CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 21-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2007 |
21-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3469 |
1.3432 |
-0.0037 |
-0.3% |
1.3396 |
| High |
1.3476 |
1.3446 |
-0.0030 |
-0.2% |
1.3428 |
| Low |
1.3455 |
1.3424 |
-0.0031 |
-0.2% |
1.3313 |
| Close |
1.3458 |
1.3427 |
-0.0031 |
-0.2% |
1.3419 |
| Range |
0.0021 |
0.0022 |
0.0001 |
4.8% |
0.0115 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
122,960 |
112,842 |
-10,118 |
-8.2% |
415,348 |
|
| Daily Pivots for day following 21-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3498 |
1.3485 |
1.3439 |
|
| R3 |
1.3476 |
1.3463 |
1.3433 |
|
| R2 |
1.3454 |
1.3454 |
1.3431 |
|
| R1 |
1.3441 |
1.3441 |
1.3429 |
1.3437 |
| PP |
1.3432 |
1.3432 |
1.3432 |
1.3430 |
| S1 |
1.3419 |
1.3419 |
1.3425 |
1.3415 |
| S2 |
1.3410 |
1.3410 |
1.3423 |
|
| S3 |
1.3388 |
1.3397 |
1.3421 |
|
| S4 |
1.3366 |
1.3375 |
1.3415 |
|
|
| Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3732 |
1.3690 |
1.3482 |
|
| R3 |
1.3617 |
1.3575 |
1.3451 |
|
| R2 |
1.3502 |
1.3502 |
1.3440 |
|
| R1 |
1.3460 |
1.3460 |
1.3430 |
1.3481 |
| PP |
1.3387 |
1.3387 |
1.3387 |
1.3397 |
| S1 |
1.3345 |
1.3345 |
1.3408 |
1.3366 |
| S2 |
1.3272 |
1.3272 |
1.3398 |
|
| S3 |
1.3157 |
1.3230 |
1.3387 |
|
| S4 |
1.3042 |
1.3115 |
1.3356 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3476 |
1.3358 |
0.0118 |
0.9% |
0.0033 |
0.2% |
58% |
False |
False |
144,031 |
| 10 |
1.3476 |
1.3313 |
0.0163 |
1.2% |
0.0033 |
0.2% |
70% |
False |
False |
101,496 |
| 20 |
1.3599 |
1.3313 |
0.0286 |
2.1% |
0.0035 |
0.3% |
40% |
False |
False |
51,712 |
| 40 |
1.3740 |
1.3313 |
0.0427 |
3.2% |
0.0030 |
0.2% |
27% |
False |
False |
26,035 |
| 60 |
1.3740 |
1.3313 |
0.0427 |
3.2% |
0.0026 |
0.2% |
27% |
False |
False |
17,432 |
| 80 |
1.3740 |
1.3175 |
0.0565 |
4.2% |
0.0024 |
0.2% |
45% |
False |
False |
13,118 |
| 100 |
1.3740 |
1.3040 |
0.0700 |
5.2% |
0.0020 |
0.2% |
55% |
False |
False |
10,495 |
| 120 |
1.3740 |
1.3012 |
0.0728 |
5.4% |
0.0017 |
0.1% |
57% |
False |
False |
8,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3540 |
|
2.618 |
1.3504 |
|
1.618 |
1.3482 |
|
1.000 |
1.3468 |
|
0.618 |
1.3460 |
|
HIGH |
1.3446 |
|
0.618 |
1.3438 |
|
0.500 |
1.3435 |
|
0.382 |
1.3432 |
|
LOW |
1.3424 |
|
0.618 |
1.3410 |
|
1.000 |
1.3402 |
|
1.618 |
1.3388 |
|
2.618 |
1.3366 |
|
4.250 |
1.3331 |
|
|
| Fisher Pivots for day following 21-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3435 |
1.3450 |
| PP |
1.3432 |
1.3442 |
| S1 |
1.3430 |
1.3435 |
|