CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 03-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2007 |
03-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3684 |
1.3712 |
0.0028 |
0.2% |
1.3688 |
| High |
1.3725 |
1.3822 |
0.0097 |
0.7% |
1.3822 |
| Low |
1.3671 |
1.3712 |
0.0041 |
0.3% |
1.3670 |
| Close |
1.3712 |
1.3821 |
0.0109 |
0.8% |
1.3821 |
| Range |
0.0054 |
0.0110 |
0.0056 |
103.7% |
0.0152 |
| ATR |
0.0056 |
0.0060 |
0.0004 |
6.8% |
0.0000 |
| Volume |
195,666 |
136,156 |
-59,510 |
-30.4% |
871,244 |
|
| Daily Pivots for day following 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4115 |
1.4078 |
1.3882 |
|
| R3 |
1.4005 |
1.3968 |
1.3851 |
|
| R2 |
1.3895 |
1.3895 |
1.3841 |
|
| R1 |
1.3858 |
1.3858 |
1.3831 |
1.3877 |
| PP |
1.3785 |
1.3785 |
1.3785 |
1.3794 |
| S1 |
1.3748 |
1.3748 |
1.3811 |
1.3767 |
| S2 |
1.3675 |
1.3675 |
1.3801 |
|
| S3 |
1.3565 |
1.3638 |
1.3791 |
|
| S4 |
1.3455 |
1.3528 |
1.3761 |
|
|
| Weekly Pivots for week ending 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4227 |
1.4176 |
1.3905 |
|
| R3 |
1.4075 |
1.4024 |
1.3863 |
|
| R2 |
1.3923 |
1.3923 |
1.3849 |
|
| R1 |
1.3872 |
1.3872 |
1.3835 |
1.3898 |
| PP |
1.3771 |
1.3771 |
1.3771 |
1.3784 |
| S1 |
1.3720 |
1.3720 |
1.3807 |
1.3746 |
| S2 |
1.3619 |
1.3619 |
1.3793 |
|
| S3 |
1.3467 |
1.3568 |
1.3779 |
|
| S4 |
1.3315 |
1.3416 |
1.3737 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3822 |
1.3670 |
0.0152 |
1.1% |
0.0061 |
0.4% |
99% |
True |
False |
174,248 |
| 10 |
1.3877 |
1.3652 |
0.0225 |
1.6% |
0.0052 |
0.4% |
75% |
False |
False |
177,810 |
| 20 |
1.3877 |
1.3648 |
0.0229 |
1.7% |
0.0046 |
0.3% |
76% |
False |
False |
168,245 |
| 40 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0041 |
0.3% |
90% |
False |
False |
148,441 |
| 60 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0038 |
0.3% |
90% |
False |
False |
99,347 |
| 80 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0034 |
0.2% |
90% |
False |
False |
74,582 |
| 100 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0032 |
0.2% |
90% |
False |
False |
59,709 |
| 120 |
1.3877 |
1.3175 |
0.0702 |
5.1% |
0.0027 |
0.2% |
92% |
False |
False |
49,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4290 |
|
2.618 |
1.4110 |
|
1.618 |
1.4000 |
|
1.000 |
1.3932 |
|
0.618 |
1.3890 |
|
HIGH |
1.3822 |
|
0.618 |
1.3780 |
|
0.500 |
1.3767 |
|
0.382 |
1.3754 |
|
LOW |
1.3712 |
|
0.618 |
1.3644 |
|
1.000 |
1.3602 |
|
1.618 |
1.3534 |
|
2.618 |
1.3424 |
|
4.250 |
1.3245 |
|
|
| Fisher Pivots for day following 03-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3803 |
1.3796 |
| PP |
1.3785 |
1.3771 |
| S1 |
1.3767 |
1.3746 |
|