CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 11-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2007 |
11-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3707 |
1.3793 |
0.0086 |
0.6% |
1.3624 |
| High |
1.3772 |
1.3809 |
0.0037 |
0.3% |
1.3676 |
| Low |
1.3690 |
1.3777 |
0.0087 |
0.6% |
1.3600 |
| Close |
1.3761 |
1.3793 |
0.0032 |
0.2% |
1.3653 |
| Range |
0.0082 |
0.0032 |
-0.0050 |
-61.0% |
0.0076 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
86,956 |
250,146 |
163,190 |
187.7% |
695,086 |
|
| Daily Pivots for day following 11-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3889 |
1.3873 |
1.3811 |
|
| R3 |
1.3857 |
1.3841 |
1.3802 |
|
| R2 |
1.3825 |
1.3825 |
1.3799 |
|
| R1 |
1.3809 |
1.3809 |
1.3796 |
1.3809 |
| PP |
1.3793 |
1.3793 |
1.3793 |
1.3793 |
| S1 |
1.3777 |
1.3777 |
1.3790 |
1.3777 |
| S2 |
1.3761 |
1.3761 |
1.3787 |
|
| S3 |
1.3729 |
1.3745 |
1.3784 |
|
| S4 |
1.3697 |
1.3713 |
1.3775 |
|
|
| Weekly Pivots for week ending 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3871 |
1.3838 |
1.3695 |
|
| R3 |
1.3795 |
1.3762 |
1.3674 |
|
| R2 |
1.3719 |
1.3719 |
1.3667 |
|
| R1 |
1.3686 |
1.3686 |
1.3660 |
1.3703 |
| PP |
1.3643 |
1.3643 |
1.3643 |
1.3651 |
| S1 |
1.3610 |
1.3610 |
1.3646 |
1.3627 |
| S2 |
1.3567 |
1.3567 |
1.3639 |
|
| S3 |
1.3491 |
1.3534 |
1.3632 |
|
| S4 |
1.3415 |
1.3458 |
1.3611 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3809 |
1.3600 |
0.0209 |
1.5% |
0.0054 |
0.4% |
92% |
True |
False |
161,435 |
| 10 |
1.3809 |
1.3465 |
0.0344 |
2.5% |
0.0045 |
0.3% |
95% |
True |
False |
159,581 |
| 20 |
1.3809 |
1.3313 |
0.0496 |
3.6% |
0.0040 |
0.3% |
97% |
True |
False |
148,023 |
| 40 |
1.3809 |
1.3313 |
0.0496 |
3.6% |
0.0036 |
0.3% |
97% |
True |
False |
77,108 |
| 60 |
1.3809 |
1.3313 |
0.0496 |
3.6% |
0.0031 |
0.2% |
97% |
True |
False |
51,499 |
| 80 |
1.3809 |
1.3313 |
0.0496 |
3.6% |
0.0030 |
0.2% |
97% |
True |
False |
38,681 |
| 100 |
1.3809 |
1.3175 |
0.0634 |
4.6% |
0.0025 |
0.2% |
97% |
True |
False |
30,964 |
| 120 |
1.3809 |
1.3024 |
0.0785 |
5.7% |
0.0022 |
0.2% |
98% |
True |
False |
25,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3945 |
|
2.618 |
1.3893 |
|
1.618 |
1.3861 |
|
1.000 |
1.3841 |
|
0.618 |
1.3829 |
|
HIGH |
1.3809 |
|
0.618 |
1.3797 |
|
0.500 |
1.3793 |
|
0.382 |
1.3789 |
|
LOW |
1.3777 |
|
0.618 |
1.3757 |
|
1.000 |
1.3745 |
|
1.618 |
1.3725 |
|
2.618 |
1.3693 |
|
4.250 |
1.3641 |
|
|
| Fisher Pivots for day following 11-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3793 |
1.3772 |
| PP |
1.3793 |
1.3750 |
| S1 |
1.3793 |
1.3729 |
|