CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 07-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2007 |
07-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3841 |
1.3812 |
-0.0029 |
-0.2% |
1.3688 |
| High |
1.3841 |
1.3815 |
-0.0026 |
-0.2% |
1.3822 |
| Low |
1.3802 |
1.3755 |
-0.0047 |
-0.3% |
1.3670 |
| Close |
1.3818 |
1.3779 |
-0.0039 |
-0.3% |
1.3821 |
| Range |
0.0039 |
0.0060 |
0.0021 |
53.8% |
0.0152 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.5% |
0.0000 |
| Volume |
198,574 |
177,660 |
-20,914 |
-10.5% |
871,244 |
|
| Daily Pivots for day following 07-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3963 |
1.3931 |
1.3812 |
|
| R3 |
1.3903 |
1.3871 |
1.3796 |
|
| R2 |
1.3843 |
1.3843 |
1.3790 |
|
| R1 |
1.3811 |
1.3811 |
1.3785 |
1.3797 |
| PP |
1.3783 |
1.3783 |
1.3783 |
1.3776 |
| S1 |
1.3751 |
1.3751 |
1.3774 |
1.3737 |
| S2 |
1.3723 |
1.3723 |
1.3768 |
|
| S3 |
1.3663 |
1.3691 |
1.3763 |
|
| S4 |
1.3603 |
1.3631 |
1.3746 |
|
|
| 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% |
0.0065 |
0.5% |
64% |
False |
False |
173,979 |
| 10 |
1.3841 |
1.3652 |
0.0189 |
1.4% |
0.0055 |
0.4% |
67% |
False |
False |
188,335 |
| 20 |
1.3877 |
1.3652 |
0.0225 |
1.6% |
0.0046 |
0.3% |
56% |
False |
False |
175,109 |
| 40 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0043 |
0.3% |
83% |
False |
False |
156,264 |
| 60 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0039 |
0.3% |
83% |
False |
False |
105,608 |
| 80 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0034 |
0.2% |
83% |
False |
False |
79,278 |
| 100 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0033 |
0.2% |
83% |
False |
False |
63,471 |
| 120 |
1.3877 |
1.3175 |
0.0702 |
5.1% |
0.0028 |
0.2% |
86% |
False |
False |
52,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4070 |
|
2.618 |
1.3972 |
|
1.618 |
1.3912 |
|
1.000 |
1.3875 |
|
0.618 |
1.3852 |
|
HIGH |
1.3815 |
|
0.618 |
1.3792 |
|
0.500 |
1.3785 |
|
0.382 |
1.3778 |
|
LOW |
1.3755 |
|
0.618 |
1.3718 |
|
1.000 |
1.3695 |
|
1.618 |
1.3658 |
|
2.618 |
1.3598 |
|
4.250 |
1.3500 |
|
|
| Fisher Pivots for day following 07-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3785 |
1.3778 |
| PP |
1.3783 |
1.3777 |
| S1 |
1.3781 |
1.3777 |
|