CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 19-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2007 |
19-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3856 |
1.3865 |
0.0009 |
0.1% |
1.3695 |
| High |
1.3875 |
1.3885 |
0.0010 |
0.1% |
1.3850 |
| Low |
1.3825 |
1.3860 |
0.0035 |
0.3% |
1.3686 |
| Close |
1.3856 |
1.3865 |
0.0009 |
0.1% |
1.3850 |
| Range |
0.0050 |
0.0025 |
-0.0025 |
-50.0% |
0.0164 |
| ATR |
0.0037 |
0.0036 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
184 |
202 |
18 |
9.8% |
1,681 |
|
| Daily Pivots for day following 19-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3945 |
1.3930 |
1.3879 |
|
| R3 |
1.3920 |
1.3905 |
1.3872 |
|
| R2 |
1.3895 |
1.3895 |
1.3870 |
|
| R1 |
1.3880 |
1.3880 |
1.3867 |
1.3878 |
| PP |
1.3870 |
1.3870 |
1.3870 |
1.3869 |
| S1 |
1.3855 |
1.3855 |
1.3863 |
1.3853 |
| S2 |
1.3845 |
1.3845 |
1.3860 |
|
| S3 |
1.3820 |
1.3830 |
1.3858 |
|
| S4 |
1.3795 |
1.3805 |
1.3851 |
|
|
| 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 |
1.3991 |
|
2.618 |
1.3950 |
|
1.618 |
1.3925 |
|
1.000 |
1.3910 |
|
0.618 |
1.3900 |
|
HIGH |
1.3885 |
|
0.618 |
1.3875 |
|
0.500 |
1.3873 |
|
0.382 |
1.3870 |
|
LOW |
1.3860 |
|
0.618 |
1.3845 |
|
1.000 |
1.3835 |
|
1.618 |
1.3820 |
|
2.618 |
1.3795 |
|
4.250 |
1.3754 |
|
|
| Fisher Pivots for day following 19-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3873 |
1.3862 |
| PP |
1.3870 |
1.3858 |
| S1 |
1.3868 |
1.3855 |
|