CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 27-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2007 |
27-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3537 |
1.3515 |
-0.0022 |
-0.2% |
1.3486 |
| High |
1.3537 |
1.3514 |
-0.0023 |
-0.2% |
1.3535 |
| Low |
1.3537 |
1.3501 |
-0.0036 |
-0.3% |
1.3460 |
| Close |
1.3537 |
1.3515 |
-0.0022 |
-0.2% |
1.3536 |
| Range |
0.0000 |
0.0013 |
0.0013 |
|
0.0075 |
| ATR |
0.0033 |
0.0033 |
0.0000 |
0.7% |
0.0000 |
| Volume |
155 |
133 |
-22 |
-14.2% |
600 |
|
| Daily Pivots for day following 27-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3549 |
1.3545 |
1.3522 |
|
| R3 |
1.3536 |
1.3532 |
1.3519 |
|
| R2 |
1.3523 |
1.3523 |
1.3517 |
|
| R1 |
1.3519 |
1.3519 |
1.3516 |
1.3522 |
| PP |
1.3510 |
1.3510 |
1.3510 |
1.3511 |
| S1 |
1.3506 |
1.3506 |
1.3514 |
1.3509 |
| S2 |
1.3497 |
1.3497 |
1.3513 |
|
| S3 |
1.3484 |
1.3493 |
1.3511 |
|
| S4 |
1.3471 |
1.3480 |
1.3508 |
|
|
| 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 |
1.3569 |
|
2.618 |
1.3548 |
|
1.618 |
1.3535 |
|
1.000 |
1.3527 |
|
0.618 |
1.3522 |
|
HIGH |
1.3514 |
|
0.618 |
1.3509 |
|
0.500 |
1.3508 |
|
0.382 |
1.3506 |
|
LOW |
1.3501 |
|
0.618 |
1.3493 |
|
1.000 |
1.3488 |
|
1.618 |
1.3480 |
|
2.618 |
1.3467 |
|
4.250 |
1.3446 |
|
|
| Fisher Pivots for day following 27-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3513 |
1.3521 |
| PP |
1.3510 |
1.3519 |
| S1 |
1.3508 |
1.3517 |
|