CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 10-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2007 |
10-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3746 |
1.3686 |
-0.0060 |
-0.4% |
1.3841 |
| High |
1.3747 |
1.3726 |
-0.0021 |
-0.2% |
1.3844 |
| Low |
1.3672 |
1.3684 |
0.0012 |
0.1% |
1.3672 |
| Close |
1.3703 |
1.3716 |
0.0013 |
0.1% |
1.3716 |
| Range |
0.0075 |
0.0042 |
-0.0033 |
-44.0% |
0.0172 |
| ATR |
0.0065 |
0.0064 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
170,989 |
278,443 |
107,454 |
62.8% |
985,047 |
|
| Daily Pivots for day following 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3835 |
1.3817 |
1.3739 |
|
| R3 |
1.3793 |
1.3775 |
1.3728 |
|
| R2 |
1.3751 |
1.3751 |
1.3724 |
|
| R1 |
1.3733 |
1.3733 |
1.3720 |
1.3742 |
| PP |
1.3709 |
1.3709 |
1.3709 |
1.3713 |
| S1 |
1.3691 |
1.3691 |
1.3712 |
1.3700 |
| S2 |
1.3667 |
1.3667 |
1.3708 |
|
| S3 |
1.3625 |
1.3649 |
1.3704 |
|
| S4 |
1.3583 |
1.3607 |
1.3693 |
|
|
| Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4260 |
1.4160 |
1.3811 |
|
| R3 |
1.4088 |
1.3988 |
1.3763 |
|
| R2 |
1.3916 |
1.3916 |
1.3748 |
|
| R1 |
1.3816 |
1.3816 |
1.3732 |
1.3780 |
| PP |
1.3744 |
1.3744 |
1.3744 |
1.3726 |
| S1 |
1.3644 |
1.3644 |
1.3700 |
1.3608 |
| S2 |
1.3572 |
1.3572 |
1.3684 |
|
| S3 |
1.3400 |
1.3472 |
1.3669 |
|
| S4 |
1.3228 |
1.3300 |
1.3621 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3844 |
1.3672 |
0.0172 |
1.3% |
0.0051 |
0.4% |
26% |
False |
False |
197,009 |
| 10 |
1.3844 |
1.3670 |
0.0174 |
1.3% |
0.0056 |
0.4% |
26% |
False |
False |
185,629 |
| 20 |
1.3877 |
1.3652 |
0.0225 |
1.6% |
0.0048 |
0.3% |
28% |
False |
False |
176,041 |
| 40 |
1.3877 |
1.3358 |
0.0519 |
3.8% |
0.0044 |
0.3% |
69% |
False |
False |
165,697 |
| 60 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0040 |
0.3% |
71% |
False |
False |
115,740 |
| 80 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0036 |
0.3% |
71% |
False |
False |
86,878 |
| 100 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0033 |
0.2% |
71% |
False |
False |
69,551 |
| 120 |
1.3877 |
1.3175 |
0.0702 |
5.1% |
0.0030 |
0.2% |
77% |
False |
False |
57,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3905 |
|
2.618 |
1.3836 |
|
1.618 |
1.3794 |
|
1.000 |
1.3768 |
|
0.618 |
1.3752 |
|
HIGH |
1.3726 |
|
0.618 |
1.3710 |
|
0.500 |
1.3705 |
|
0.382 |
1.3700 |
|
LOW |
1.3684 |
|
0.618 |
1.3658 |
|
1.000 |
1.3642 |
|
1.618 |
1.3616 |
|
2.618 |
1.3574 |
|
4.250 |
1.3506 |
|
|
| Fisher Pivots for day following 10-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3712 |
1.3758 |
| PP |
1.3709 |
1.3744 |
| S1 |
1.3705 |
1.3730 |
|