CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 23-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2007 |
23-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3827 |
1.3845 |
0.0018 |
0.1% |
1.3812 |
| High |
1.3869 |
1.3848 |
-0.0021 |
-0.2% |
1.3869 |
| Low |
1.3827 |
1.3820 |
-0.0007 |
-0.1% |
1.3782 |
| Close |
1.3847 |
1.3829 |
-0.0018 |
-0.1% |
1.3847 |
| Range |
0.0042 |
0.0028 |
-0.0014 |
-33.3% |
0.0087 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-3.0% |
0.0000 |
| Volume |
139,274 |
144,875 |
5,601 |
4.0% |
757,674 |
|
| Daily Pivots for day following 23-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3916 |
1.3901 |
1.3844 |
|
| R3 |
1.3888 |
1.3873 |
1.3837 |
|
| R2 |
1.3860 |
1.3860 |
1.3834 |
|
| R1 |
1.3845 |
1.3845 |
1.3832 |
1.3839 |
| PP |
1.3832 |
1.3832 |
1.3832 |
1.3829 |
| S1 |
1.3817 |
1.3817 |
1.3826 |
1.3811 |
| S2 |
1.3804 |
1.3804 |
1.3824 |
|
| S3 |
1.3776 |
1.3789 |
1.3821 |
|
| S4 |
1.3748 |
1.3761 |
1.3814 |
|
|
| Weekly Pivots for week ending 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4094 |
1.4057 |
1.3895 |
|
| R3 |
1.4007 |
1.3970 |
1.3871 |
|
| R2 |
1.3920 |
1.3920 |
1.3863 |
|
| R1 |
1.3883 |
1.3883 |
1.3855 |
1.3902 |
| PP |
1.3833 |
1.3833 |
1.3833 |
1.3842 |
| S1 |
1.3796 |
1.3796 |
1.3839 |
1.3815 |
| S2 |
1.3746 |
1.3746 |
1.3831 |
|
| S3 |
1.3659 |
1.3709 |
1.3823 |
|
| S4 |
1.3572 |
1.3622 |
1.3799 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3869 |
1.3782 |
0.0087 |
0.6% |
0.0037 |
0.3% |
54% |
False |
False |
143,460 |
| 10 |
1.3869 |
1.3690 |
0.0179 |
1.3% |
0.0040 |
0.3% |
78% |
False |
False |
157,967 |
| 20 |
1.3869 |
1.3465 |
0.0404 |
2.9% |
0.0039 |
0.3% |
90% |
False |
False |
157,578 |
| 40 |
1.3869 |
1.3313 |
0.0556 |
4.0% |
0.0037 |
0.3% |
93% |
False |
False |
108,077 |
| 60 |
1.3869 |
1.3313 |
0.0556 |
4.0% |
0.0034 |
0.2% |
93% |
False |
False |
72,175 |
| 80 |
1.3869 |
1.3313 |
0.0556 |
4.0% |
0.0030 |
0.2% |
93% |
False |
False |
54,186 |
| 100 |
1.3869 |
1.3175 |
0.0694 |
5.0% |
0.0028 |
0.2% |
94% |
False |
False |
43,389 |
| 120 |
1.3869 |
1.3040 |
0.0829 |
6.0% |
0.0024 |
0.2% |
95% |
False |
False |
36,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3967 |
|
2.618 |
1.3921 |
|
1.618 |
1.3893 |
|
1.000 |
1.3876 |
|
0.618 |
1.3865 |
|
HIGH |
1.3848 |
|
0.618 |
1.3837 |
|
0.500 |
1.3834 |
|
0.382 |
1.3831 |
|
LOW |
1.3820 |
|
0.618 |
1.3803 |
|
1.000 |
1.3792 |
|
1.618 |
1.3775 |
|
2.618 |
1.3747 |
|
4.250 |
1.3701 |
|
|
| Fisher Pivots for day following 23-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3834 |
1.3845 |
| PP |
1.3832 |
1.3839 |
| S1 |
1.3831 |
1.3834 |
|