CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 10-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2007 |
10-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3655 |
1.3707 |
0.0052 |
0.4% |
1.3624 |
| High |
1.3667 |
1.3772 |
0.0105 |
0.8% |
1.3676 |
| Low |
1.3648 |
1.3690 |
0.0042 |
0.3% |
1.3600 |
| Close |
1.3654 |
1.3761 |
0.0107 |
0.8% |
1.3653 |
| Range |
0.0019 |
0.0082 |
0.0063 |
331.6% |
0.0076 |
| ATR |
0.0051 |
0.0056 |
0.0005 |
9.4% |
0.0000 |
| Volume |
152,015 |
86,956 |
-65,059 |
-42.8% |
695,086 |
|
| Daily Pivots for day following 10-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3987 |
1.3956 |
1.3806 |
|
| R3 |
1.3905 |
1.3874 |
1.3784 |
|
| R2 |
1.3823 |
1.3823 |
1.3776 |
|
| R1 |
1.3792 |
1.3792 |
1.3769 |
1.3808 |
| PP |
1.3741 |
1.3741 |
1.3741 |
1.3749 |
| S1 |
1.3710 |
1.3710 |
1.3753 |
1.3726 |
| S2 |
1.3659 |
1.3659 |
1.3746 |
|
| S3 |
1.3577 |
1.3628 |
1.3738 |
|
| S4 |
1.3495 |
1.3546 |
1.3716 |
|
|
| 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 |
1.3772 |
1.3600 |
0.0172 |
1.2% |
0.0052 |
0.4% |
94% |
True |
False |
151,916 |
| 10 |
1.3772 |
1.3465 |
0.0307 |
2.2% |
0.0044 |
0.3% |
96% |
True |
False |
147,921 |
| 20 |
1.3772 |
1.3313 |
0.0459 |
3.3% |
0.0040 |
0.3% |
98% |
True |
False |
137,419 |
| 40 |
1.3772 |
1.3313 |
0.0459 |
3.3% |
0.0035 |
0.3% |
98% |
True |
False |
70,858 |
| 60 |
1.3772 |
1.3313 |
0.0459 |
3.3% |
0.0030 |
0.2% |
98% |
True |
False |
47,335 |
| 80 |
1.3772 |
1.3313 |
0.0459 |
3.3% |
0.0030 |
0.2% |
98% |
True |
False |
35,562 |
| 100 |
1.3772 |
1.3175 |
0.0597 |
4.3% |
0.0025 |
0.2% |
98% |
True |
False |
28,462 |
| 120 |
1.3772 |
1.3024 |
0.0748 |
5.4% |
0.0022 |
0.2% |
99% |
True |
False |
23,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4121 |
|
2.618 |
1.3987 |
|
1.618 |
1.3905 |
|
1.000 |
1.3854 |
|
0.618 |
1.3823 |
|
HIGH |
1.3772 |
|
0.618 |
1.3741 |
|
0.500 |
1.3731 |
|
0.382 |
1.3721 |
|
LOW |
1.3690 |
|
0.618 |
1.3639 |
|
1.000 |
1.3608 |
|
1.618 |
1.3557 |
|
2.618 |
1.3475 |
|
4.250 |
1.3342 |
|
|
| Fisher Pivots for day following 10-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3751 |
1.3736 |
| PP |
1.3741 |
1.3711 |
| S1 |
1.3731 |
1.3686 |
|