CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 15-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2007 |
15-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3602 |
1.3488 |
-0.0114 |
-0.8% |
1.3841 |
| High |
1.3604 |
1.3518 |
-0.0086 |
-0.6% |
1.3844 |
| Low |
1.3551 |
1.3473 |
-0.0078 |
-0.6% |
1.3672 |
| Close |
1.3558 |
1.3478 |
-0.0080 |
-0.6% |
1.3716 |
| Range |
0.0053 |
0.0045 |
-0.0008 |
-15.1% |
0.0172 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
1.9% |
0.0000 |
| Volume |
154,249 |
178,334 |
24,085 |
15.6% |
985,047 |
|
| Daily Pivots for day following 15-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3625 |
1.3596 |
1.3503 |
|
| R3 |
1.3580 |
1.3551 |
1.3490 |
|
| R2 |
1.3535 |
1.3535 |
1.3486 |
|
| R1 |
1.3506 |
1.3506 |
1.3482 |
1.3498 |
| PP |
1.3490 |
1.3490 |
1.3490 |
1.3486 |
| S1 |
1.3461 |
1.3461 |
1.3474 |
1.3453 |
| S2 |
1.3445 |
1.3445 |
1.3470 |
|
| S3 |
1.3400 |
1.3416 |
1.3466 |
|
| S4 |
1.3355 |
1.3371 |
1.3453 |
|
|
| 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 |
1.3747 |
1.3473 |
0.0274 |
2.0% |
0.0054 |
0.4% |
2% |
False |
True |
192,370 |
| 10 |
1.3844 |
1.3473 |
0.0371 |
2.8% |
0.0057 |
0.4% |
1% |
False |
True |
182,928 |
| 20 |
1.3877 |
1.3473 |
0.0404 |
3.0% |
0.0050 |
0.4% |
1% |
False |
True |
179,833 |
| 40 |
1.3877 |
1.3424 |
0.0453 |
3.4% |
0.0045 |
0.3% |
12% |
False |
False |
166,399 |
| 60 |
1.3877 |
1.3313 |
0.0564 |
4.2% |
0.0041 |
0.3% |
29% |
False |
False |
124,258 |
| 80 |
1.3877 |
1.3313 |
0.0564 |
4.2% |
0.0037 |
0.3% |
29% |
False |
False |
93,275 |
| 100 |
1.3877 |
1.3313 |
0.0564 |
4.2% |
0.0034 |
0.2% |
29% |
False |
False |
74,668 |
| 120 |
1.3877 |
1.3175 |
0.0702 |
5.2% |
0.0031 |
0.2% |
43% |
False |
False |
62,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3709 |
|
2.618 |
1.3636 |
|
1.618 |
1.3591 |
|
1.000 |
1.3563 |
|
0.618 |
1.3546 |
|
HIGH |
1.3518 |
|
0.618 |
1.3501 |
|
0.500 |
1.3496 |
|
0.382 |
1.3490 |
|
LOW |
1.3473 |
|
0.618 |
1.3445 |
|
1.000 |
1.3428 |
|
1.618 |
1.3400 |
|
2.618 |
1.3355 |
|
4.250 |
1.3282 |
|
|
| Fisher Pivots for day following 15-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3496 |
1.3577 |
| PP |
1.3490 |
1.3544 |
| S1 |
1.3484 |
1.3511 |
|