CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 14-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2007 |
14-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3670 |
1.3602 |
-0.0068 |
-0.5% |
1.3841 |
| High |
1.3681 |
1.3604 |
-0.0077 |
-0.6% |
1.3844 |
| Low |
1.3624 |
1.3551 |
-0.0073 |
-0.5% |
1.3672 |
| Close |
1.3638 |
1.3558 |
-0.0080 |
-0.6% |
1.3716 |
| Range |
0.0057 |
0.0053 |
-0.0004 |
-7.0% |
0.0172 |
| ATR |
0.0066 |
0.0067 |
0.0002 |
2.3% |
0.0000 |
| Volume |
179,836 |
154,249 |
-25,587 |
-14.2% |
985,047 |
|
| Daily Pivots for day following 14-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3730 |
1.3697 |
1.3587 |
|
| R3 |
1.3677 |
1.3644 |
1.3573 |
|
| R2 |
1.3624 |
1.3624 |
1.3568 |
|
| R1 |
1.3591 |
1.3591 |
1.3563 |
1.3581 |
| PP |
1.3571 |
1.3571 |
1.3571 |
1.3566 |
| S1 |
1.3538 |
1.3538 |
1.3553 |
1.3528 |
| S2 |
1.3518 |
1.3518 |
1.3548 |
|
| S3 |
1.3465 |
1.3485 |
1.3543 |
|
| S4 |
1.3412 |
1.3432 |
1.3529 |
|
|
| Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4260 |
1.4160 |
1.3811 |
|
| R3 |
1.4088 |
1.3988 |
1.3763 |
|
| R2 |
1.3916 |
1.3916 |
1.3748 |
|
| R1 |
1.3816 |
1.3816 |
1.3732 |
1.3780 |
| PP |
1.3744 |
1.3744 |
1.3744 |
1.3726 |
| S1 |
1.3644 |
1.3644 |
1.3700 |
1.3608 |
| S2 |
1.3572 |
1.3572 |
1.3684 |
|
| S3 |
1.3400 |
1.3472 |
1.3669 |
|
| S4 |
1.3228 |
1.3300 |
1.3621 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3844 |
1.3551 |
0.0293 |
2.2% |
0.0053 |
0.4% |
2% |
False |
True |
188,579 |
| 10 |
1.3844 |
1.3551 |
0.0293 |
2.2% |
0.0059 |
0.4% |
2% |
False |
True |
181,279 |
| 20 |
1.3877 |
1.3551 |
0.0326 |
2.4% |
0.0051 |
0.4% |
2% |
False |
True |
177,559 |
| 40 |
1.3877 |
1.3424 |
0.0453 |
3.3% |
0.0044 |
0.3% |
30% |
False |
False |
165,142 |
| 60 |
1.3877 |
1.3313 |
0.0564 |
4.2% |
0.0041 |
0.3% |
43% |
False |
False |
121,297 |
| 80 |
1.3877 |
1.3313 |
0.0564 |
4.2% |
0.0037 |
0.3% |
43% |
False |
False |
91,048 |
| 100 |
1.3877 |
1.3313 |
0.0564 |
4.2% |
0.0034 |
0.2% |
43% |
False |
False |
72,888 |
| 120 |
1.3877 |
1.3175 |
0.0702 |
5.2% |
0.0030 |
0.2% |
55% |
False |
False |
60,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3829 |
|
2.618 |
1.3743 |
|
1.618 |
1.3690 |
|
1.000 |
1.3657 |
|
0.618 |
1.3637 |
|
HIGH |
1.3604 |
|
0.618 |
1.3584 |
|
0.500 |
1.3578 |
|
0.382 |
1.3571 |
|
LOW |
1.3551 |
|
0.618 |
1.3518 |
|
1.000 |
1.3498 |
|
1.618 |
1.3465 |
|
2.618 |
1.3412 |
|
4.250 |
1.3326 |
|
|
| Fisher Pivots for day following 14-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3578 |
1.3639 |
| PP |
1.3571 |
1.3612 |
| S1 |
1.3565 |
1.3585 |
|