CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 02-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2007 |
02-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3691 |
1.3684 |
-0.0007 |
-0.1% |
1.3845 |
| High |
1.3731 |
1.3725 |
-0.0006 |
0.0% |
1.3877 |
| Low |
1.3670 |
1.3671 |
0.0001 |
0.0% |
1.3652 |
| Close |
1.3679 |
1.3712 |
0.0033 |
0.2% |
1.3670 |
| Range |
0.0061 |
0.0054 |
-0.0007 |
-11.5% |
0.0225 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
161,842 |
195,666 |
33,824 |
20.9% |
906,862 |
|
| Daily Pivots for day following 02-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3865 |
1.3842 |
1.3742 |
|
| R3 |
1.3811 |
1.3788 |
1.3727 |
|
| R2 |
1.3757 |
1.3757 |
1.3722 |
|
| R1 |
1.3734 |
1.3734 |
1.3717 |
1.3746 |
| PP |
1.3703 |
1.3703 |
1.3703 |
1.3708 |
| S1 |
1.3680 |
1.3680 |
1.3707 |
1.3692 |
| S2 |
1.3649 |
1.3649 |
1.3702 |
|
| S3 |
1.3595 |
1.3626 |
1.3697 |
|
| S4 |
1.3541 |
1.3572 |
1.3682 |
|
|
| 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 |
1.3748 |
1.3652 |
0.0096 |
0.7% |
0.0046 |
0.3% |
63% |
False |
False |
196,497 |
| 10 |
1.3877 |
1.3652 |
0.0225 |
1.6% |
0.0045 |
0.3% |
27% |
False |
False |
178,122 |
| 20 |
1.3877 |
1.3600 |
0.0277 |
2.0% |
0.0044 |
0.3% |
40% |
False |
False |
170,867 |
| 40 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0040 |
0.3% |
71% |
False |
False |
145,178 |
| 60 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0037 |
0.3% |
71% |
False |
False |
97,080 |
| 80 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0033 |
0.2% |
71% |
False |
False |
72,884 |
| 100 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0031 |
0.2% |
71% |
False |
False |
58,352 |
| 120 |
1.3877 |
1.3140 |
0.0737 |
5.4% |
0.0026 |
0.2% |
78% |
False |
False |
48,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3955 |
|
2.618 |
1.3866 |
|
1.618 |
1.3812 |
|
1.000 |
1.3779 |
|
0.618 |
1.3758 |
|
HIGH |
1.3725 |
|
0.618 |
1.3704 |
|
0.500 |
1.3698 |
|
0.382 |
1.3692 |
|
LOW |
1.3671 |
|
0.618 |
1.3638 |
|
1.000 |
1.3617 |
|
1.618 |
1.3584 |
|
2.618 |
1.3530 |
|
4.250 |
1.3442 |
|
|
| Fisher Pivots for day following 02-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3707 |
1.3711 |
| PP |
1.3703 |
1.3710 |
| S1 |
1.3698 |
1.3709 |
|