CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 19-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2007 |
19-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3486 |
1.3497 |
0.0011 |
0.1% |
1.3433 |
| High |
1.3480 |
1.3496 |
0.0016 |
0.1% |
1.3454 |
| Low |
1.3480 |
1.3496 |
0.0016 |
0.1% |
1.3382 |
| Close |
1.3486 |
1.3497 |
0.0011 |
0.1% |
1.3452 |
| Range |
|
|
|
|
|
| ATR |
|
|
|
|
|
| Volume |
244 |
64 |
-180 |
-73.8% |
241 |
|
| Daily Pivots for day following 19-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3496 |
1.3497 |
1.3497 |
|
| R3 |
1.3496 |
1.3497 |
1.3497 |
|
| R2 |
1.3496 |
1.3496 |
1.3497 |
|
| R1 |
1.3497 |
1.3497 |
1.3497 |
1.3497 |
| PP |
1.3496 |
1.3496 |
1.3496 |
1.3497 |
| S1 |
1.3497 |
1.3497 |
1.3497 |
1.3497 |
| S2 |
1.3496 |
1.3496 |
1.3497 |
|
| S3 |
1.3496 |
1.3497 |
1.3497 |
|
| S4 |
1.3496 |
1.3497 |
1.3497 |
|
|
| Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3645 |
1.3621 |
1.3492 |
|
| R3 |
1.3573 |
1.3549 |
1.3472 |
|
| R2 |
1.3501 |
1.3501 |
1.3465 |
|
| R1 |
1.3477 |
1.3477 |
1.3459 |
1.3489 |
| PP |
1.3429 |
1.3429 |
1.3429 |
1.3436 |
| S1 |
1.3405 |
1.3405 |
1.3445 |
1.3417 |
| S2 |
1.3357 |
1.3357 |
1.3439 |
|
| S3 |
1.3285 |
1.3333 |
1.3432 |
|
| S4 |
1.3213 |
1.3261 |
1.3412 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3496 |
|
2.618 |
1.3496 |
|
1.618 |
1.3496 |
|
1.000 |
1.3496 |
|
0.618 |
1.3496 |
|
HIGH |
1.3496 |
|
0.618 |
1.3496 |
|
0.500 |
1.3496 |
|
0.382 |
1.3496 |
|
LOW |
1.3496 |
|
0.618 |
1.3496 |
|
1.000 |
1.3496 |
|
1.618 |
1.3496 |
|
2.618 |
1.3496 |
|
4.250 |
1.3496 |
|
|
| Fisher Pivots for day following 19-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3497 |
1.3488 |
| PP |
1.3496 |
1.3479 |
| S1 |
1.3496 |
1.3470 |
|