CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 22-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2007 |
22-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3460 |
1.3529 |
0.0069 |
0.5% |
1.3486 |
| High |
1.3460 |
1.3535 |
0.0075 |
0.6% |
1.3535 |
| Low |
1.3460 |
1.3501 |
0.0041 |
0.3% |
1.3460 |
| Close |
1.3460 |
1.3536 |
0.0076 |
0.6% |
1.3536 |
| Range |
0.0000 |
0.0034 |
0.0034 |
|
0.0075 |
| ATR |
0.0033 |
0.0036 |
0.0003 |
9.0% |
0.0000 |
| Volume |
97 |
123 |
26 |
26.8% |
600 |
|
| Daily Pivots for day following 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3626 |
1.3615 |
1.3555 |
|
| R3 |
1.3592 |
1.3581 |
1.3545 |
|
| R2 |
1.3558 |
1.3558 |
1.3542 |
|
| R1 |
1.3547 |
1.3547 |
1.3539 |
1.3553 |
| PP |
1.3524 |
1.3524 |
1.3524 |
1.3527 |
| S1 |
1.3513 |
1.3513 |
1.3533 |
1.3519 |
| S2 |
1.3490 |
1.3490 |
1.3530 |
|
| S3 |
1.3456 |
1.3479 |
1.3527 |
|
| S4 |
1.3422 |
1.3445 |
1.3517 |
|
|
| Weekly Pivots for week ending 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3735 |
1.3711 |
1.3577 |
|
| R3 |
1.3660 |
1.3636 |
1.3557 |
|
| R2 |
1.3585 |
1.3585 |
1.3550 |
|
| R1 |
1.3561 |
1.3561 |
1.3543 |
1.3573 |
| PP |
1.3510 |
1.3510 |
1.3510 |
1.3517 |
| S1 |
1.3486 |
1.3486 |
1.3529 |
1.3498 |
| S2 |
1.3435 |
1.3435 |
1.3522 |
|
| S3 |
1.3360 |
1.3411 |
1.3515 |
|
| S4 |
1.3285 |
1.3336 |
1.3495 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3680 |
|
2.618 |
1.3624 |
|
1.618 |
1.3590 |
|
1.000 |
1.3569 |
|
0.618 |
1.3556 |
|
HIGH |
1.3535 |
|
0.618 |
1.3522 |
|
0.500 |
1.3518 |
|
0.382 |
1.3514 |
|
LOW |
1.3501 |
|
0.618 |
1.3480 |
|
1.000 |
1.3467 |
|
1.618 |
1.3446 |
|
2.618 |
1.3412 |
|
4.250 |
1.3357 |
|
|
| Fisher Pivots for day following 22-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3530 |
1.3523 |
| PP |
1.3524 |
1.3510 |
| S1 |
1.3518 |
1.3498 |
|