CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 11-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2007 |
11-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3771 |
1.3816 |
0.0045 |
0.3% |
1.3692 |
| High |
1.3795 |
1.3840 |
0.0045 |
0.3% |
1.3700 |
| Low |
1.3730 |
1.3816 |
0.0086 |
0.6% |
1.3640 |
| Close |
1.3794 |
1.3826 |
0.0032 |
0.2% |
1.3686 |
| Range |
0.0065 |
0.0024 |
-0.0041 |
-63.1% |
0.0060 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
0.2% |
0.0000 |
| Volume |
79 |
550 |
471 |
596.2% |
875 |
|
| Daily Pivots for day following 11-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3899 |
1.3887 |
1.3839 |
|
| R3 |
1.3875 |
1.3863 |
1.3833 |
|
| R2 |
1.3851 |
1.3851 |
1.3830 |
|
| R1 |
1.3839 |
1.3839 |
1.3828 |
1.3845 |
| PP |
1.3827 |
1.3827 |
1.3827 |
1.3831 |
| S1 |
1.3815 |
1.3815 |
1.3824 |
1.3821 |
| S2 |
1.3803 |
1.3803 |
1.3822 |
|
| S3 |
1.3779 |
1.3791 |
1.3819 |
|
| S4 |
1.3755 |
1.3767 |
1.3813 |
|
|
| 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 |
1.3942 |
|
2.618 |
1.3903 |
|
1.618 |
1.3879 |
|
1.000 |
1.3864 |
|
0.618 |
1.3855 |
|
HIGH |
1.3840 |
|
0.618 |
1.3831 |
|
0.500 |
1.3828 |
|
0.382 |
1.3825 |
|
LOW |
1.3816 |
|
0.618 |
1.3801 |
|
1.000 |
1.3792 |
|
1.618 |
1.3777 |
|
2.618 |
1.3753 |
|
4.250 |
1.3714 |
|
|
| Fisher Pivots for day following 11-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3828 |
1.3805 |
| PP |
1.3827 |
1.3784 |
| S1 |
1.3827 |
1.3763 |
|