CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 25-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2007 |
25-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3494 |
1.3500 |
0.0006 |
0.0% |
1.3447 |
| High |
1.3507 |
1.3509 |
0.0002 |
0.0% |
1.3507 |
| Low |
1.3459 |
1.3480 |
0.0021 |
0.2% |
1.3424 |
| Close |
1.3503 |
1.3503 |
0.0000 |
0.0% |
1.3503 |
| Range |
0.0048 |
0.0029 |
-0.0019 |
-39.6% |
0.0083 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
137,897 |
179,634 |
41,737 |
30.3% |
708,759 |
|
| Daily Pivots for day following 25-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3584 |
1.3573 |
1.3519 |
|
| R3 |
1.3555 |
1.3544 |
1.3511 |
|
| R2 |
1.3526 |
1.3526 |
1.3508 |
|
| R1 |
1.3515 |
1.3515 |
1.3506 |
1.3521 |
| PP |
1.3497 |
1.3497 |
1.3497 |
1.3500 |
| S1 |
1.3486 |
1.3486 |
1.3500 |
1.3492 |
| S2 |
1.3468 |
1.3468 |
1.3498 |
|
| S3 |
1.3439 |
1.3457 |
1.3495 |
|
| S4 |
1.3410 |
1.3428 |
1.3487 |
|
|
| Weekly Pivots for week ending 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3727 |
1.3698 |
1.3549 |
|
| R3 |
1.3644 |
1.3615 |
1.3526 |
|
| R2 |
1.3561 |
1.3561 |
1.3518 |
|
| R1 |
1.3532 |
1.3532 |
1.3511 |
1.3547 |
| PP |
1.3478 |
1.3478 |
1.3478 |
1.3485 |
| S1 |
1.3449 |
1.3449 |
1.3495 |
1.3464 |
| S2 |
1.3395 |
1.3395 |
1.3488 |
|
| S3 |
1.3312 |
1.3366 |
1.3480 |
|
| S4 |
1.3229 |
1.3283 |
1.3457 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3509 |
1.3424 |
0.0085 |
0.6% |
0.0029 |
0.2% |
93% |
True |
False |
136,281 |
| 10 |
1.3509 |
1.3313 |
0.0196 |
1.5% |
0.0036 |
0.3% |
97% |
True |
False |
126,917 |
| 20 |
1.3599 |
1.3313 |
0.0286 |
2.1% |
0.0036 |
0.3% |
66% |
False |
False |
67,524 |
| 40 |
1.3733 |
1.3313 |
0.0420 |
3.1% |
0.0031 |
0.2% |
45% |
False |
False |
33,955 |
| 60 |
1.3740 |
1.3313 |
0.0427 |
3.2% |
0.0026 |
0.2% |
44% |
False |
False |
22,713 |
| 80 |
1.3740 |
1.3175 |
0.0565 |
4.2% |
0.0025 |
0.2% |
58% |
False |
False |
17,087 |
| 100 |
1.3740 |
1.3040 |
0.0700 |
5.2% |
0.0021 |
0.2% |
66% |
False |
False |
13,670 |
| 120 |
1.3740 |
1.3012 |
0.0728 |
5.4% |
0.0018 |
0.1% |
67% |
False |
False |
11,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3632 |
|
2.618 |
1.3585 |
|
1.618 |
1.3556 |
|
1.000 |
1.3538 |
|
0.618 |
1.3527 |
|
HIGH |
1.3509 |
|
0.618 |
1.3498 |
|
0.500 |
1.3495 |
|
0.382 |
1.3491 |
|
LOW |
1.3480 |
|
0.618 |
1.3462 |
|
1.000 |
1.3451 |
|
1.618 |
1.3433 |
|
2.618 |
1.3404 |
|
4.250 |
1.3357 |
|
|
| Fisher Pivots for day following 25-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3500 |
1.3491 |
| PP |
1.3497 |
1.3479 |
| S1 |
1.3495 |
1.3467 |
|