CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 24-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2007 |
24-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3845 |
1.3860 |
0.0015 |
0.1% |
1.3812 |
| High |
1.3848 |
1.3877 |
0.0029 |
0.2% |
1.3869 |
| Low |
1.3820 |
1.3838 |
0.0018 |
0.1% |
1.3782 |
| Close |
1.3829 |
1.3853 |
0.0024 |
0.2% |
1.3847 |
| Range |
0.0028 |
0.0039 |
0.0011 |
39.3% |
0.0087 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
0.2% |
0.0000 |
| Volume |
144,875 |
126,109 |
-18,766 |
-13.0% |
757,674 |
|
| Daily Pivots for day following 24-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3973 |
1.3952 |
1.3874 |
|
| R3 |
1.3934 |
1.3913 |
1.3864 |
|
| R2 |
1.3895 |
1.3895 |
1.3860 |
|
| R1 |
1.3874 |
1.3874 |
1.3857 |
1.3865 |
| PP |
1.3856 |
1.3856 |
1.3856 |
1.3852 |
| S1 |
1.3835 |
1.3835 |
1.3849 |
1.3826 |
| S2 |
1.3817 |
1.3817 |
1.3846 |
|
| S3 |
1.3778 |
1.3796 |
1.3842 |
|
| S4 |
1.3739 |
1.3757 |
1.3832 |
|
|
| 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 |
1.3877 |
1.3782 |
0.0095 |
0.7% |
0.0041 |
0.3% |
75% |
True |
False |
144,987 |
| 10 |
1.3877 |
1.3777 |
0.0100 |
0.7% |
0.0036 |
0.3% |
76% |
True |
False |
161,882 |
| 20 |
1.3877 |
1.3465 |
0.0412 |
3.0% |
0.0040 |
0.3% |
94% |
True |
False |
154,902 |
| 40 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0038 |
0.3% |
96% |
True |
False |
111,213 |
| 60 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0034 |
0.2% |
96% |
True |
False |
74,270 |
| 80 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0029 |
0.2% |
96% |
True |
False |
55,760 |
| 100 |
1.3877 |
1.3175 |
0.0702 |
5.1% |
0.0028 |
0.2% |
97% |
True |
False |
44,650 |
| 120 |
1.3877 |
1.3040 |
0.0837 |
6.0% |
0.0024 |
0.2% |
97% |
True |
False |
37,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4043 |
|
2.618 |
1.3979 |
|
1.618 |
1.3940 |
|
1.000 |
1.3916 |
|
0.618 |
1.3901 |
|
HIGH |
1.3877 |
|
0.618 |
1.3862 |
|
0.500 |
1.3858 |
|
0.382 |
1.3853 |
|
LOW |
1.3838 |
|
0.618 |
1.3814 |
|
1.000 |
1.3799 |
|
1.618 |
1.3775 |
|
2.618 |
1.3736 |
|
4.250 |
1.3672 |
|
|
| Fisher Pivots for day following 24-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3858 |
1.3852 |
| PP |
1.3856 |
1.3850 |
| S1 |
1.3855 |
1.3849 |
|