CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 17-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2007 |
17-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3418 |
1.3510 |
0.0092 |
0.7% |
1.3670 |
| High |
1.3450 |
1.3559 |
0.0109 |
0.8% |
1.3681 |
| Low |
1.3396 |
1.3478 |
0.0082 |
0.6% |
1.3396 |
| Close |
1.3419 |
1.3488 |
0.0069 |
0.5% |
1.3488 |
| Range |
0.0054 |
0.0081 |
0.0027 |
50.0% |
0.0285 |
| ATR |
0.0069 |
0.0074 |
0.0005 |
7.3% |
0.0000 |
| Volume |
213,781 |
260,415 |
46,634 |
21.8% |
986,615 |
|
| Daily Pivots for day following 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3751 |
1.3701 |
1.3533 |
|
| R3 |
1.3670 |
1.3620 |
1.3510 |
|
| R2 |
1.3589 |
1.3589 |
1.3503 |
|
| R1 |
1.3539 |
1.3539 |
1.3495 |
1.3524 |
| PP |
1.3508 |
1.3508 |
1.3508 |
1.3501 |
| S1 |
1.3458 |
1.3458 |
1.3481 |
1.3443 |
| S2 |
1.3427 |
1.3427 |
1.3473 |
|
| S3 |
1.3346 |
1.3377 |
1.3466 |
|
| S4 |
1.3265 |
1.3296 |
1.3443 |
|
|
| Weekly Pivots for week ending 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4377 |
1.4217 |
1.3645 |
|
| R3 |
1.4092 |
1.3932 |
1.3566 |
|
| R2 |
1.3807 |
1.3807 |
1.3540 |
|
| R1 |
1.3647 |
1.3647 |
1.3514 |
1.3585 |
| PP |
1.3522 |
1.3522 |
1.3522 |
1.3490 |
| S1 |
1.3362 |
1.3362 |
1.3462 |
1.3300 |
| S2 |
1.3237 |
1.3237 |
1.3436 |
|
| S3 |
1.2952 |
1.3077 |
1.3410 |
|
| S4 |
1.2667 |
1.2792 |
1.3331 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3681 |
1.3396 |
0.0285 |
2.1% |
0.0058 |
0.4% |
32% |
False |
False |
197,323 |
| 10 |
1.3844 |
1.3396 |
0.0448 |
3.3% |
0.0054 |
0.4% |
21% |
False |
False |
197,166 |
| 20 |
1.3877 |
1.3396 |
0.0481 |
3.6% |
0.0053 |
0.4% |
19% |
False |
False |
187,488 |
| 40 |
1.3877 |
1.3396 |
0.0481 |
3.6% |
0.0047 |
0.3% |
19% |
False |
False |
172,358 |
| 60 |
1.3877 |
1.3313 |
0.0564 |
4.2% |
0.0043 |
0.3% |
31% |
False |
False |
132,143 |
| 80 |
1.3877 |
1.3313 |
0.0564 |
4.2% |
0.0038 |
0.3% |
31% |
False |
False |
99,197 |
| 100 |
1.3877 |
1.3313 |
0.0564 |
4.2% |
0.0034 |
0.3% |
31% |
False |
False |
79,402 |
| 120 |
1.3877 |
1.3175 |
0.0702 |
5.2% |
0.0032 |
0.2% |
45% |
False |
False |
66,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3903 |
|
2.618 |
1.3771 |
|
1.618 |
1.3690 |
|
1.000 |
1.3640 |
|
0.618 |
1.3609 |
|
HIGH |
1.3559 |
|
0.618 |
1.3528 |
|
0.500 |
1.3519 |
|
0.382 |
1.3509 |
|
LOW |
1.3478 |
|
0.618 |
1.3428 |
|
1.000 |
1.3397 |
|
1.618 |
1.3347 |
|
2.618 |
1.3266 |
|
4.250 |
1.3134 |
|
|
| Fisher Pivots for day following 17-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3519 |
1.3485 |
| PP |
1.3508 |
1.3481 |
| S1 |
1.3498 |
1.3478 |
|