CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 30-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2007 |
30-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3696 |
1.3677 |
-0.0019 |
-0.1% |
1.3504 |
| High |
1.3710 |
1.3693 |
-0.0017 |
-0.1% |
1.3712 |
| Low |
1.3685 |
1.3647 |
-0.0038 |
-0.3% |
1.3500 |
| Close |
1.3696 |
1.3677 |
-0.0019 |
-0.1% |
1.3707 |
| Range |
0.0025 |
0.0046 |
0.0021 |
84.0% |
0.0212 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
1,129 |
923 |
-206 |
-18.2% |
4,462 |
|
| Daily Pivots for day following 30-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3810 |
1.3790 |
1.3702 |
|
| R3 |
1.3764 |
1.3744 |
1.3690 |
|
| R2 |
1.3718 |
1.3718 |
1.3685 |
|
| R1 |
1.3698 |
1.3698 |
1.3681 |
1.3700 |
| PP |
1.3672 |
1.3672 |
1.3672 |
1.3674 |
| S1 |
1.3652 |
1.3652 |
1.3673 |
1.3654 |
| S2 |
1.3626 |
1.3626 |
1.3669 |
|
| S3 |
1.3580 |
1.3606 |
1.3664 |
|
| S4 |
1.3534 |
1.3560 |
1.3652 |
|
|
| 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 |
1.3647 |
0.0065 |
0.5% |
0.0038 |
0.3% |
46% |
False |
True |
902 |
| 10 |
1.3712 |
1.3500 |
0.0212 |
1.6% |
0.0037 |
0.3% |
83% |
False |
False |
921 |
| 20 |
1.3870 |
1.3430 |
0.0440 |
3.2% |
0.0034 |
0.3% |
56% |
False |
False |
876 |
| 40 |
1.3905 |
1.3430 |
0.0475 |
3.5% |
0.0030 |
0.2% |
52% |
False |
False |
605 |
| 60 |
1.3905 |
1.3382 |
0.0523 |
3.8% |
0.0024 |
0.2% |
56% |
False |
False |
449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3889 |
|
2.618 |
1.3813 |
|
1.618 |
1.3767 |
|
1.000 |
1.3739 |
|
0.618 |
1.3721 |
|
HIGH |
1.3693 |
|
0.618 |
1.3675 |
|
0.500 |
1.3670 |
|
0.382 |
1.3665 |
|
LOW |
1.3647 |
|
0.618 |
1.3619 |
|
1.000 |
1.3601 |
|
1.618 |
1.3573 |
|
2.618 |
1.3527 |
|
4.250 |
1.3452 |
|
|
| Fisher Pivots for day following 30-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3675 |
1.3679 |
| PP |
1.3672 |
1.3678 |
| S1 |
1.3670 |
1.3678 |
|