CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 29-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2007 |
29-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3501 |
1.3602 |
0.0101 |
0.7% |
1.3527 |
| High |
1.3535 |
1.3606 |
0.0071 |
0.5% |
1.3606 |
| Low |
1.3505 |
1.3576 |
0.0071 |
0.5% |
1.3501 |
| Close |
1.3501 |
1.3601 |
0.0100 |
0.7% |
1.3601 |
| Range |
0.0030 |
0.0030 |
0.0000 |
0.0% |
0.0105 |
| ATR |
0.0033 |
0.0038 |
0.0005 |
15.7% |
0.0000 |
| Volume |
119 |
82 |
-37 |
-31.1% |
819 |
|
| Daily Pivots for day following 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3684 |
1.3673 |
1.3618 |
|
| R3 |
1.3654 |
1.3643 |
1.3609 |
|
| R2 |
1.3624 |
1.3624 |
1.3607 |
|
| R1 |
1.3613 |
1.3613 |
1.3604 |
1.3604 |
| PP |
1.3594 |
1.3594 |
1.3594 |
1.3590 |
| S1 |
1.3583 |
1.3583 |
1.3598 |
1.3574 |
| S2 |
1.3564 |
1.3564 |
1.3596 |
|
| S3 |
1.3534 |
1.3553 |
1.3593 |
|
| S4 |
1.3504 |
1.3523 |
1.3585 |
|
|
| Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3884 |
1.3848 |
1.3659 |
|
| R3 |
1.3779 |
1.3743 |
1.3630 |
|
| R2 |
1.3674 |
1.3674 |
1.3620 |
|
| R1 |
1.3638 |
1.3638 |
1.3611 |
1.3656 |
| PP |
1.3569 |
1.3569 |
1.3569 |
1.3579 |
| S1 |
1.3533 |
1.3533 |
1.3591 |
1.3551 |
| S2 |
1.3464 |
1.3464 |
1.3582 |
|
| S3 |
1.3359 |
1.3428 |
1.3572 |
|
| S4 |
1.3254 |
1.3323 |
1.3543 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3734 |
|
2.618 |
1.3685 |
|
1.618 |
1.3655 |
|
1.000 |
1.3636 |
|
0.618 |
1.3625 |
|
HIGH |
1.3606 |
|
0.618 |
1.3595 |
|
0.500 |
1.3591 |
|
0.382 |
1.3587 |
|
LOW |
1.3576 |
|
0.618 |
1.3557 |
|
1.000 |
1.3546 |
|
1.618 |
1.3527 |
|
2.618 |
1.3497 |
|
4.250 |
1.3449 |
|
|
| Fisher Pivots for day following 29-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3598 |
1.3585 |
| PP |
1.3594 |
1.3569 |
| S1 |
1.3591 |
1.3554 |
|