CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 20-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2007 |
20-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3843 |
1.3827 |
-0.0016 |
-0.1% |
1.3812 |
| High |
1.3857 |
1.3869 |
0.0012 |
0.1% |
1.3869 |
| Low |
1.3825 |
1.3827 |
0.0002 |
0.0% |
1.3782 |
| Close |
1.3832 |
1.3847 |
0.0015 |
0.1% |
1.3847 |
| Range |
0.0032 |
0.0042 |
0.0010 |
31.3% |
0.0087 |
| ATR |
0.0049 |
0.0048 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
181,818 |
139,274 |
-42,544 |
-23.4% |
757,674 |
|
| Daily Pivots for day following 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3974 |
1.3952 |
1.3870 |
|
| R3 |
1.3932 |
1.3910 |
1.3859 |
|
| R2 |
1.3890 |
1.3890 |
1.3855 |
|
| R1 |
1.3868 |
1.3868 |
1.3851 |
1.3879 |
| PP |
1.3848 |
1.3848 |
1.3848 |
1.3853 |
| S1 |
1.3826 |
1.3826 |
1.3843 |
1.3837 |
| S2 |
1.3806 |
1.3806 |
1.3839 |
|
| S3 |
1.3764 |
1.3784 |
1.3835 |
|
| S4 |
1.3722 |
1.3742 |
1.3824 |
|
|
| Weekly Pivots for week ending 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4094 |
1.4057 |
1.3895 |
|
| R3 |
1.4007 |
1.3970 |
1.3871 |
|
| R2 |
1.3920 |
1.3920 |
1.3863 |
|
| R1 |
1.3883 |
1.3883 |
1.3855 |
1.3902 |
| PP |
1.3833 |
1.3833 |
1.3833 |
1.3842 |
| S1 |
1.3796 |
1.3796 |
1.3839 |
1.3815 |
| S2 |
1.3746 |
1.3746 |
1.3831 |
|
| S3 |
1.3659 |
1.3709 |
1.3823 |
|
| S4 |
1.3572 |
1.3622 |
1.3799 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3869 |
1.3782 |
0.0087 |
0.6% |
0.0035 |
0.3% |
75% |
True |
False |
151,534 |
| 10 |
1.3869 |
1.3648 |
0.0221 |
1.6% |
0.0039 |
0.3% |
90% |
True |
False |
158,681 |
| 20 |
1.3869 |
1.3459 |
0.0410 |
3.0% |
0.0040 |
0.3% |
95% |
True |
False |
157,229 |
| 40 |
1.3869 |
1.3313 |
0.0556 |
4.0% |
0.0037 |
0.3% |
96% |
True |
False |
104,470 |
| 60 |
1.3869 |
1.3313 |
0.0556 |
4.0% |
0.0034 |
0.2% |
96% |
True |
False |
69,766 |
| 80 |
1.3869 |
1.3313 |
0.0556 |
4.0% |
0.0030 |
0.2% |
96% |
True |
False |
52,381 |
| 100 |
1.3869 |
1.3175 |
0.0694 |
5.0% |
0.0028 |
0.2% |
97% |
True |
False |
41,940 |
| 120 |
1.3869 |
1.3040 |
0.0829 |
6.0% |
0.0024 |
0.2% |
97% |
True |
False |
34,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4048 |
|
2.618 |
1.3979 |
|
1.618 |
1.3937 |
|
1.000 |
1.3911 |
|
0.618 |
1.3895 |
|
HIGH |
1.3869 |
|
0.618 |
1.3853 |
|
0.500 |
1.3848 |
|
0.382 |
1.3843 |
|
LOW |
1.3827 |
|
0.618 |
1.3801 |
|
1.000 |
1.3785 |
|
1.618 |
1.3759 |
|
2.618 |
1.3717 |
|
4.250 |
1.3649 |
|
|
| Fisher Pivots for day following 20-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3848 |
1.3840 |
| PP |
1.3848 |
1.3833 |
| S1 |
1.3847 |
1.3826 |
|