CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 09-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2007 |
09-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3809 |
1.3746 |
-0.0063 |
-0.5% |
1.3688 |
| High |
1.3844 |
1.3747 |
-0.0097 |
-0.7% |
1.3822 |
| Low |
1.3807 |
1.3672 |
-0.0135 |
-1.0% |
1.3670 |
| Close |
1.3816 |
1.3703 |
-0.0113 |
-0.8% |
1.3821 |
| Range |
0.0037 |
0.0075 |
0.0038 |
102.7% |
0.0152 |
| ATR |
0.0059 |
0.0065 |
0.0006 |
10.2% |
0.0000 |
| Volume |
159,381 |
170,989 |
11,608 |
7.3% |
871,244 |
|
| Daily Pivots for day following 09-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3932 |
1.3893 |
1.3744 |
|
| R3 |
1.3857 |
1.3818 |
1.3724 |
|
| R2 |
1.3782 |
1.3782 |
1.3717 |
|
| R1 |
1.3743 |
1.3743 |
1.3710 |
1.3725 |
| PP |
1.3707 |
1.3707 |
1.3707 |
1.3699 |
| S1 |
1.3668 |
1.3668 |
1.3696 |
1.3650 |
| S2 |
1.3632 |
1.3632 |
1.3689 |
|
| S3 |
1.3557 |
1.3593 |
1.3682 |
|
| S4 |
1.3482 |
1.3518 |
1.3662 |
|
|
| Weekly Pivots for week ending 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4227 |
1.4176 |
1.3905 |
|
| R3 |
1.4075 |
1.4024 |
1.3863 |
|
| R2 |
1.3923 |
1.3923 |
1.3849 |
|
| R1 |
1.3872 |
1.3872 |
1.3835 |
1.3898 |
| PP |
1.3771 |
1.3771 |
1.3771 |
1.3784 |
| S1 |
1.3720 |
1.3720 |
1.3807 |
1.3746 |
| S2 |
1.3619 |
1.3619 |
1.3793 |
|
| S3 |
1.3467 |
1.3568 |
1.3779 |
|
| S4 |
1.3315 |
1.3416 |
1.3737 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3844 |
1.3672 |
0.0172 |
1.3% |
0.0064 |
0.5% |
18% |
False |
True |
168,552 |
| 10 |
1.3844 |
1.3652 |
0.0192 |
1.4% |
0.0055 |
0.4% |
27% |
False |
False |
182,524 |
| 20 |
1.3877 |
1.3652 |
0.0225 |
1.6% |
0.0048 |
0.3% |
23% |
False |
False |
169,306 |
| 40 |
1.3877 |
1.3321 |
0.0556 |
4.1% |
0.0044 |
0.3% |
69% |
False |
False |
162,313 |
| 60 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0040 |
0.3% |
69% |
False |
False |
111,109 |
| 80 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0035 |
0.3% |
69% |
False |
False |
83,402 |
| 100 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0034 |
0.2% |
69% |
False |
False |
66,768 |
| 120 |
1.3877 |
1.3175 |
0.0702 |
5.1% |
0.0029 |
0.2% |
75% |
False |
False |
55,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4066 |
|
2.618 |
1.3943 |
|
1.618 |
1.3868 |
|
1.000 |
1.3822 |
|
0.618 |
1.3793 |
|
HIGH |
1.3747 |
|
0.618 |
1.3718 |
|
0.500 |
1.3710 |
|
0.382 |
1.3701 |
|
LOW |
1.3672 |
|
0.618 |
1.3626 |
|
1.000 |
1.3597 |
|
1.618 |
1.3551 |
|
2.618 |
1.3476 |
|
4.250 |
1.3353 |
|
|
| Fisher Pivots for day following 09-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3710 |
1.3758 |
| PP |
1.3707 |
1.3740 |
| S1 |
1.3705 |
1.3721 |
|