CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 16-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2007 |
16-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3488 |
1.3418 |
-0.0070 |
-0.5% |
1.3841 |
| High |
1.3518 |
1.3450 |
-0.0068 |
-0.5% |
1.3844 |
| Low |
1.3473 |
1.3396 |
-0.0077 |
-0.6% |
1.3672 |
| Close |
1.3478 |
1.3419 |
-0.0059 |
-0.4% |
1.3716 |
| Range |
0.0045 |
0.0054 |
0.0009 |
20.0% |
0.0172 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.4% |
0.0000 |
| Volume |
178,334 |
213,781 |
35,447 |
19.9% |
985,047 |
|
| Daily Pivots for day following 16-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3584 |
1.3555 |
1.3449 |
|
| R3 |
1.3530 |
1.3501 |
1.3434 |
|
| R2 |
1.3476 |
1.3476 |
1.3429 |
|
| R1 |
1.3447 |
1.3447 |
1.3424 |
1.3462 |
| PP |
1.3422 |
1.3422 |
1.3422 |
1.3429 |
| S1 |
1.3393 |
1.3393 |
1.3414 |
1.3408 |
| S2 |
1.3368 |
1.3368 |
1.3409 |
|
| S3 |
1.3314 |
1.3339 |
1.3404 |
|
| S4 |
1.3260 |
1.3285 |
1.3389 |
|
|
| 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 |
1.3726 |
1.3396 |
0.0330 |
2.5% |
0.0050 |
0.4% |
7% |
False |
True |
200,928 |
| 10 |
1.3844 |
1.3396 |
0.0448 |
3.3% |
0.0057 |
0.4% |
5% |
False |
True |
184,740 |
| 20 |
1.3877 |
1.3396 |
0.0481 |
3.6% |
0.0051 |
0.4% |
5% |
False |
True |
181,431 |
| 40 |
1.3877 |
1.3396 |
0.0481 |
3.6% |
0.0045 |
0.3% |
5% |
False |
True |
168,669 |
| 60 |
1.3877 |
1.3313 |
0.0564 |
4.2% |
0.0042 |
0.3% |
19% |
False |
False |
127,811 |
| 80 |
1.3877 |
1.3313 |
0.0564 |
4.2% |
0.0038 |
0.3% |
19% |
False |
False |
95,945 |
| 100 |
1.3877 |
1.3313 |
0.0564 |
4.2% |
0.0034 |
0.3% |
19% |
False |
False |
76,802 |
| 120 |
1.3877 |
1.3175 |
0.0702 |
5.2% |
0.0031 |
0.2% |
35% |
False |
False |
64,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3680 |
|
2.618 |
1.3591 |
|
1.618 |
1.3537 |
|
1.000 |
1.3504 |
|
0.618 |
1.3483 |
|
HIGH |
1.3450 |
|
0.618 |
1.3429 |
|
0.500 |
1.3423 |
|
0.382 |
1.3417 |
|
LOW |
1.3396 |
|
0.618 |
1.3363 |
|
1.000 |
1.3342 |
|
1.618 |
1.3309 |
|
2.618 |
1.3255 |
|
4.250 |
1.3167 |
|
|
| Fisher Pivots for day following 16-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3423 |
1.3500 |
| PP |
1.3422 |
1.3473 |
| S1 |
1.3420 |
1.3446 |
|