CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 06-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2007 |
06-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3872 |
1.3864 |
-0.0008 |
-0.1% |
1.3764 |
| High |
1.3872 |
1.3864 |
-0.0008 |
-0.1% |
1.3872 |
| Low |
1.3872 |
1.3864 |
-0.0008 |
-0.1% |
1.3733 |
| Close |
1.3872 |
1.3864 |
-0.0008 |
-0.1% |
1.3872 |
| Range |
|
|
|
|
|
| ATR |
0.0038 |
0.0036 |
-0.0002 |
-5.7% |
0.0000 |
| Volume |
9 |
1 |
-8 |
-88.9% |
38 |
|
| Daily Pivots for day following 06-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3864 |
1.3864 |
1.3864 |
|
| R3 |
1.3864 |
1.3864 |
1.3864 |
|
| R2 |
1.3864 |
1.3864 |
1.3864 |
|
| R1 |
1.3864 |
1.3864 |
1.3864 |
1.3864 |
| PP |
1.3864 |
1.3864 |
1.3864 |
1.3864 |
| S1 |
1.3864 |
1.3864 |
1.3864 |
1.3864 |
| S2 |
1.3864 |
1.3864 |
1.3864 |
|
| S3 |
1.3864 |
1.3864 |
1.3864 |
|
| S4 |
1.3864 |
1.3864 |
1.3864 |
|
|
| Weekly Pivots for week ending 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4243 |
1.4196 |
1.3948 |
|
| R3 |
1.4104 |
1.4057 |
1.3910 |
|
| R2 |
1.3965 |
1.3965 |
1.3897 |
|
| R1 |
1.3918 |
1.3918 |
1.3885 |
1.3942 |
| PP |
1.3826 |
1.3826 |
1.3826 |
1.3837 |
| S1 |
1.3779 |
1.3779 |
1.3859 |
1.3803 |
| S2 |
1.3687 |
1.3687 |
1.3847 |
|
| S3 |
1.3548 |
1.3640 |
1.3834 |
|
| S4 |
1.3409 |
1.3501 |
1.3796 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3864 |
|
2.618 |
1.3864 |
|
1.618 |
1.3864 |
|
1.000 |
1.3864 |
|
0.618 |
1.3864 |
|
HIGH |
1.3864 |
|
0.618 |
1.3864 |
|
0.500 |
1.3864 |
|
0.382 |
1.3864 |
|
LOW |
1.3864 |
|
0.618 |
1.3864 |
|
1.000 |
1.3864 |
|
1.618 |
1.3864 |
|
2.618 |
1.3864 |
|
4.250 |
1.3864 |
|
|
| Fisher Pivots for day following 06-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3864 |
1.3849 |
| PP |
1.3864 |
1.3834 |
| S1 |
1.3864 |
1.3819 |
|