CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 13-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2007 |
13-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3816 |
1.3812 |
-0.0004 |
0.0% |
1.3655 |
| High |
1.3826 |
1.3843 |
0.0017 |
0.1% |
1.3843 |
| Low |
1.3788 |
1.3800 |
0.0012 |
0.1% |
1.3648 |
| Close |
1.3813 |
1.3817 |
0.0004 |
0.0% |
1.3817 |
| Range |
0.0038 |
0.0043 |
0.0005 |
13.2% |
0.0195 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
196,278 |
143,744 |
-52,534 |
-26.8% |
829,139 |
|
| Daily Pivots for day following 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3949 |
1.3926 |
1.3841 |
|
| R3 |
1.3906 |
1.3883 |
1.3829 |
|
| R2 |
1.3863 |
1.3863 |
1.3825 |
|
| R1 |
1.3840 |
1.3840 |
1.3821 |
1.3852 |
| PP |
1.3820 |
1.3820 |
1.3820 |
1.3826 |
| S1 |
1.3797 |
1.3797 |
1.3813 |
1.3809 |
| S2 |
1.3777 |
1.3777 |
1.3809 |
|
| S3 |
1.3734 |
1.3754 |
1.3805 |
|
| S4 |
1.3691 |
1.3711 |
1.3793 |
|
|
| Weekly Pivots for week ending 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4354 |
1.4281 |
1.3924 |
|
| R3 |
1.4159 |
1.4086 |
1.3871 |
|
| R2 |
1.3964 |
1.3964 |
1.3853 |
|
| R1 |
1.3891 |
1.3891 |
1.3835 |
1.3928 |
| PP |
1.3769 |
1.3769 |
1.3769 |
1.3788 |
| S1 |
1.3696 |
1.3696 |
1.3799 |
1.3733 |
| S2 |
1.3574 |
1.3574 |
1.3781 |
|
| S3 |
1.3379 |
1.3501 |
1.3763 |
|
| S4 |
1.3184 |
1.3306 |
1.3710 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3843 |
1.3648 |
0.0195 |
1.4% |
0.0043 |
0.3% |
87% |
True |
False |
165,827 |
| 10 |
1.3843 |
1.3538 |
0.0305 |
2.2% |
0.0046 |
0.3% |
91% |
True |
False |
166,130 |
| 20 |
1.3843 |
1.3358 |
0.0485 |
3.5% |
0.0040 |
0.3% |
95% |
True |
False |
155,353 |
| 40 |
1.3843 |
1.3313 |
0.0530 |
3.8% |
0.0036 |
0.3% |
95% |
True |
False |
85,590 |
| 60 |
1.3843 |
1.3313 |
0.0530 |
3.8% |
0.0032 |
0.2% |
95% |
True |
False |
57,157 |
| 80 |
1.3843 |
1.3313 |
0.0530 |
3.8% |
0.0030 |
0.2% |
95% |
True |
False |
42,929 |
| 100 |
1.3843 |
1.3175 |
0.0668 |
4.8% |
0.0026 |
0.2% |
96% |
True |
False |
34,364 |
| 120 |
1.3843 |
1.3024 |
0.0819 |
5.9% |
0.0022 |
0.2% |
97% |
True |
False |
28,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4026 |
|
2.618 |
1.3956 |
|
1.618 |
1.3913 |
|
1.000 |
1.3886 |
|
0.618 |
1.3870 |
|
HIGH |
1.3843 |
|
0.618 |
1.3827 |
|
0.500 |
1.3822 |
|
0.382 |
1.3816 |
|
LOW |
1.3800 |
|
0.618 |
1.3773 |
|
1.000 |
1.3757 |
|
1.618 |
1.3730 |
|
2.618 |
1.3687 |
|
4.250 |
1.3617 |
|
|
| Fisher Pivots for day following 13-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3822 |
1.3815 |
| PP |
1.3820 |
1.3812 |
| S1 |
1.3819 |
1.3810 |
|