CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 19-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2007 |
19-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3806 |
1.3843 |
0.0037 |
0.3% |
1.3655 |
| High |
1.3845 |
1.3857 |
0.0012 |
0.1% |
1.3843 |
| Low |
1.3782 |
1.3825 |
0.0043 |
0.3% |
1.3648 |
| Close |
1.3823 |
1.3832 |
0.0009 |
0.1% |
1.3817 |
| Range |
0.0063 |
0.0032 |
-0.0031 |
-49.2% |
0.0195 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
132,860 |
181,818 |
48,958 |
36.8% |
829,139 |
|
| Daily Pivots for day following 19-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3934 |
1.3915 |
1.3850 |
|
| R3 |
1.3902 |
1.3883 |
1.3841 |
|
| R2 |
1.3870 |
1.3870 |
1.3838 |
|
| R1 |
1.3851 |
1.3851 |
1.3835 |
1.3845 |
| PP |
1.3838 |
1.3838 |
1.3838 |
1.3835 |
| S1 |
1.3819 |
1.3819 |
1.3829 |
1.3813 |
| S2 |
1.3806 |
1.3806 |
1.3826 |
|
| S3 |
1.3774 |
1.3787 |
1.3823 |
|
| S4 |
1.3742 |
1.3755 |
1.3814 |
|
|
| Weekly Pivots for week ending 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4354 |
1.4281 |
1.3924 |
|
| R3 |
1.4159 |
1.4086 |
1.3871 |
|
| R2 |
1.3964 |
1.3964 |
1.3853 |
|
| R1 |
1.3891 |
1.3891 |
1.3835 |
1.3928 |
| PP |
1.3769 |
1.3769 |
1.3769 |
1.3788 |
| S1 |
1.3696 |
1.3696 |
1.3799 |
1.3733 |
| S2 |
1.3574 |
1.3574 |
1.3781 |
|
| S3 |
1.3379 |
1.3501 |
1.3763 |
|
| S4 |
1.3184 |
1.3306 |
1.3710 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3857 |
1.3782 |
0.0075 |
0.5% |
0.0036 |
0.3% |
67% |
True |
False |
152,428 |
| 10 |
1.3857 |
1.3600 |
0.0257 |
1.9% |
0.0042 |
0.3% |
90% |
True |
False |
163,613 |
| 20 |
1.3857 |
1.3424 |
0.0433 |
3.1% |
0.0039 |
0.3% |
94% |
True |
False |
155,907 |
| 40 |
1.3857 |
1.3313 |
0.0544 |
3.9% |
0.0038 |
0.3% |
95% |
True |
False |
101,001 |
| 60 |
1.3857 |
1.3313 |
0.0544 |
3.9% |
0.0033 |
0.2% |
95% |
True |
False |
67,450 |
| 80 |
1.3857 |
1.3313 |
0.0544 |
3.9% |
0.0030 |
0.2% |
95% |
True |
False |
50,644 |
| 100 |
1.3857 |
1.3175 |
0.0682 |
4.9% |
0.0027 |
0.2% |
96% |
True |
False |
40,547 |
| 120 |
1.3857 |
1.3040 |
0.0817 |
5.9% |
0.0023 |
0.2% |
97% |
True |
False |
33,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3993 |
|
2.618 |
1.3941 |
|
1.618 |
1.3909 |
|
1.000 |
1.3889 |
|
0.618 |
1.3877 |
|
HIGH |
1.3857 |
|
0.618 |
1.3845 |
|
0.500 |
1.3841 |
|
0.382 |
1.3837 |
|
LOW |
1.3825 |
|
0.618 |
1.3805 |
|
1.000 |
1.3793 |
|
1.618 |
1.3773 |
|
2.618 |
1.3741 |
|
4.250 |
1.3689 |
|
|
| Fisher Pivots for day following 19-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3841 |
1.3828 |
| PP |
1.3838 |
1.3824 |
| S1 |
1.3835 |
1.3820 |
|