CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 13-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2007 |
13-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3730 |
1.3673 |
-0.0057 |
-0.4% |
1.3847 |
| High |
1.3740 |
1.3673 |
-0.0067 |
-0.5% |
1.3870 |
| Low |
1.3712 |
1.3660 |
-0.0052 |
-0.4% |
1.3712 |
| Close |
1.3746 |
1.3668 |
-0.0078 |
-0.6% |
1.3746 |
| Range |
0.0028 |
0.0013 |
-0.0015 |
-53.6% |
0.0158 |
| ATR |
0.0052 |
0.0055 |
0.0002 |
4.6% |
0.0000 |
| Volume |
1,271 |
891 |
-380 |
-29.9% |
4,100 |
|
| Daily Pivots for day following 13-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3706 |
1.3700 |
1.3675 |
|
| R3 |
1.3693 |
1.3687 |
1.3672 |
|
| R2 |
1.3680 |
1.3680 |
1.3670 |
|
| R1 |
1.3674 |
1.3674 |
1.3669 |
1.3671 |
| PP |
1.3667 |
1.3667 |
1.3667 |
1.3665 |
| S1 |
1.3661 |
1.3661 |
1.3667 |
1.3658 |
| S2 |
1.3654 |
1.3654 |
1.3666 |
|
| S3 |
1.3641 |
1.3648 |
1.3664 |
|
| S4 |
1.3628 |
1.3635 |
1.3661 |
|
|
| Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4250 |
1.4156 |
1.3833 |
|
| R3 |
1.4092 |
1.3998 |
1.3789 |
|
| R2 |
1.3934 |
1.3934 |
1.3775 |
|
| R1 |
1.3840 |
1.3840 |
1.3760 |
1.3808 |
| PP |
1.3776 |
1.3776 |
1.3776 |
1.3760 |
| S1 |
1.3682 |
1.3682 |
1.3732 |
1.3650 |
| S2 |
1.3618 |
1.3618 |
1.3717 |
|
| S3 |
1.3460 |
1.3524 |
1.3703 |
|
| S4 |
1.3302 |
1.3366 |
1.3659 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3728 |
|
2.618 |
1.3707 |
|
1.618 |
1.3694 |
|
1.000 |
1.3686 |
|
0.618 |
1.3681 |
|
HIGH |
1.3673 |
|
0.618 |
1.3668 |
|
0.500 |
1.3667 |
|
0.382 |
1.3665 |
|
LOW |
1.3660 |
|
0.618 |
1.3652 |
|
1.000 |
1.3647 |
|
1.618 |
1.3639 |
|
2.618 |
1.3626 |
|
4.250 |
1.3605 |
|
|
| Fisher Pivots for day following 13-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3668 |
1.3705 |
| PP |
1.3667 |
1.3693 |
| S1 |
1.3667 |
1.3680 |
|