CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 26-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2007 |
26-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3802 |
1.3795 |
-0.0007 |
-0.1% |
1.3844 |
| High |
1.3802 |
1.3825 |
0.0023 |
0.2% |
1.3890 |
| Low |
1.3760 |
1.3775 |
0.0015 |
0.1% |
1.3825 |
| Close |
1.3765 |
1.3795 |
0.0030 |
0.2% |
1.3880 |
| Range |
0.0042 |
0.0050 |
0.0008 |
19.0% |
0.0065 |
| ATR |
0.0042 |
0.0043 |
0.0001 |
3.1% |
0.0000 |
| Volume |
326 |
489 |
163 |
50.0% |
1,100 |
|
| Daily Pivots for day following 26-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3948 |
1.3922 |
1.3823 |
|
| R3 |
1.3898 |
1.3872 |
1.3809 |
|
| R2 |
1.3848 |
1.3848 |
1.3804 |
|
| R1 |
1.3822 |
1.3822 |
1.3800 |
1.3820 |
| PP |
1.3798 |
1.3798 |
1.3798 |
1.3798 |
| S1 |
1.3772 |
1.3772 |
1.3790 |
1.3770 |
| S2 |
1.3748 |
1.3748 |
1.3786 |
|
| S3 |
1.3698 |
1.3722 |
1.3781 |
|
| S4 |
1.3648 |
1.3672 |
1.3768 |
|
|
| Weekly Pivots for week ending 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4060 |
1.4035 |
1.3916 |
|
| R3 |
1.3995 |
1.3970 |
1.3898 |
|
| R2 |
1.3930 |
1.3930 |
1.3892 |
|
| R1 |
1.3905 |
1.3905 |
1.3886 |
1.3918 |
| PP |
1.3865 |
1.3865 |
1.3865 |
1.3871 |
| S1 |
1.3840 |
1.3840 |
1.3874 |
1.3853 |
| S2 |
1.3800 |
1.3800 |
1.3868 |
|
| S3 |
1.3735 |
1.3775 |
1.3862 |
|
| S4 |
1.3670 |
1.3710 |
1.3844 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4038 |
|
2.618 |
1.3956 |
|
1.618 |
1.3906 |
|
1.000 |
1.3875 |
|
0.618 |
1.3856 |
|
HIGH |
1.3825 |
|
0.618 |
1.3806 |
|
0.500 |
1.3800 |
|
0.382 |
1.3794 |
|
LOW |
1.3775 |
|
0.618 |
1.3744 |
|
1.000 |
1.3725 |
|
1.618 |
1.3694 |
|
2.618 |
1.3644 |
|
4.250 |
1.3563 |
|
|
| Fisher Pivots for day following 26-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3800 |
1.3833 |
| PP |
1.3798 |
1.3820 |
| S1 |
1.3797 |
1.3808 |
|