CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 09-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2007 |
09-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3633 |
1.3655 |
0.0022 |
0.2% |
1.3624 |
| High |
1.3673 |
1.3667 |
-0.0006 |
0.0% |
1.3676 |
| Low |
1.3600 |
1.3648 |
0.0048 |
0.4% |
1.3600 |
| Close |
1.3653 |
1.3654 |
0.0001 |
0.0% |
1.3653 |
| Range |
0.0073 |
0.0019 |
-0.0054 |
-74.0% |
0.0076 |
| ATR |
0.0053 |
0.0051 |
-0.0002 |
-4.6% |
0.0000 |
| Volume |
188,593 |
152,015 |
-36,578 |
-19.4% |
695,086 |
|
| Daily Pivots for day following 09-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3713 |
1.3703 |
1.3664 |
|
| R3 |
1.3694 |
1.3684 |
1.3659 |
|
| R2 |
1.3675 |
1.3675 |
1.3657 |
|
| R1 |
1.3665 |
1.3665 |
1.3656 |
1.3661 |
| PP |
1.3656 |
1.3656 |
1.3656 |
1.3654 |
| S1 |
1.3646 |
1.3646 |
1.3652 |
1.3642 |
| S2 |
1.3637 |
1.3637 |
1.3651 |
|
| S3 |
1.3618 |
1.3627 |
1.3649 |
|
| S4 |
1.3599 |
1.3608 |
1.3644 |
|
|
| Weekly Pivots for week ending 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3871 |
1.3838 |
1.3695 |
|
| R3 |
1.3795 |
1.3762 |
1.3674 |
|
| R2 |
1.3719 |
1.3719 |
1.3667 |
|
| R1 |
1.3686 |
1.3686 |
1.3660 |
1.3703 |
| PP |
1.3643 |
1.3643 |
1.3643 |
1.3651 |
| S1 |
1.3610 |
1.3610 |
1.3646 |
1.3627 |
| S2 |
1.3567 |
1.3567 |
1.3639 |
|
| S3 |
1.3491 |
1.3534 |
1.3632 |
|
| S4 |
1.3415 |
1.3458 |
1.3611 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3676 |
1.3600 |
0.0076 |
0.6% |
0.0046 |
0.3% |
71% |
False |
False |
169,420 |
| 10 |
1.3676 |
1.3465 |
0.0211 |
1.5% |
0.0039 |
0.3% |
90% |
False |
False |
157,189 |
| 20 |
1.3676 |
1.3313 |
0.0363 |
2.7% |
0.0037 |
0.3% |
94% |
False |
False |
134,799 |
| 40 |
1.3676 |
1.3313 |
0.0363 |
2.7% |
0.0033 |
0.2% |
94% |
False |
False |
68,694 |
| 60 |
1.3740 |
1.3313 |
0.0427 |
3.1% |
0.0030 |
0.2% |
80% |
False |
False |
45,892 |
| 80 |
1.3740 |
1.3313 |
0.0427 |
3.1% |
0.0029 |
0.2% |
80% |
False |
False |
34,475 |
| 100 |
1.3740 |
1.3175 |
0.0565 |
4.1% |
0.0024 |
0.2% |
85% |
False |
False |
27,593 |
| 120 |
1.3740 |
1.3024 |
0.0716 |
5.2% |
0.0021 |
0.2% |
88% |
False |
False |
22,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3748 |
|
2.618 |
1.3717 |
|
1.618 |
1.3698 |
|
1.000 |
1.3686 |
|
0.618 |
1.3679 |
|
HIGH |
1.3667 |
|
0.618 |
1.3660 |
|
0.500 |
1.3658 |
|
0.382 |
1.3655 |
|
LOW |
1.3648 |
|
0.618 |
1.3636 |
|
1.000 |
1.3629 |
|
1.618 |
1.3617 |
|
2.618 |
1.3598 |
|
4.250 |
1.3567 |
|
|
| Fisher Pivots for day following 09-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3658 |
1.3649 |
| PP |
1.3656 |
1.3643 |
| S1 |
1.3655 |
1.3638 |
|