CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 27-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2007 |
27-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3750 |
1.3673 |
-0.0077 |
-0.6% |
1.3845 |
| High |
1.3792 |
1.3690 |
-0.0102 |
-0.7% |
1.3877 |
| Low |
1.3730 |
1.3652 |
-0.0078 |
-0.6% |
1.3652 |
| Close |
1.3763 |
1.3670 |
-0.0093 |
-0.7% |
1.3670 |
| Range |
0.0062 |
0.0038 |
-0.0024 |
-38.7% |
0.0225 |
| ATR |
0.0054 |
0.0058 |
0.0004 |
7.7% |
0.0000 |
| Volume |
248,699 |
247,397 |
-1,302 |
-0.5% |
906,862 |
|
| Daily Pivots for day following 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3785 |
1.3765 |
1.3691 |
|
| R3 |
1.3747 |
1.3727 |
1.3680 |
|
| R2 |
1.3709 |
1.3709 |
1.3677 |
|
| R1 |
1.3689 |
1.3689 |
1.3673 |
1.3680 |
| PP |
1.3671 |
1.3671 |
1.3671 |
1.3666 |
| S1 |
1.3651 |
1.3651 |
1.3667 |
1.3642 |
| S2 |
1.3633 |
1.3633 |
1.3663 |
|
| S3 |
1.3595 |
1.3613 |
1.3660 |
|
| S4 |
1.3557 |
1.3575 |
1.3649 |
|
|
| Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4408 |
1.4264 |
1.3794 |
|
| R3 |
1.4183 |
1.4039 |
1.3732 |
|
| R2 |
1.3958 |
1.3958 |
1.3711 |
|
| R1 |
1.3814 |
1.3814 |
1.3691 |
1.3774 |
| PP |
1.3733 |
1.3733 |
1.3733 |
1.3713 |
| S1 |
1.3589 |
1.3589 |
1.3649 |
1.3549 |
| S2 |
1.3508 |
1.3508 |
1.3629 |
|
| S3 |
1.3283 |
1.3364 |
1.3608 |
|
| S4 |
1.3058 |
1.3139 |
1.3546 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3877 |
1.3652 |
0.0225 |
1.6% |
0.0044 |
0.3% |
8% |
False |
True |
181,372 |
| 10 |
1.3877 |
1.3652 |
0.0225 |
1.6% |
0.0040 |
0.3% |
8% |
False |
True |
166,453 |
| 20 |
1.3877 |
1.3538 |
0.0339 |
2.5% |
0.0043 |
0.3% |
39% |
False |
False |
166,292 |
| 40 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0039 |
0.3% |
63% |
False |
False |
127,053 |
| 60 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0034 |
0.3% |
63% |
False |
False |
84,849 |
| 80 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0030 |
0.2% |
63% |
False |
False |
63,701 |
| 100 |
1.3877 |
1.3190 |
0.0687 |
5.0% |
0.0029 |
0.2% |
70% |
False |
False |
51,008 |
| 120 |
1.3877 |
1.3070 |
0.0807 |
5.9% |
0.0025 |
0.2% |
74% |
False |
False |
42,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3852 |
|
2.618 |
1.3789 |
|
1.618 |
1.3751 |
|
1.000 |
1.3728 |
|
0.618 |
1.3713 |
|
HIGH |
1.3690 |
|
0.618 |
1.3675 |
|
0.500 |
1.3671 |
|
0.382 |
1.3667 |
|
LOW |
1.3652 |
|
0.618 |
1.3629 |
|
1.000 |
1.3614 |
|
1.618 |
1.3591 |
|
2.618 |
1.3553 |
|
4.250 |
1.3491 |
|
|
| Fisher Pivots for day following 27-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3671 |
1.3722 |
| PP |
1.3671 |
1.3705 |
| S1 |
1.3670 |
1.3687 |
|