CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 30-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2007 |
30-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3673 |
1.3688 |
0.0015 |
0.1% |
1.3845 |
| High |
1.3690 |
1.3715 |
0.0025 |
0.2% |
1.3877 |
| Low |
1.3652 |
1.3682 |
0.0030 |
0.2% |
1.3652 |
| Close |
1.3670 |
1.3710 |
0.0040 |
0.3% |
1.3670 |
| Range |
0.0038 |
0.0033 |
-0.0005 |
-13.2% |
0.0225 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
247,397 |
233,544 |
-13,853 |
-5.6% |
906,862 |
|
| Daily Pivots for day following 30-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3801 |
1.3789 |
1.3728 |
|
| R3 |
1.3768 |
1.3756 |
1.3719 |
|
| R2 |
1.3735 |
1.3735 |
1.3716 |
|
| R1 |
1.3723 |
1.3723 |
1.3713 |
1.3729 |
| PP |
1.3702 |
1.3702 |
1.3702 |
1.3706 |
| S1 |
1.3690 |
1.3690 |
1.3707 |
1.3696 |
| S2 |
1.3669 |
1.3669 |
1.3704 |
|
| S3 |
1.3636 |
1.3657 |
1.3701 |
|
| S4 |
1.3603 |
1.3624 |
1.3692 |
|
|
| 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% |
0.0045 |
0.3% |
26% |
False |
False |
199,106 |
| 10 |
1.3877 |
1.3652 |
0.0225 |
1.6% |
0.0041 |
0.3% |
26% |
False |
False |
171,283 |
| 20 |
1.3877 |
1.3600 |
0.0277 |
2.0% |
0.0043 |
0.3% |
40% |
False |
False |
171,115 |
| 40 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0038 |
0.3% |
70% |
False |
False |
132,863 |
| 60 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0035 |
0.3% |
70% |
False |
False |
88,735 |
| 80 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0031 |
0.2% |
70% |
False |
False |
66,619 |
| 100 |
1.3877 |
1.3190 |
0.0687 |
5.0% |
0.0029 |
0.2% |
76% |
False |
False |
53,343 |
| 120 |
1.3877 |
1.3070 |
0.0807 |
5.9% |
0.0025 |
0.2% |
79% |
False |
False |
44,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3855 |
|
2.618 |
1.3801 |
|
1.618 |
1.3768 |
|
1.000 |
1.3748 |
|
0.618 |
1.3735 |
|
HIGH |
1.3715 |
|
0.618 |
1.3702 |
|
0.500 |
1.3699 |
|
0.382 |
1.3695 |
|
LOW |
1.3682 |
|
0.618 |
1.3662 |
|
1.000 |
1.3649 |
|
1.618 |
1.3629 |
|
2.618 |
1.3596 |
|
4.250 |
1.3542 |
|
|
| Fisher Pivots for day following 30-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3706 |
1.3722 |
| PP |
1.3702 |
1.3718 |
| S1 |
1.3699 |
1.3714 |
|