CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 03-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2007 |
03-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3624 |
1.3642 |
0.0018 |
0.1% |
1.3500 |
| High |
1.3673 |
1.3657 |
-0.0016 |
-0.1% |
1.3576 |
| Low |
1.3624 |
1.3633 |
0.0009 |
0.1% |
1.3465 |
| Close |
1.3659 |
1.3653 |
-0.0006 |
0.0% |
1.3568 |
| Range |
0.0049 |
0.0024 |
-0.0025 |
-51.0% |
0.0111 |
| ATR |
0.0053 |
0.0051 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
174,475 |
202,550 |
28,075 |
16.1% |
724,791 |
|
| Daily Pivots for day following 03-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3720 |
1.3710 |
1.3666 |
|
| R3 |
1.3696 |
1.3686 |
1.3660 |
|
| R2 |
1.3672 |
1.3672 |
1.3657 |
|
| R1 |
1.3662 |
1.3662 |
1.3655 |
1.3667 |
| PP |
1.3648 |
1.3648 |
1.3648 |
1.3650 |
| S1 |
1.3638 |
1.3638 |
1.3651 |
1.3643 |
| S2 |
1.3624 |
1.3624 |
1.3649 |
|
| S3 |
1.3600 |
1.3614 |
1.3646 |
|
| S4 |
1.3576 |
1.3590 |
1.3640 |
|
|
| Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3869 |
1.3830 |
1.3629 |
|
| R3 |
1.3758 |
1.3719 |
1.3599 |
|
| R2 |
1.3647 |
1.3647 |
1.3588 |
|
| R1 |
1.3608 |
1.3608 |
1.3578 |
1.3628 |
| PP |
1.3536 |
1.3536 |
1.3536 |
1.3546 |
| S1 |
1.3497 |
1.3497 |
1.3558 |
1.3517 |
| S2 |
1.3425 |
1.3425 |
1.3548 |
|
| S3 |
1.3314 |
1.3386 |
1.3537 |
|
| S4 |
1.3203 |
1.3275 |
1.3507 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3673 |
1.3465 |
0.0208 |
1.5% |
0.0036 |
0.3% |
90% |
False |
False |
157,726 |
| 10 |
1.3673 |
1.3424 |
0.0249 |
1.8% |
0.0032 |
0.2% |
92% |
False |
False |
147,551 |
| 20 |
1.3673 |
1.3313 |
0.0360 |
2.6% |
0.0035 |
0.3% |
94% |
False |
False |
113,225 |
| 40 |
1.3673 |
1.3313 |
0.0360 |
2.6% |
0.0032 |
0.2% |
94% |
False |
False |
56,954 |
| 60 |
1.3740 |
1.3313 |
0.0427 |
3.1% |
0.0028 |
0.2% |
80% |
False |
False |
38,066 |
| 80 |
1.3740 |
1.3284 |
0.0456 |
3.3% |
0.0027 |
0.2% |
81% |
False |
False |
28,605 |
| 100 |
1.3740 |
1.3070 |
0.0670 |
4.9% |
0.0022 |
0.2% |
87% |
False |
False |
22,892 |
| 120 |
1.3740 |
1.3024 |
0.0716 |
5.2% |
0.0020 |
0.1% |
88% |
False |
False |
19,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3759 |
|
2.618 |
1.3720 |
|
1.618 |
1.3696 |
|
1.000 |
1.3681 |
|
0.618 |
1.3672 |
|
HIGH |
1.3657 |
|
0.618 |
1.3648 |
|
0.500 |
1.3645 |
|
0.382 |
1.3642 |
|
LOW |
1.3633 |
|
0.618 |
1.3618 |
|
1.000 |
1.3609 |
|
1.618 |
1.3594 |
|
2.618 |
1.3570 |
|
4.250 |
1.3531 |
|
|
| Fisher Pivots for day following 03-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3650 |
1.3637 |
| PP |
1.3648 |
1.3621 |
| S1 |
1.3645 |
1.3606 |
|