CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 05-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2007 |
05-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3642 |
1.3671 |
0.0029 |
0.2% |
1.3500 |
| High |
1.3657 |
1.3676 |
0.0019 |
0.1% |
1.3576 |
| Low |
1.3633 |
1.3612 |
-0.0021 |
-0.2% |
1.3465 |
| Close |
1.3653 |
1.3632 |
-0.0021 |
-0.2% |
1.3568 |
| Range |
0.0024 |
0.0064 |
0.0040 |
166.7% |
0.0111 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
1.8% |
0.0000 |
| Volume |
202,550 |
129,468 |
-73,082 |
-36.1% |
724,791 |
|
| Daily Pivots for day following 05-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3832 |
1.3796 |
1.3667 |
|
| R3 |
1.3768 |
1.3732 |
1.3650 |
|
| R2 |
1.3704 |
1.3704 |
1.3644 |
|
| R1 |
1.3668 |
1.3668 |
1.3638 |
1.3654 |
| PP |
1.3640 |
1.3640 |
1.3640 |
1.3633 |
| S1 |
1.3604 |
1.3604 |
1.3626 |
1.3590 |
| S2 |
1.3576 |
1.3576 |
1.3620 |
|
| S3 |
1.3512 |
1.3540 |
1.3614 |
|
| S4 |
1.3448 |
1.3476 |
1.3597 |
|
|
| 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 |
1.3676 |
1.3467 |
0.0209 |
1.5% |
0.0043 |
0.3% |
79% |
True |
False |
155,548 |
| 10 |
1.3676 |
1.3424 |
0.0252 |
1.8% |
0.0037 |
0.3% |
83% |
True |
False |
148,202 |
| 20 |
1.3676 |
1.3313 |
0.0363 |
2.7% |
0.0036 |
0.3% |
88% |
True |
False |
119,489 |
| 40 |
1.3676 |
1.3313 |
0.0363 |
2.7% |
0.0033 |
0.2% |
88% |
True |
False |
60,187 |
| 60 |
1.3740 |
1.3313 |
0.0427 |
3.1% |
0.0029 |
0.2% |
75% |
False |
False |
40,223 |
| 80 |
1.3740 |
1.3313 |
0.0427 |
3.1% |
0.0028 |
0.2% |
75% |
False |
False |
30,223 |
| 100 |
1.3740 |
1.3140 |
0.0600 |
4.4% |
0.0023 |
0.2% |
82% |
False |
False |
24,187 |
| 120 |
1.3740 |
1.3024 |
0.0716 |
5.3% |
0.0020 |
0.1% |
85% |
False |
False |
20,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3948 |
|
2.618 |
1.3844 |
|
1.618 |
1.3780 |
|
1.000 |
1.3740 |
|
0.618 |
1.3716 |
|
HIGH |
1.3676 |
|
0.618 |
1.3652 |
|
0.500 |
1.3644 |
|
0.382 |
1.3636 |
|
LOW |
1.3612 |
|
0.618 |
1.3572 |
|
1.000 |
1.3548 |
|
1.618 |
1.3508 |
|
2.618 |
1.3444 |
|
4.250 |
1.3340 |
|
|
| Fisher Pivots for day following 05-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3644 |
1.3644 |
| PP |
1.3640 |
1.3640 |
| S1 |
1.3636 |
1.3636 |
|