CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 09-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2007 |
09-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3686 |
1.3695 |
0.0009 |
0.1% |
1.3692 |
| High |
1.3700 |
1.3696 |
-0.0004 |
0.0% |
1.3700 |
| Low |
1.3640 |
1.3686 |
0.0046 |
0.3% |
1.3640 |
| Close |
1.3686 |
1.3687 |
0.0001 |
0.0% |
1.3686 |
| Range |
0.0060 |
0.0010 |
-0.0050 |
-83.3% |
0.0060 |
| ATR |
0.0042 |
0.0040 |
-0.0002 |
-5.4% |
0.0000 |
| Volume |
152 |
147 |
-5 |
-3.3% |
875 |
|
| Daily Pivots for day following 09-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3720 |
1.3713 |
1.3693 |
|
| R3 |
1.3710 |
1.3703 |
1.3690 |
|
| R2 |
1.3700 |
1.3700 |
1.3689 |
|
| R1 |
1.3693 |
1.3693 |
1.3688 |
1.3692 |
| PP |
1.3690 |
1.3690 |
1.3690 |
1.3689 |
| S1 |
1.3683 |
1.3683 |
1.3686 |
1.3682 |
| S2 |
1.3680 |
1.3680 |
1.3685 |
|
| S3 |
1.3670 |
1.3673 |
1.3684 |
|
| S4 |
1.3660 |
1.3663 |
1.3682 |
|
|
| Weekly Pivots for week ending 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3855 |
1.3831 |
1.3719 |
|
| R3 |
1.3795 |
1.3771 |
1.3703 |
|
| R2 |
1.3735 |
1.3735 |
1.3697 |
|
| R1 |
1.3711 |
1.3711 |
1.3692 |
1.3693 |
| PP |
1.3675 |
1.3675 |
1.3675 |
1.3667 |
| S1 |
1.3651 |
1.3651 |
1.3681 |
1.3633 |
| S2 |
1.3615 |
1.3615 |
1.3675 |
|
| S3 |
1.3555 |
1.3591 |
1.3670 |
|
| S4 |
1.3495 |
1.3531 |
1.3653 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3739 |
|
2.618 |
1.3722 |
|
1.618 |
1.3712 |
|
1.000 |
1.3706 |
|
0.618 |
1.3702 |
|
HIGH |
1.3696 |
|
0.618 |
1.3692 |
|
0.500 |
1.3691 |
|
0.382 |
1.3690 |
|
LOW |
1.3686 |
|
0.618 |
1.3680 |
|
1.000 |
1.3676 |
|
1.618 |
1.3670 |
|
2.618 |
1.3660 |
|
4.250 |
1.3644 |
|
|
| Fisher Pivots for day following 09-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3691 |
1.3681 |
| PP |
1.3690 |
1.3676 |
| S1 |
1.3688 |
1.3670 |
|