CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 18-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2007 |
18-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3800 |
1.3806 |
0.0006 |
0.0% |
1.3655 |
| High |
1.3819 |
1.3845 |
0.0026 |
0.2% |
1.3843 |
| Low |
1.3798 |
1.3782 |
-0.0016 |
-0.1% |
1.3648 |
| Close |
1.3811 |
1.3823 |
0.0012 |
0.1% |
1.3817 |
| Range |
0.0021 |
0.0063 |
0.0042 |
200.0% |
0.0195 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
2.1% |
0.0000 |
| Volume |
118,473 |
132,860 |
14,387 |
12.1% |
829,139 |
|
| Daily Pivots for day following 18-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4006 |
1.3977 |
1.3858 |
|
| R3 |
1.3943 |
1.3914 |
1.3840 |
|
| R2 |
1.3880 |
1.3880 |
1.3835 |
|
| R1 |
1.3851 |
1.3851 |
1.3829 |
1.3866 |
| PP |
1.3817 |
1.3817 |
1.3817 |
1.3824 |
| S1 |
1.3788 |
1.3788 |
1.3817 |
1.3803 |
| S2 |
1.3754 |
1.3754 |
1.3811 |
|
| S3 |
1.3691 |
1.3725 |
1.3806 |
|
| S4 |
1.3628 |
1.3662 |
1.3788 |
|
|
| 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 |
1.3845 |
1.3782 |
0.0063 |
0.5% |
0.0037 |
0.3% |
65% |
True |
True |
155,320 |
| 10 |
1.3845 |
1.3600 |
0.0245 |
1.8% |
0.0045 |
0.3% |
91% |
True |
False |
158,378 |
| 20 |
1.3845 |
1.3424 |
0.0421 |
3.0% |
0.0039 |
0.3% |
95% |
True |
False |
152,964 |
| 40 |
1.3845 |
1.3313 |
0.0532 |
3.8% |
0.0037 |
0.3% |
96% |
True |
False |
96,471 |
| 60 |
1.3845 |
1.3313 |
0.0532 |
3.8% |
0.0033 |
0.2% |
96% |
True |
False |
64,423 |
| 80 |
1.3845 |
1.3313 |
0.0532 |
3.8% |
0.0029 |
0.2% |
96% |
True |
False |
48,376 |
| 100 |
1.3845 |
1.3175 |
0.0670 |
4.8% |
0.0027 |
0.2% |
97% |
True |
False |
38,729 |
| 120 |
1.3845 |
1.3040 |
0.0805 |
5.8% |
0.0023 |
0.2% |
97% |
True |
False |
32,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4113 |
|
2.618 |
1.4010 |
|
1.618 |
1.3947 |
|
1.000 |
1.3908 |
|
0.618 |
1.3884 |
|
HIGH |
1.3845 |
|
0.618 |
1.3821 |
|
0.500 |
1.3814 |
|
0.382 |
1.3806 |
|
LOW |
1.3782 |
|
0.618 |
1.3743 |
|
1.000 |
1.3719 |
|
1.618 |
1.3680 |
|
2.618 |
1.3617 |
|
4.250 |
1.3514 |
|
|
| Fisher Pivots for day following 18-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3820 |
1.3820 |
| PP |
1.3817 |
1.3817 |
| S1 |
1.3814 |
1.3814 |
|