CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 24-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2007 |
24-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3581 |
1.3629 |
0.0048 |
0.4% |
1.3496 |
| High |
1.3586 |
1.3690 |
0.0104 |
0.8% |
1.3690 |
| Low |
1.3557 |
1.3615 |
0.0058 |
0.4% |
1.3473 |
| Close |
1.3568 |
1.3682 |
0.0114 |
0.8% |
1.3682 |
| Range |
0.0029 |
0.0075 |
0.0046 |
158.6% |
0.0217 |
| ATR |
0.0068 |
0.0072 |
0.0004 |
5.6% |
0.0000 |
| Volume |
151,463 |
128,231 |
-23,232 |
-15.3% |
851,741 |
|
| Daily Pivots for day following 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3887 |
1.3860 |
1.3723 |
|
| R3 |
1.3812 |
1.3785 |
1.3703 |
|
| R2 |
1.3737 |
1.3737 |
1.3696 |
|
| R1 |
1.3710 |
1.3710 |
1.3689 |
1.3724 |
| PP |
1.3662 |
1.3662 |
1.3662 |
1.3669 |
| S1 |
1.3635 |
1.3635 |
1.3675 |
1.3649 |
| S2 |
1.3587 |
1.3587 |
1.3668 |
|
| S3 |
1.3512 |
1.3560 |
1.3661 |
|
| S4 |
1.3437 |
1.3485 |
1.3641 |
|
|
| Weekly Pivots for week ending 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4266 |
1.4191 |
1.3801 |
|
| R3 |
1.4049 |
1.3974 |
1.3742 |
|
| R2 |
1.3832 |
1.3832 |
1.3722 |
|
| R1 |
1.3757 |
1.3757 |
1.3702 |
1.3795 |
| PP |
1.3615 |
1.3615 |
1.3615 |
1.3634 |
| S1 |
1.3540 |
1.3540 |
1.3662 |
1.3578 |
| S2 |
1.3398 |
1.3398 |
1.3642 |
|
| S3 |
1.3181 |
1.3323 |
1.3622 |
|
| S4 |
1.2964 |
1.3106 |
1.3563 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3690 |
1.3473 |
0.0217 |
1.6% |
0.0052 |
0.4% |
96% |
True |
False |
170,348 |
| 10 |
1.3690 |
1.3396 |
0.0294 |
2.1% |
0.0055 |
0.4% |
97% |
True |
False |
183,835 |
| 20 |
1.3844 |
1.3396 |
0.0448 |
3.3% |
0.0055 |
0.4% |
64% |
False |
False |
184,732 |
| 40 |
1.3877 |
1.3396 |
0.0481 |
3.5% |
0.0049 |
0.4% |
59% |
False |
False |
175,512 |
| 60 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0044 |
0.3% |
65% |
False |
False |
146,279 |
| 80 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0040 |
0.3% |
65% |
False |
False |
109,820 |
| 100 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0035 |
0.3% |
65% |
False |
False |
87,907 |
| 120 |
1.3877 |
1.3190 |
0.0687 |
5.0% |
0.0033 |
0.2% |
72% |
False |
False |
73,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4009 |
|
2.618 |
1.3886 |
|
1.618 |
1.3811 |
|
1.000 |
1.3765 |
|
0.618 |
1.3736 |
|
HIGH |
1.3690 |
|
0.618 |
1.3661 |
|
0.500 |
1.3653 |
|
0.382 |
1.3644 |
|
LOW |
1.3615 |
|
0.618 |
1.3569 |
|
1.000 |
1.3540 |
|
1.618 |
1.3494 |
|
2.618 |
1.3419 |
|
4.250 |
1.3296 |
|
|
| Fisher Pivots for day following 24-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3672 |
1.3649 |
| PP |
1.3662 |
1.3617 |
| S1 |
1.3653 |
1.3584 |
|