CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 06-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2007 |
06-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3712 |
1.3841 |
0.0129 |
0.9% |
1.3688 |
| High |
1.3822 |
1.3841 |
0.0019 |
0.1% |
1.3822 |
| Low |
1.3712 |
1.3802 |
0.0090 |
0.7% |
1.3670 |
| Close |
1.3821 |
1.3818 |
-0.0003 |
0.0% |
1.3821 |
| Range |
0.0110 |
0.0039 |
-0.0071 |
-64.5% |
0.0152 |
| ATR |
0.0060 |
0.0059 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
136,156 |
198,574 |
62,418 |
45.8% |
871,244 |
|
| Daily Pivots for day following 06-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3937 |
1.3917 |
1.3839 |
|
| R3 |
1.3898 |
1.3878 |
1.3829 |
|
| R2 |
1.3859 |
1.3859 |
1.3825 |
|
| R1 |
1.3839 |
1.3839 |
1.3822 |
1.3830 |
| PP |
1.3820 |
1.3820 |
1.3820 |
1.3816 |
| S1 |
1.3800 |
1.3800 |
1.3814 |
1.3791 |
| S2 |
1.3781 |
1.3781 |
1.3811 |
|
| S3 |
1.3742 |
1.3761 |
1.3807 |
|
| S4 |
1.3703 |
1.3722 |
1.3797 |
|
|
| 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 |
1.3841 |
1.3670 |
0.0171 |
1.2% |
0.0062 |
0.4% |
87% |
True |
False |
167,254 |
| 10 |
1.3877 |
1.3652 |
0.0225 |
1.6% |
0.0053 |
0.4% |
74% |
False |
False |
183,180 |
| 20 |
1.3877 |
1.3652 |
0.0225 |
1.6% |
0.0047 |
0.3% |
74% |
False |
False |
170,573 |
| 40 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0042 |
0.3% |
90% |
False |
False |
152,686 |
| 60 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0038 |
0.3% |
90% |
False |
False |
102,654 |
| 80 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0034 |
0.2% |
90% |
False |
False |
77,062 |
| 100 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0032 |
0.2% |
90% |
False |
False |
61,695 |
| 120 |
1.3877 |
1.3175 |
0.0702 |
5.1% |
0.0028 |
0.2% |
92% |
False |
False |
51,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4007 |
|
2.618 |
1.3943 |
|
1.618 |
1.3904 |
|
1.000 |
1.3880 |
|
0.618 |
1.3865 |
|
HIGH |
1.3841 |
|
0.618 |
1.3826 |
|
0.500 |
1.3822 |
|
0.382 |
1.3817 |
|
LOW |
1.3802 |
|
0.618 |
1.3778 |
|
1.000 |
1.3763 |
|
1.618 |
1.3739 |
|
2.618 |
1.3700 |
|
4.250 |
1.3636 |
|
|
| Fisher Pivots for day following 06-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3822 |
1.3797 |
| PP |
1.3820 |
1.3777 |
| S1 |
1.3819 |
1.3756 |
|