CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 26-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2007 |
26-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3771 |
1.3750 |
-0.0021 |
-0.2% |
1.3812 |
| High |
1.3771 |
1.3792 |
0.0021 |
0.2% |
1.3869 |
| Low |
1.3720 |
1.3730 |
0.0010 |
0.1% |
1.3782 |
| Close |
1.3732 |
1.3763 |
0.0031 |
0.2% |
1.3847 |
| Range |
0.0051 |
0.0062 |
0.0011 |
21.6% |
0.0087 |
| ATR |
0.0053 |
0.0054 |
0.0001 |
1.2% |
0.0000 |
| Volume |
139,782 |
248,699 |
108,917 |
77.9% |
757,674 |
|
| Daily Pivots for day following 26-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3948 |
1.3917 |
1.3797 |
|
| R3 |
1.3886 |
1.3855 |
1.3780 |
|
| R2 |
1.3824 |
1.3824 |
1.3774 |
|
| R1 |
1.3793 |
1.3793 |
1.3769 |
1.3809 |
| PP |
1.3762 |
1.3762 |
1.3762 |
1.3769 |
| S1 |
1.3731 |
1.3731 |
1.3757 |
1.3747 |
| S2 |
1.3700 |
1.3700 |
1.3752 |
|
| S3 |
1.3638 |
1.3669 |
1.3746 |
|
| S4 |
1.3576 |
1.3607 |
1.3729 |
|
|
| 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% |
0.0044 |
0.3% |
27% |
False |
False |
159,747 |
| 10 |
1.3877 |
1.3720 |
0.0157 |
1.1% |
0.0040 |
0.3% |
27% |
False |
False |
156,088 |
| 20 |
1.3877 |
1.3467 |
0.0410 |
3.0% |
0.0043 |
0.3% |
72% |
False |
False |
160,630 |
| 40 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0038 |
0.3% |
80% |
False |
False |
120,886 |
| 60 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0034 |
0.2% |
80% |
False |
False |
80,733 |
| 80 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0030 |
0.2% |
80% |
False |
False |
60,610 |
| 100 |
1.3877 |
1.3190 |
0.0687 |
5.0% |
0.0029 |
0.2% |
83% |
False |
False |
48,534 |
| 120 |
1.3877 |
1.3070 |
0.0807 |
5.9% |
0.0025 |
0.2% |
86% |
False |
False |
40,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4056 |
|
2.618 |
1.3954 |
|
1.618 |
1.3892 |
|
1.000 |
1.3854 |
|
0.618 |
1.3830 |
|
HIGH |
1.3792 |
|
0.618 |
1.3768 |
|
0.500 |
1.3761 |
|
0.382 |
1.3754 |
|
LOW |
1.3730 |
|
0.618 |
1.3692 |
|
1.000 |
1.3668 |
|
1.618 |
1.3630 |
|
2.618 |
1.3568 |
|
4.250 |
1.3467 |
|
|
| Fisher Pivots for day following 26-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3762 |
1.3799 |
| PP |
1.3762 |
1.3787 |
| S1 |
1.3761 |
1.3775 |
|