CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 27-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2007 |
27-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3669 |
1.3695 |
0.0026 |
0.2% |
1.3504 |
| High |
1.3712 |
1.3695 |
-0.0017 |
-0.1% |
1.3712 |
| Low |
1.3664 |
1.3670 |
0.0006 |
0.0% |
1.3500 |
| Close |
1.3707 |
1.3687 |
-0.0020 |
-0.1% |
1.3707 |
| Range |
0.0048 |
0.0025 |
-0.0023 |
-47.9% |
0.0212 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
616 |
995 |
379 |
61.5% |
4,462 |
|
| Daily Pivots for day following 27-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3759 |
1.3748 |
1.3701 |
|
| R3 |
1.3734 |
1.3723 |
1.3694 |
|
| R2 |
1.3709 |
1.3709 |
1.3692 |
|
| R1 |
1.3698 |
1.3698 |
1.3689 |
1.3691 |
| PP |
1.3684 |
1.3684 |
1.3684 |
1.3681 |
| S1 |
1.3673 |
1.3673 |
1.3685 |
1.3666 |
| S2 |
1.3659 |
1.3659 |
1.3682 |
|
| S3 |
1.3634 |
1.3648 |
1.3680 |
|
| S4 |
1.3609 |
1.3623 |
1.3673 |
|
|
| Weekly Pivots for week ending 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4276 |
1.4203 |
1.3824 |
|
| R3 |
1.4064 |
1.3991 |
1.3765 |
|
| R2 |
1.3852 |
1.3852 |
1.3746 |
|
| R1 |
1.3779 |
1.3779 |
1.3726 |
1.3816 |
| PP |
1.3640 |
1.3640 |
1.3640 |
1.3658 |
| S1 |
1.3567 |
1.3567 |
1.3688 |
1.3604 |
| S2 |
1.3428 |
1.3428 |
1.3668 |
|
| S3 |
1.3216 |
1.3355 |
1.3649 |
|
| S4 |
1.3004 |
1.3143 |
1.3590 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3712 |
1.3500 |
0.0212 |
1.5% |
0.0031 |
0.2% |
88% |
False |
False |
829 |
| 10 |
1.3712 |
1.3430 |
0.0282 |
2.1% |
0.0037 |
0.3% |
91% |
False |
False |
937 |
| 20 |
1.3870 |
1.3430 |
0.0440 |
3.2% |
0.0033 |
0.2% |
58% |
False |
False |
796 |
| 40 |
1.3905 |
1.3430 |
0.0475 |
3.5% |
0.0029 |
0.2% |
54% |
False |
False |
550 |
| 60 |
1.3905 |
1.3382 |
0.0523 |
3.8% |
0.0023 |
0.2% |
58% |
False |
False |
404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3801 |
|
2.618 |
1.3760 |
|
1.618 |
1.3735 |
|
1.000 |
1.3720 |
|
0.618 |
1.3710 |
|
HIGH |
1.3695 |
|
0.618 |
1.3685 |
|
0.500 |
1.3683 |
|
0.382 |
1.3680 |
|
LOW |
1.3670 |
|
0.618 |
1.3655 |
|
1.000 |
1.3645 |
|
1.618 |
1.3630 |
|
2.618 |
1.3605 |
|
4.250 |
1.3564 |
|
|
| Fisher Pivots for day following 27-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3686 |
1.3675 |
| PP |
1.3684 |
1.3663 |
| S1 |
1.3683 |
1.3651 |
|