CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 16-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2007 |
16-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3850 |
1.3844 |
-0.0006 |
0.0% |
1.3695 |
| High |
1.3850 |
1.3844 |
-0.0006 |
0.0% |
1.3850 |
| Low |
1.3850 |
1.3844 |
-0.0006 |
0.0% |
1.3686 |
| Close |
1.3850 |
1.3844 |
-0.0006 |
0.0% |
1.3850 |
| Range |
|
|
|
|
|
| ATR |
0.0040 |
0.0038 |
-0.0002 |
-6.1% |
0.0000 |
| Volume |
396 |
456 |
60 |
15.2% |
1,681 |
|
| Daily Pivots for day following 16-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3844 |
1.3844 |
1.3844 |
|
| R3 |
1.3844 |
1.3844 |
1.3844 |
|
| R2 |
1.3844 |
1.3844 |
1.3844 |
|
| R1 |
1.3844 |
1.3844 |
1.3844 |
1.3844 |
| PP |
1.3844 |
1.3844 |
1.3844 |
1.3844 |
| S1 |
1.3844 |
1.3844 |
1.3844 |
1.3844 |
| S2 |
1.3844 |
1.3844 |
1.3844 |
|
| S3 |
1.3844 |
1.3844 |
1.3844 |
|
| S4 |
1.3844 |
1.3844 |
1.3844 |
|
|
| Weekly Pivots for week ending 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4287 |
1.4233 |
1.3940 |
|
| R3 |
1.4123 |
1.4069 |
1.3895 |
|
| R2 |
1.3959 |
1.3959 |
1.3880 |
|
| R1 |
1.3905 |
1.3905 |
1.3865 |
1.3932 |
| PP |
1.3795 |
1.3795 |
1.3795 |
1.3809 |
| S1 |
1.3741 |
1.3741 |
1.3835 |
1.3768 |
| S2 |
1.3631 |
1.3631 |
1.3820 |
|
| S3 |
1.3467 |
1.3577 |
1.3805 |
|
| S4 |
1.3303 |
1.3413 |
1.3760 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3844 |
|
2.618 |
1.3844 |
|
1.618 |
1.3844 |
|
1.000 |
1.3844 |
|
0.618 |
1.3844 |
|
HIGH |
1.3844 |
|
0.618 |
1.3844 |
|
0.500 |
1.3844 |
|
0.382 |
1.3844 |
|
LOW |
1.3844 |
|
0.618 |
1.3844 |
|
1.000 |
1.3844 |
|
1.618 |
1.3844 |
|
2.618 |
1.3844 |
|
4.250 |
1.3844 |
|
|
| Fisher Pivots for day following 16-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3844 |
1.3847 |
| PP |
1.3844 |
1.3846 |
| S1 |
1.3844 |
1.3845 |
|