CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 28-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2007 |
28-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3478 |
1.3505 |
0.0027 |
0.2% |
1.3447 |
| High |
1.3491 |
1.3509 |
0.0018 |
0.1% |
1.3507 |
| Low |
1.3465 |
1.3467 |
0.0002 |
0.0% |
1.3424 |
| Close |
1.3482 |
1.3468 |
-0.0014 |
-0.1% |
1.3503 |
| Range |
0.0026 |
0.0042 |
0.0016 |
61.5% |
0.0083 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
140,360 |
134,165 |
-6,195 |
-4.4% |
708,759 |
|
| Daily Pivots for day following 28-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3607 |
1.3580 |
1.3491 |
|
| R3 |
1.3565 |
1.3538 |
1.3480 |
|
| R2 |
1.3523 |
1.3523 |
1.3476 |
|
| R1 |
1.3496 |
1.3496 |
1.3472 |
1.3489 |
| PP |
1.3481 |
1.3481 |
1.3481 |
1.3478 |
| S1 |
1.3454 |
1.3454 |
1.3464 |
1.3447 |
| S2 |
1.3439 |
1.3439 |
1.3460 |
|
| S3 |
1.3397 |
1.3412 |
1.3456 |
|
| S4 |
1.3355 |
1.3370 |
1.3445 |
|
|
| 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 |
1.3515 |
1.3459 |
0.0056 |
0.4% |
0.0034 |
0.2% |
16% |
False |
False |
145,121 |
| 10 |
1.3515 |
1.3358 |
0.0157 |
1.2% |
0.0033 |
0.2% |
70% |
False |
False |
144,576 |
| 20 |
1.3599 |
1.3313 |
0.0286 |
2.1% |
0.0035 |
0.3% |
54% |
False |
False |
87,814 |
| 40 |
1.3665 |
1.3313 |
0.0352 |
2.6% |
0.0030 |
0.2% |
44% |
False |
False |
44,128 |
| 60 |
1.3740 |
1.3313 |
0.0427 |
3.2% |
0.0026 |
0.2% |
36% |
False |
False |
29,504 |
| 80 |
1.3740 |
1.3190 |
0.0550 |
4.1% |
0.0026 |
0.2% |
51% |
False |
False |
22,187 |
| 100 |
1.3740 |
1.3070 |
0.0670 |
5.0% |
0.0021 |
0.2% |
59% |
False |
False |
17,751 |
| 120 |
1.3740 |
1.3012 |
0.0728 |
5.4% |
0.0019 |
0.1% |
63% |
False |
False |
14,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3688 |
|
2.618 |
1.3619 |
|
1.618 |
1.3577 |
|
1.000 |
1.3551 |
|
0.618 |
1.3535 |
|
HIGH |
1.3509 |
|
0.618 |
1.3493 |
|
0.500 |
1.3488 |
|
0.382 |
1.3483 |
|
LOW |
1.3467 |
|
0.618 |
1.3441 |
|
1.000 |
1.3425 |
|
1.618 |
1.3399 |
|
2.618 |
1.3357 |
|
4.250 |
1.3289 |
|
|
| Fisher Pivots for day following 28-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3488 |
1.3490 |
| PP |
1.3481 |
1.3483 |
| S1 |
1.3475 |
1.3475 |
|