CME Euro FX Future March 2008
| 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 |
1.3765 |
1.3697 |
-0.0068 |
-0.5% |
1.3864 |
| High |
1.3765 |
1.3697 |
-0.0068 |
-0.5% |
1.3865 |
| Low |
1.3765 |
1.3694 |
-0.0071 |
-0.5% |
1.3752 |
| Close |
1.3765 |
1.3687 |
-0.0078 |
-0.6% |
1.3765 |
| Range |
0.0000 |
0.0003 |
0.0003 |
|
0.0113 |
| ATR |
0.0040 |
0.0042 |
0.0002 |
5.7% |
0.0000 |
| Volume |
9 |
0 |
-9 |
-100.0% |
19 |
|
| Daily Pivots for day following 13-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3702 |
1.3697 |
1.3689 |
|
| R3 |
1.3699 |
1.3694 |
1.3688 |
|
| R2 |
1.3696 |
1.3696 |
1.3688 |
|
| R1 |
1.3691 |
1.3691 |
1.3687 |
1.3692 |
| PP |
1.3693 |
1.3693 |
1.3693 |
1.3693 |
| S1 |
1.3688 |
1.3688 |
1.3687 |
1.3689 |
| S2 |
1.3690 |
1.3690 |
1.3686 |
|
| S3 |
1.3687 |
1.3685 |
1.3686 |
|
| S4 |
1.3684 |
1.3682 |
1.3685 |
|
|
| Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4133 |
1.4062 |
1.3827 |
|
| R3 |
1.4020 |
1.3949 |
1.3796 |
|
| R2 |
1.3907 |
1.3907 |
1.3786 |
|
| R1 |
1.3836 |
1.3836 |
1.3775 |
1.3815 |
| PP |
1.3794 |
1.3794 |
1.3794 |
1.3784 |
| S1 |
1.3723 |
1.3723 |
1.3755 |
1.3702 |
| S2 |
1.3681 |
1.3681 |
1.3744 |
|
| S3 |
1.3568 |
1.3610 |
1.3734 |
|
| S4 |
1.3455 |
1.3497 |
1.3703 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3710 |
|
2.618 |
1.3705 |
|
1.618 |
1.3702 |
|
1.000 |
1.3700 |
|
0.618 |
1.3699 |
|
HIGH |
1.3697 |
|
0.618 |
1.3696 |
|
0.500 |
1.3696 |
|
0.382 |
1.3695 |
|
LOW |
1.3694 |
|
0.618 |
1.3692 |
|
1.000 |
1.3691 |
|
1.618 |
1.3689 |
|
2.618 |
1.3686 |
|
4.250 |
1.3681 |
|
|
| Fisher Pivots for day following 13-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3696 |
1.3730 |
| PP |
1.3693 |
1.3715 |
| S1 |
1.3690 |
1.3701 |
|