CME Euro FX Future September 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 |
1.3396 |
1.3389 |
-0.0007 |
-0.1% |
1.3530 |
| High |
1.3404 |
1.3390 |
-0.0014 |
-0.1% |
1.3599 |
| Low |
1.3380 |
1.3355 |
-0.0025 |
-0.2% |
1.3390 |
| Close |
1.3401 |
1.3360 |
-0.0041 |
-0.3% |
1.3406 |
| Range |
0.0024 |
0.0035 |
0.0011 |
45.8% |
0.0209 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
34,564 |
38,067 |
3,503 |
10.1% |
43,355 |
|
| Daily Pivots for day following 12-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3473 |
1.3452 |
1.3379 |
|
| R3 |
1.3438 |
1.3417 |
1.3370 |
|
| R2 |
1.3403 |
1.3403 |
1.3366 |
|
| R1 |
1.3382 |
1.3382 |
1.3363 |
1.3375 |
| PP |
1.3368 |
1.3368 |
1.3368 |
1.3365 |
| S1 |
1.3347 |
1.3347 |
1.3357 |
1.3340 |
| S2 |
1.3333 |
1.3333 |
1.3354 |
|
| S3 |
1.3298 |
1.3312 |
1.3350 |
|
| S4 |
1.3263 |
1.3277 |
1.3341 |
|
|
| Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4092 |
1.3958 |
1.3521 |
|
| R3 |
1.3883 |
1.3749 |
1.3463 |
|
| R2 |
1.3674 |
1.3674 |
1.3444 |
|
| R1 |
1.3540 |
1.3540 |
1.3425 |
1.3503 |
| PP |
1.3465 |
1.3465 |
1.3465 |
1.3446 |
| S1 |
1.3331 |
1.3331 |
1.3387 |
1.3294 |
| S2 |
1.3256 |
1.3256 |
1.3368 |
|
| S3 |
1.3047 |
1.3122 |
1.3349 |
|
| S4 |
1.2838 |
1.2913 |
1.3291 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3569 |
1.3355 |
0.0214 |
1.6% |
0.0033 |
0.2% |
2% |
False |
True |
22,242 |
| 10 |
1.3599 |
1.3355 |
0.0244 |
1.8% |
0.0032 |
0.2% |
2% |
False |
True |
11,906 |
| 20 |
1.3662 |
1.3355 |
0.0307 |
2.3% |
0.0032 |
0.2% |
2% |
False |
True |
6,192 |
| 40 |
1.3740 |
1.3355 |
0.0385 |
2.9% |
0.0026 |
0.2% |
1% |
False |
True |
3,237 |
| 60 |
1.3740 |
1.3355 |
0.0385 |
2.9% |
0.0027 |
0.2% |
1% |
False |
True |
2,234 |
| 80 |
1.3740 |
1.3175 |
0.0565 |
4.2% |
0.0021 |
0.2% |
33% |
False |
False |
1,699 |
| 100 |
1.3740 |
1.3024 |
0.0716 |
5.4% |
0.0018 |
0.1% |
47% |
False |
False |
1,360 |
| 120 |
1.3740 |
1.3012 |
0.0728 |
5.4% |
0.0015 |
0.1% |
48% |
False |
False |
1,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3539 |
|
2.618 |
1.3482 |
|
1.618 |
1.3447 |
|
1.000 |
1.3425 |
|
0.618 |
1.3412 |
|
HIGH |
1.3390 |
|
0.618 |
1.3377 |
|
0.500 |
1.3373 |
|
0.382 |
1.3368 |
|
LOW |
1.3355 |
|
0.618 |
1.3333 |
|
1.000 |
1.3320 |
|
1.618 |
1.3298 |
|
2.618 |
1.3263 |
|
4.250 |
1.3206 |
|
|
| Fisher Pivots for day following 12-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3373 |
1.3384 |
| PP |
1.3368 |
1.3376 |
| S1 |
1.3364 |
1.3368 |
|