CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 31-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2007 |
31-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3688 |
1.3737 |
0.0049 |
0.4% |
1.3845 |
| High |
1.3715 |
1.3748 |
0.0033 |
0.2% |
1.3877 |
| Low |
1.3682 |
1.3702 |
0.0020 |
0.1% |
1.3652 |
| Close |
1.3710 |
1.3711 |
0.0001 |
0.0% |
1.3670 |
| Range |
0.0033 |
0.0046 |
0.0013 |
39.4% |
0.0225 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
233,544 |
144,036 |
-89,508 |
-38.3% |
906,862 |
|
| Daily Pivots for day following 31-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3858 |
1.3831 |
1.3736 |
|
| R3 |
1.3812 |
1.3785 |
1.3724 |
|
| R2 |
1.3766 |
1.3766 |
1.3719 |
|
| R1 |
1.3739 |
1.3739 |
1.3715 |
1.3730 |
| PP |
1.3720 |
1.3720 |
1.3720 |
1.3716 |
| S1 |
1.3693 |
1.3693 |
1.3707 |
1.3684 |
| S2 |
1.3674 |
1.3674 |
1.3703 |
|
| S3 |
1.3628 |
1.3647 |
1.3698 |
|
| S4 |
1.3582 |
1.3601 |
1.3686 |
|
|
| 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 |
1.3792 |
1.3652 |
0.0140 |
1.0% |
0.0046 |
0.3% |
42% |
False |
False |
202,691 |
| 10 |
1.3877 |
1.3652 |
0.0225 |
1.6% |
0.0043 |
0.3% |
26% |
False |
False |
173,839 |
| 20 |
1.3877 |
1.3600 |
0.0277 |
2.0% |
0.0042 |
0.3% |
40% |
False |
False |
169,593 |
| 40 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0039 |
0.3% |
71% |
False |
False |
136,420 |
| 60 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0035 |
0.3% |
71% |
False |
False |
91,130 |
| 80 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0031 |
0.2% |
71% |
False |
False |
68,417 |
| 100 |
1.3877 |
1.3277 |
0.0600 |
4.4% |
0.0030 |
0.2% |
72% |
False |
False |
54,783 |
| 120 |
1.3877 |
1.3070 |
0.0807 |
5.9% |
0.0026 |
0.2% |
79% |
False |
False |
45,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3944 |
|
2.618 |
1.3868 |
|
1.618 |
1.3822 |
|
1.000 |
1.3794 |
|
0.618 |
1.3776 |
|
HIGH |
1.3748 |
|
0.618 |
1.3730 |
|
0.500 |
1.3725 |
|
0.382 |
1.3720 |
|
LOW |
1.3702 |
|
0.618 |
1.3674 |
|
1.000 |
1.3656 |
|
1.618 |
1.3628 |
|
2.618 |
1.3582 |
|
4.250 |
1.3507 |
|
|
| Fisher Pivots for day following 31-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3725 |
1.3707 |
| PP |
1.3720 |
1.3704 |
| S1 |
1.3716 |
1.3700 |
|