CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 08-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2007 |
08-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3812 |
1.3809 |
-0.0003 |
0.0% |
1.3688 |
| High |
1.3815 |
1.3844 |
0.0029 |
0.2% |
1.3822 |
| Low |
1.3755 |
1.3807 |
0.0052 |
0.4% |
1.3670 |
| Close |
1.3779 |
1.3816 |
0.0037 |
0.3% |
1.3821 |
| Range |
0.0060 |
0.0037 |
-0.0023 |
-38.3% |
0.0152 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.7% |
0.0000 |
| Volume |
177,660 |
159,381 |
-18,279 |
-10.3% |
871,244 |
|
| Daily Pivots for day following 08-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3933 |
1.3912 |
1.3836 |
|
| R3 |
1.3896 |
1.3875 |
1.3826 |
|
| R2 |
1.3859 |
1.3859 |
1.3823 |
|
| R1 |
1.3838 |
1.3838 |
1.3819 |
1.3849 |
| PP |
1.3822 |
1.3822 |
1.3822 |
1.3828 |
| S1 |
1.3801 |
1.3801 |
1.3813 |
1.3812 |
| S2 |
1.3785 |
1.3785 |
1.3809 |
|
| S3 |
1.3748 |
1.3764 |
1.3806 |
|
| S4 |
1.3711 |
1.3727 |
1.3796 |
|
|
| 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 |
1.3844 |
1.3671 |
0.0173 |
1.3% |
0.0060 |
0.4% |
84% |
True |
False |
173,487 |
| 10 |
1.3844 |
1.3652 |
0.0192 |
1.4% |
0.0054 |
0.4% |
85% |
True |
False |
190,295 |
| 20 |
1.3877 |
1.3652 |
0.0225 |
1.6% |
0.0046 |
0.3% |
73% |
False |
False |
170,570 |
| 40 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0043 |
0.3% |
89% |
False |
False |
159,297 |
| 60 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0039 |
0.3% |
89% |
False |
False |
108,262 |
| 80 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0035 |
0.2% |
89% |
False |
False |
81,267 |
| 100 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0033 |
0.2% |
89% |
False |
False |
65,059 |
| 120 |
1.3877 |
1.3175 |
0.0702 |
5.1% |
0.0029 |
0.2% |
91% |
False |
False |
54,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4001 |
|
2.618 |
1.3941 |
|
1.618 |
1.3904 |
|
1.000 |
1.3881 |
|
0.618 |
1.3867 |
|
HIGH |
1.3844 |
|
0.618 |
1.3830 |
|
0.500 |
1.3826 |
|
0.382 |
1.3821 |
|
LOW |
1.3807 |
|
0.618 |
1.3784 |
|
1.000 |
1.3770 |
|
1.618 |
1.3747 |
|
2.618 |
1.3710 |
|
4.250 |
1.3650 |
|
|
| Fisher Pivots for day following 08-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3826 |
1.3811 |
| PP |
1.3822 |
1.3805 |
| S1 |
1.3819 |
1.3800 |
|