CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 12-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2007 |
12-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3793 |
1.3816 |
0.0023 |
0.2% |
1.3624 |
| High |
1.3809 |
1.3826 |
0.0017 |
0.1% |
1.3676 |
| Low |
1.3777 |
1.3788 |
0.0011 |
0.1% |
1.3600 |
| Close |
1.3793 |
1.3813 |
0.0020 |
0.1% |
1.3653 |
| Range |
0.0032 |
0.0038 |
0.0006 |
18.8% |
0.0076 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
250,146 |
196,278 |
-53,868 |
-21.5% |
695,086 |
|
| Daily Pivots for day following 12-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3923 |
1.3906 |
1.3834 |
|
| R3 |
1.3885 |
1.3868 |
1.3823 |
|
| R2 |
1.3847 |
1.3847 |
1.3820 |
|
| R1 |
1.3830 |
1.3830 |
1.3816 |
1.3820 |
| PP |
1.3809 |
1.3809 |
1.3809 |
1.3804 |
| S1 |
1.3792 |
1.3792 |
1.3810 |
1.3782 |
| S2 |
1.3771 |
1.3771 |
1.3806 |
|
| S3 |
1.3733 |
1.3754 |
1.3803 |
|
| S4 |
1.3695 |
1.3716 |
1.3792 |
|
|
| 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 |
1.3826 |
1.3600 |
0.0226 |
1.6% |
0.0049 |
0.4% |
94% |
True |
False |
174,797 |
| 10 |
1.3826 |
1.3467 |
0.0359 |
2.6% |
0.0046 |
0.3% |
96% |
True |
False |
165,172 |
| 20 |
1.3826 |
1.3321 |
0.0505 |
3.7% |
0.0040 |
0.3% |
97% |
True |
False |
155,320 |
| 40 |
1.3826 |
1.3313 |
0.0513 |
3.7% |
0.0036 |
0.3% |
97% |
True |
False |
82,010 |
| 60 |
1.3826 |
1.3313 |
0.0513 |
3.7% |
0.0031 |
0.2% |
97% |
True |
False |
54,767 |
| 80 |
1.3826 |
1.3313 |
0.0513 |
3.7% |
0.0030 |
0.2% |
97% |
True |
False |
41,134 |
| 100 |
1.3826 |
1.3175 |
0.0651 |
4.7% |
0.0025 |
0.2% |
98% |
True |
False |
32,927 |
| 120 |
1.3826 |
1.3024 |
0.0802 |
5.8% |
0.0022 |
0.2% |
98% |
True |
False |
27,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3988 |
|
2.618 |
1.3925 |
|
1.618 |
1.3887 |
|
1.000 |
1.3864 |
|
0.618 |
1.3849 |
|
HIGH |
1.3826 |
|
0.618 |
1.3811 |
|
0.500 |
1.3807 |
|
0.382 |
1.3803 |
|
LOW |
1.3788 |
|
0.618 |
1.3765 |
|
1.000 |
1.3750 |
|
1.618 |
1.3727 |
|
2.618 |
1.3689 |
|
4.250 |
1.3627 |
|
|
| Fisher Pivots for day following 12-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3811 |
1.3795 |
| PP |
1.3809 |
1.3776 |
| S1 |
1.3807 |
1.3758 |
|