CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 16-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2007 |
16-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3812 |
1.3812 |
0.0000 |
0.0% |
1.3655 |
| High |
1.3843 |
1.3820 |
-0.0023 |
-0.2% |
1.3843 |
| Low |
1.3800 |
1.3801 |
0.0001 |
0.0% |
1.3648 |
| Close |
1.3817 |
1.3811 |
-0.0006 |
0.0% |
1.3817 |
| Range |
0.0043 |
0.0019 |
-0.0024 |
-55.8% |
0.0195 |
| ATR |
0.0053 |
0.0051 |
-0.0002 |
-4.6% |
0.0000 |
| Volume |
143,744 |
185,249 |
41,505 |
28.9% |
829,139 |
|
| Daily Pivots for day following 16-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3868 |
1.3858 |
1.3821 |
|
| R3 |
1.3849 |
1.3839 |
1.3816 |
|
| R2 |
1.3830 |
1.3830 |
1.3814 |
|
| R1 |
1.3820 |
1.3820 |
1.3813 |
1.3816 |
| PP |
1.3811 |
1.3811 |
1.3811 |
1.3808 |
| S1 |
1.3801 |
1.3801 |
1.3809 |
1.3797 |
| S2 |
1.3792 |
1.3792 |
1.3808 |
|
| S3 |
1.3773 |
1.3782 |
1.3806 |
|
| S4 |
1.3754 |
1.3763 |
1.3801 |
|
|
| 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 |
1.3690 |
0.0153 |
1.1% |
0.0043 |
0.3% |
79% |
False |
False |
172,474 |
| 10 |
1.3843 |
1.3600 |
0.0243 |
1.8% |
0.0044 |
0.3% |
87% |
False |
False |
170,947 |
| 20 |
1.3843 |
1.3424 |
0.0419 |
3.0% |
0.0037 |
0.3% |
92% |
False |
False |
157,151 |
| 40 |
1.3843 |
1.3313 |
0.0530 |
3.8% |
0.0037 |
0.3% |
94% |
False |
False |
90,213 |
| 60 |
1.3843 |
1.3313 |
0.0530 |
3.8% |
0.0032 |
0.2% |
94% |
False |
False |
60,241 |
| 80 |
1.3843 |
1.3313 |
0.0530 |
3.8% |
0.0029 |
0.2% |
94% |
False |
False |
45,241 |
| 100 |
1.3843 |
1.3175 |
0.0668 |
4.8% |
0.0026 |
0.2% |
95% |
False |
False |
36,216 |
| 120 |
1.3843 |
1.3024 |
0.0819 |
5.9% |
0.0022 |
0.2% |
96% |
False |
False |
30,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3901 |
|
2.618 |
1.3870 |
|
1.618 |
1.3851 |
|
1.000 |
1.3839 |
|
0.618 |
1.3832 |
|
HIGH |
1.3820 |
|
0.618 |
1.3813 |
|
0.500 |
1.3811 |
|
0.382 |
1.3808 |
|
LOW |
1.3801 |
|
0.618 |
1.3789 |
|
1.000 |
1.3782 |
|
1.618 |
1.3770 |
|
2.618 |
1.3751 |
|
4.250 |
1.3720 |
|
|
| Fisher Pivots for day following 16-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3811 |
1.3816 |
| PP |
1.3811 |
1.3814 |
| S1 |
1.3811 |
1.3813 |
|