CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 10-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2007 |
10-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3695 |
1.3771 |
0.0076 |
0.6% |
1.3692 |
| High |
1.3696 |
1.3795 |
0.0099 |
0.7% |
1.3700 |
| Low |
1.3686 |
1.3730 |
0.0044 |
0.3% |
1.3640 |
| Close |
1.3687 |
1.3794 |
0.0107 |
0.8% |
1.3686 |
| Range |
0.0010 |
0.0065 |
0.0055 |
550.0% |
0.0060 |
| ATR |
0.0040 |
0.0045 |
0.0005 |
12.3% |
0.0000 |
| Volume |
147 |
79 |
-68 |
-46.3% |
875 |
|
| Daily Pivots for day following 10-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3968 |
1.3946 |
1.3830 |
|
| R3 |
1.3903 |
1.3881 |
1.3812 |
|
| R2 |
1.3838 |
1.3838 |
1.3806 |
|
| R1 |
1.3816 |
1.3816 |
1.3800 |
1.3827 |
| PP |
1.3773 |
1.3773 |
1.3773 |
1.3779 |
| S1 |
1.3751 |
1.3751 |
1.3788 |
1.3762 |
| S2 |
1.3708 |
1.3708 |
1.3782 |
|
| S3 |
1.3643 |
1.3686 |
1.3776 |
|
| S4 |
1.3578 |
1.3621 |
1.3758 |
|
|
| 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 |
1.4071 |
|
2.618 |
1.3965 |
|
1.618 |
1.3900 |
|
1.000 |
1.3860 |
|
0.618 |
1.3835 |
|
HIGH |
1.3795 |
|
0.618 |
1.3770 |
|
0.500 |
1.3763 |
|
0.382 |
1.3755 |
|
LOW |
1.3730 |
|
0.618 |
1.3690 |
|
1.000 |
1.3665 |
|
1.618 |
1.3625 |
|
2.618 |
1.3560 |
|
4.250 |
1.3454 |
|
|
| Fisher Pivots for day following 10-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3784 |
1.3769 |
| PP |
1.3773 |
1.3743 |
| S1 |
1.3763 |
1.3718 |
|