CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 25-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2007 |
25-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3529 |
1.3527 |
-0.0002 |
0.0% |
1.3486 |
| High |
1.3535 |
1.3540 |
0.0005 |
0.0% |
1.3535 |
| Low |
1.3501 |
1.3517 |
0.0016 |
0.1% |
1.3460 |
| Close |
1.3536 |
1.3536 |
0.0000 |
0.0% |
1.3536 |
| Range |
0.0034 |
0.0023 |
-0.0011 |
-32.4% |
0.0075 |
| ATR |
0.0036 |
0.0035 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
123 |
330 |
207 |
168.3% |
600 |
|
| Daily Pivots for day following 25-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3600 |
1.3591 |
1.3549 |
|
| R3 |
1.3577 |
1.3568 |
1.3542 |
|
| R2 |
1.3554 |
1.3554 |
1.3540 |
|
| R1 |
1.3545 |
1.3545 |
1.3538 |
1.3550 |
| PP |
1.3531 |
1.3531 |
1.3531 |
1.3533 |
| S1 |
1.3522 |
1.3522 |
1.3534 |
1.3527 |
| S2 |
1.3508 |
1.3508 |
1.3532 |
|
| S3 |
1.3485 |
1.3499 |
1.3530 |
|
| S4 |
1.3462 |
1.3476 |
1.3523 |
|
|
| 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 |
1.3638 |
|
2.618 |
1.3600 |
|
1.618 |
1.3577 |
|
1.000 |
1.3563 |
|
0.618 |
1.3554 |
|
HIGH |
1.3540 |
|
0.618 |
1.3531 |
|
0.500 |
1.3529 |
|
0.382 |
1.3526 |
|
LOW |
1.3517 |
|
0.618 |
1.3503 |
|
1.000 |
1.3494 |
|
1.618 |
1.3480 |
|
2.618 |
1.3457 |
|
4.250 |
1.3419 |
|
|
| Fisher Pivots for day following 25-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3534 |
1.3524 |
| PP |
1.3531 |
1.3512 |
| S1 |
1.3529 |
1.3500 |
|