CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 13-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2007 |
13-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3686 |
1.3670 |
-0.0016 |
-0.1% |
1.3841 |
| High |
1.3726 |
1.3681 |
-0.0045 |
-0.3% |
1.3844 |
| Low |
1.3684 |
1.3624 |
-0.0060 |
-0.4% |
1.3672 |
| Close |
1.3716 |
1.3638 |
-0.0078 |
-0.6% |
1.3716 |
| Range |
0.0042 |
0.0057 |
0.0015 |
35.7% |
0.0172 |
| ATR |
0.0064 |
0.0066 |
0.0002 |
3.2% |
0.0000 |
| Volume |
278,443 |
179,836 |
-98,607 |
-35.4% |
985,047 |
|
| Daily Pivots for day following 13-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3819 |
1.3785 |
1.3669 |
|
| R3 |
1.3762 |
1.3728 |
1.3654 |
|
| R2 |
1.3705 |
1.3705 |
1.3648 |
|
| R1 |
1.3671 |
1.3671 |
1.3643 |
1.3660 |
| PP |
1.3648 |
1.3648 |
1.3648 |
1.3642 |
| S1 |
1.3614 |
1.3614 |
1.3633 |
1.3603 |
| S2 |
1.3591 |
1.3591 |
1.3628 |
|
| S3 |
1.3534 |
1.3557 |
1.3622 |
|
| S4 |
1.3477 |
1.3500 |
1.3607 |
|
|
| 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 |
1.3624 |
0.0220 |
1.6% |
0.0054 |
0.4% |
6% |
False |
True |
193,261 |
| 10 |
1.3844 |
1.3624 |
0.0220 |
1.6% |
0.0058 |
0.4% |
6% |
False |
True |
180,258 |
| 20 |
1.3877 |
1.3624 |
0.0253 |
1.9% |
0.0050 |
0.4% |
6% |
False |
True |
175,770 |
| 40 |
1.3877 |
1.3424 |
0.0453 |
3.3% |
0.0043 |
0.3% |
47% |
False |
False |
166,460 |
| 60 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0041 |
0.3% |
58% |
False |
False |
118,732 |
| 80 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0036 |
0.3% |
58% |
False |
False |
89,123 |
| 100 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0033 |
0.2% |
58% |
False |
False |
71,347 |
| 120 |
1.3877 |
1.3175 |
0.0702 |
5.1% |
0.0030 |
0.2% |
66% |
False |
False |
59,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3923 |
|
2.618 |
1.3830 |
|
1.618 |
1.3773 |
|
1.000 |
1.3738 |
|
0.618 |
1.3716 |
|
HIGH |
1.3681 |
|
0.618 |
1.3659 |
|
0.500 |
1.3653 |
|
0.382 |
1.3646 |
|
LOW |
1.3624 |
|
0.618 |
1.3589 |
|
1.000 |
1.3567 |
|
1.618 |
1.3532 |
|
2.618 |
1.3475 |
|
4.250 |
1.3382 |
|
|
| Fisher Pivots for day following 13-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3653 |
1.3686 |
| PP |
1.3648 |
1.3670 |
| S1 |
1.3643 |
1.3654 |
|