CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 20-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2007 |
20-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3497 |
1.3504 |
0.0007 |
0.1% |
1.3433 |
| High |
1.3496 |
1.3504 |
0.0008 |
0.1% |
1.3454 |
| Low |
1.3496 |
1.3490 |
-0.0006 |
0.0% |
1.3382 |
| Close |
1.3497 |
1.3491 |
-0.0006 |
0.0% |
1.3452 |
| Range |
0.0000 |
0.0014 |
0.0014 |
|
0.0072 |
| ATR |
0.0000 |
0.0033 |
0.0033 |
|
0.0000 |
| Volume |
64 |
72 |
8 |
12.5% |
241 |
|
| Daily Pivots for day following 20-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3537 |
1.3528 |
1.3499 |
|
| R3 |
1.3523 |
1.3514 |
1.3495 |
|
| R2 |
1.3509 |
1.3509 |
1.3494 |
|
| R1 |
1.3500 |
1.3500 |
1.3492 |
1.3498 |
| PP |
1.3495 |
1.3495 |
1.3495 |
1.3494 |
| S1 |
1.3486 |
1.3486 |
1.3490 |
1.3484 |
| S2 |
1.3481 |
1.3481 |
1.3488 |
|
| S3 |
1.3467 |
1.3472 |
1.3487 |
|
| S4 |
1.3453 |
1.3458 |
1.3483 |
|
|
| 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 |
1.3564 |
|
2.618 |
1.3541 |
|
1.618 |
1.3527 |
|
1.000 |
1.3518 |
|
0.618 |
1.3513 |
|
HIGH |
1.3504 |
|
0.618 |
1.3499 |
|
0.500 |
1.3497 |
|
0.382 |
1.3495 |
|
LOW |
1.3490 |
|
0.618 |
1.3481 |
|
1.000 |
1.3476 |
|
1.618 |
1.3467 |
|
2.618 |
1.3453 |
|
4.250 |
1.3431 |
|
|
| Fisher Pivots for day following 20-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3497 |
1.3492 |
| PP |
1.3495 |
1.3492 |
| S1 |
1.3493 |
1.3491 |
|