CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 01-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2007 |
01-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3737 |
1.3691 |
-0.0046 |
-0.3% |
1.3845 |
| High |
1.3748 |
1.3731 |
-0.0017 |
-0.1% |
1.3877 |
| Low |
1.3702 |
1.3670 |
-0.0032 |
-0.2% |
1.3652 |
| Close |
1.3711 |
1.3679 |
-0.0032 |
-0.2% |
1.3670 |
| Range |
0.0046 |
0.0061 |
0.0015 |
32.6% |
0.0225 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
0.6% |
0.0000 |
| Volume |
144,036 |
161,842 |
17,806 |
12.4% |
906,862 |
|
| Daily Pivots for day following 01-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3876 |
1.3839 |
1.3713 |
|
| R3 |
1.3815 |
1.3778 |
1.3696 |
|
| R2 |
1.3754 |
1.3754 |
1.3690 |
|
| R1 |
1.3717 |
1.3717 |
1.3685 |
1.3705 |
| PP |
1.3693 |
1.3693 |
1.3693 |
1.3688 |
| S1 |
1.3656 |
1.3656 |
1.3673 |
1.3644 |
| S2 |
1.3632 |
1.3632 |
1.3668 |
|
| S3 |
1.3571 |
1.3595 |
1.3662 |
|
| S4 |
1.3510 |
1.3534 |
1.3645 |
|
|
| 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% |
0.0048 |
0.4% |
19% |
False |
False |
207,103 |
| 10 |
1.3877 |
1.3652 |
0.0225 |
1.6% |
0.0043 |
0.3% |
12% |
False |
False |
176,737 |
| 20 |
1.3877 |
1.3600 |
0.0277 |
2.0% |
0.0044 |
0.3% |
29% |
False |
False |
167,557 |
| 40 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0039 |
0.3% |
65% |
False |
False |
140,391 |
| 60 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0036 |
0.3% |
65% |
False |
False |
93,822 |
| 80 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0032 |
0.2% |
65% |
False |
False |
70,439 |
| 100 |
1.3877 |
1.3284 |
0.0593 |
4.3% |
0.0030 |
0.2% |
67% |
False |
False |
56,395 |
| 120 |
1.3877 |
1.3070 |
0.0807 |
5.9% |
0.0026 |
0.2% |
75% |
False |
False |
47,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3990 |
|
2.618 |
1.3891 |
|
1.618 |
1.3830 |
|
1.000 |
1.3792 |
|
0.618 |
1.3769 |
|
HIGH |
1.3731 |
|
0.618 |
1.3708 |
|
0.500 |
1.3701 |
|
0.382 |
1.3693 |
|
LOW |
1.3670 |
|
0.618 |
1.3632 |
|
1.000 |
1.3609 |
|
1.618 |
1.3571 |
|
2.618 |
1.3510 |
|
4.250 |
1.3411 |
|
|
| Fisher Pivots for day following 01-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3701 |
1.3709 |
| PP |
1.3693 |
1.3699 |
| S1 |
1.3686 |
1.3689 |
|