CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 25-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2007 |
25-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3860 |
1.3771 |
-0.0089 |
-0.6% |
1.3812 |
| High |
1.3877 |
1.3771 |
-0.0106 |
-0.8% |
1.3869 |
| Low |
1.3838 |
1.3720 |
-0.0118 |
-0.9% |
1.3782 |
| Close |
1.3853 |
1.3732 |
-0.0121 |
-0.9% |
1.3847 |
| Range |
0.0039 |
0.0051 |
0.0012 |
30.8% |
0.0087 |
| ATR |
0.0047 |
0.0053 |
0.0006 |
13.2% |
0.0000 |
| Volume |
126,109 |
139,782 |
13,673 |
10.8% |
757,674 |
|
| Daily Pivots for day following 25-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3894 |
1.3864 |
1.3760 |
|
| R3 |
1.3843 |
1.3813 |
1.3746 |
|
| R2 |
1.3792 |
1.3792 |
1.3741 |
|
| R1 |
1.3762 |
1.3762 |
1.3737 |
1.3752 |
| PP |
1.3741 |
1.3741 |
1.3741 |
1.3736 |
| S1 |
1.3711 |
1.3711 |
1.3727 |
1.3701 |
| S2 |
1.3690 |
1.3690 |
1.3723 |
|
| S3 |
1.3639 |
1.3660 |
1.3718 |
|
| S4 |
1.3588 |
1.3609 |
1.3704 |
|
|
| 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 |
1.3877 |
1.3720 |
0.0157 |
1.1% |
0.0038 |
0.3% |
8% |
False |
True |
146,371 |
| 10 |
1.3877 |
1.3720 |
0.0157 |
1.1% |
0.0038 |
0.3% |
8% |
False |
True |
150,846 |
| 20 |
1.3877 |
1.3465 |
0.0412 |
3.0% |
0.0041 |
0.3% |
65% |
False |
False |
155,213 |
| 40 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0037 |
0.3% |
74% |
False |
False |
114,699 |
| 60 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0034 |
0.2% |
74% |
False |
False |
76,595 |
| 80 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0030 |
0.2% |
74% |
False |
False |
57,502 |
| 100 |
1.3877 |
1.3190 |
0.0687 |
5.0% |
0.0028 |
0.2% |
79% |
False |
False |
46,047 |
| 120 |
1.3877 |
1.3040 |
0.0837 |
6.1% |
0.0024 |
0.2% |
83% |
False |
False |
38,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3988 |
|
2.618 |
1.3905 |
|
1.618 |
1.3854 |
|
1.000 |
1.3822 |
|
0.618 |
1.3803 |
|
HIGH |
1.3771 |
|
0.618 |
1.3752 |
|
0.500 |
1.3746 |
|
0.382 |
1.3739 |
|
LOW |
1.3720 |
|
0.618 |
1.3688 |
|
1.000 |
1.3669 |
|
1.618 |
1.3637 |
|
2.618 |
1.3586 |
|
4.250 |
1.3503 |
|
|
| Fisher Pivots for day following 25-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3746 |
1.3799 |
| PP |
1.3741 |
1.3776 |
| S1 |
1.3737 |
1.3754 |
|