CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 22-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2007 |
22-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3512 |
1.3503 |
-0.0009 |
-0.1% |
1.3670 |
| High |
1.3512 |
1.3560 |
0.0048 |
0.4% |
1.3681 |
| Low |
1.3474 |
1.3478 |
0.0004 |
0.0% |
1.3396 |
| Close |
1.3480 |
1.3544 |
0.0064 |
0.5% |
1.3488 |
| Range |
0.0038 |
0.0082 |
0.0044 |
115.8% |
0.0285 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
1.3% |
0.0000 |
| Volume |
124,404 |
144,729 |
20,325 |
16.3% |
986,615 |
|
| Daily Pivots for day following 22-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3773 |
1.3741 |
1.3589 |
|
| R3 |
1.3691 |
1.3659 |
1.3567 |
|
| R2 |
1.3609 |
1.3609 |
1.3559 |
|
| R1 |
1.3577 |
1.3577 |
1.3552 |
1.3593 |
| PP |
1.3527 |
1.3527 |
1.3527 |
1.3536 |
| S1 |
1.3495 |
1.3495 |
1.3536 |
1.3511 |
| S2 |
1.3445 |
1.3445 |
1.3529 |
|
| S3 |
1.3363 |
1.3413 |
1.3521 |
|
| S4 |
1.3281 |
1.3331 |
1.3499 |
|
|
| Weekly Pivots for week ending 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4377 |
1.4217 |
1.3645 |
|
| R3 |
1.4092 |
1.3932 |
1.3566 |
|
| R2 |
1.3807 |
1.3807 |
1.3540 |
|
| R1 |
1.3647 |
1.3647 |
1.3514 |
1.3585 |
| PP |
1.3522 |
1.3522 |
1.3522 |
1.3490 |
| S1 |
1.3362 |
1.3362 |
1.3462 |
1.3300 |
| S2 |
1.3237 |
1.3237 |
1.3436 |
|
| S3 |
1.2952 |
1.3077 |
1.3410 |
|
| S4 |
1.2667 |
1.2792 |
1.3331 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3560 |
1.3396 |
0.0164 |
1.2% |
0.0058 |
0.4% |
90% |
True |
False |
209,248 |
| 10 |
1.3747 |
1.3396 |
0.0351 |
2.6% |
0.0056 |
0.4% |
42% |
False |
False |
200,809 |
| 20 |
1.3844 |
1.3396 |
0.0448 |
3.3% |
0.0055 |
0.4% |
33% |
False |
False |
195,552 |
| 40 |
1.3877 |
1.3396 |
0.0481 |
3.6% |
0.0048 |
0.4% |
31% |
False |
False |
175,383 |
| 60 |
1.3877 |
1.3313 |
0.0564 |
4.2% |
0.0043 |
0.3% |
41% |
False |
False |
141,650 |
| 80 |
1.3877 |
1.3313 |
0.0564 |
4.2% |
0.0039 |
0.3% |
41% |
False |
False |
106,334 |
| 100 |
1.3877 |
1.3313 |
0.0564 |
4.2% |
0.0035 |
0.3% |
41% |
False |
False |
85,112 |
| 120 |
1.3877 |
1.3190 |
0.0687 |
5.1% |
0.0033 |
0.2% |
52% |
False |
False |
70,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3909 |
|
2.618 |
1.3775 |
|
1.618 |
1.3693 |
|
1.000 |
1.3642 |
|
0.618 |
1.3611 |
|
HIGH |
1.3560 |
|
0.618 |
1.3529 |
|
0.500 |
1.3519 |
|
0.382 |
1.3509 |
|
LOW |
1.3478 |
|
0.618 |
1.3427 |
|
1.000 |
1.3396 |
|
1.618 |
1.3345 |
|
2.618 |
1.3263 |
|
4.250 |
1.3130 |
|
|
| Fisher Pivots for day following 22-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3536 |
1.3535 |
| PP |
1.3527 |
1.3526 |
| S1 |
1.3519 |
1.3517 |
|