CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 14-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2007 |
14-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3330 |
1.3340 |
0.0010 |
0.1% |
1.3530 |
| High |
1.3355 |
1.3365 |
0.0010 |
0.1% |
1.3599 |
| Low |
1.3313 |
1.3321 |
0.0008 |
0.1% |
1.3390 |
| Close |
1.3350 |
1.3348 |
-0.0002 |
0.0% |
1.3406 |
| Range |
0.0042 |
0.0044 |
0.0002 |
4.8% |
0.0209 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
50,329 |
143,091 |
92,762 |
184.3% |
43,355 |
|
| Daily Pivots for day following 14-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3477 |
1.3456 |
1.3372 |
|
| R3 |
1.3433 |
1.3412 |
1.3360 |
|
| R2 |
1.3389 |
1.3389 |
1.3356 |
|
| R1 |
1.3368 |
1.3368 |
1.3352 |
1.3379 |
| PP |
1.3345 |
1.3345 |
1.3345 |
1.3350 |
| S1 |
1.3324 |
1.3324 |
1.3344 |
1.3335 |
| S2 |
1.3301 |
1.3301 |
1.3340 |
|
| S3 |
1.3257 |
1.3280 |
1.3336 |
|
| S4 |
1.3213 |
1.3236 |
1.3324 |
|
|
| 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 |
1.3412 |
1.3313 |
0.0099 |
0.7% |
0.0033 |
0.3% |
35% |
False |
False |
58,961 |
| 10 |
1.3599 |
1.3313 |
0.0286 |
2.1% |
0.0036 |
0.3% |
12% |
False |
False |
31,053 |
| 20 |
1.3599 |
1.3313 |
0.0286 |
2.1% |
0.0033 |
0.2% |
12% |
False |
False |
15,826 |
| 40 |
1.3740 |
1.3313 |
0.0427 |
3.2% |
0.0028 |
0.2% |
8% |
False |
False |
8,059 |
| 60 |
1.3740 |
1.3313 |
0.0427 |
3.2% |
0.0026 |
0.2% |
8% |
False |
False |
5,454 |
| 80 |
1.3740 |
1.3175 |
0.0565 |
4.2% |
0.0022 |
0.2% |
31% |
False |
False |
4,117 |
| 100 |
1.3740 |
1.3024 |
0.0716 |
5.4% |
0.0019 |
0.1% |
45% |
False |
False |
3,294 |
| 120 |
1.3740 |
1.3012 |
0.0728 |
5.5% |
0.0016 |
0.1% |
46% |
False |
False |
2,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3552 |
|
2.618 |
1.3480 |
|
1.618 |
1.3436 |
|
1.000 |
1.3409 |
|
0.618 |
1.3392 |
|
HIGH |
1.3365 |
|
0.618 |
1.3348 |
|
0.500 |
1.3343 |
|
0.382 |
1.3338 |
|
LOW |
1.3321 |
|
0.618 |
1.3294 |
|
1.000 |
1.3277 |
|
1.618 |
1.3250 |
|
2.618 |
1.3206 |
|
4.250 |
1.3134 |
|
|
| Fisher Pivots for day following 14-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3346 |
1.3352 |
| PP |
1.3345 |
1.3350 |
| S1 |
1.3343 |
1.3349 |
|