385 |
|
| Daily Pivots for day following 05-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3693 |
1.3670 |
1.3590 |
|
| R3 |
1.3654 |
1.3631 |
1.3580 |
|
| R2 |
1.3615 |
1.3615 |
1.3576 |
|
| R1 |
1.3592 |
1.3592 |
1.3573 |
1.3584 |
| PP |
1.3576 |
1.3576 |
1.3576 |
1.3572 |
| S1 |
1.3553 |
1.3553 |
1.3565 |
1.3545 |
| S2 |
1.3537 |
1.3537 |
1.3562 |
|
| S3 |
1.3498 |
1.3514 |
1.3558 |
|
| S4 |
1.3459 |
1.3475 |
1.3548 |
|
|
| 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 |
1.3599 |
1.3444 |
0.0155 |
1.1% |
0.0032 |
0.2% |
81% |
True |
False |
1,570 |
| 10 |
1.3599 |
1.3444 |
0.0155 |
1.1% |
0.0033 |
0.2% |
81% |
True |
False |
1,058 |
| 20 |
1.3662 |
1.3444 |
0.0218 |
1.6% |
0.0029 |
0.2% |
57% |
False |
False |
684 |
| 40 |
1.3740 |
1.3444 |
0.0296 |
2.2% |
0.0025 |
0.2% |
42% |
False |
False |
487 |
| 60 |
1.3740 |
1.3284 |
0.0456 |
3.4% |
0.0024 |
0.2% |
63% |
False |
False |
398 |
| 80 |
1.3740 |
1.3070 |
0.0670 |
4.9% |
0.0019 |
0.1% |
74% |
False |
False |
309 |
| 100 |
1.3740 |
1.3024 |
0.0716 |
5.3% |
0.0017 |
0.1% |
76% |
False |
False |
250 |
| 120 |
1.3740 |
1.3012 |
0.0728 |
5.4% |
0.0014 |
0.1% |
77% |
False |
False |
210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3765 |
|
2.618 |
1.3701 |
|
1.618 |
1.3662 |
|
1.000 |
1.3638 |
|
0.618 |
1.3623 |
|
HIGH |
1.3599 |
|
0.618 |
1.3584 |
|
0.500 |
1.3580 |
|
0.382 |
1.3575 |
|
LOW |
1.3560 |
|
0.618 |
1.3536 |
|
1.000 |
1.3521 |
|
1.618 |
1.3497 |
|
2.618 |
1.3458 |
|
4.250 |
1.3394 |
|
|
| Fisher Pivots for day following 05-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3580 |
1.3553 |
| PP |
1.3576 |
1.3537 |
| S1 |
1.3573 |
1.3522 |
|