CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 21-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2007 |
21-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3496 |
1.3512 |
0.0016 |
0.1% |
1.3670 |
| High |
1.3509 |
1.3512 |
0.0003 |
0.0% |
1.3681 |
| Low |
1.3473 |
1.3474 |
0.0001 |
0.0% |
1.3396 |
| Close |
1.3494 |
1.3480 |
-0.0014 |
-0.1% |
1.3488 |
| Range |
0.0036 |
0.0038 |
0.0002 |
5.6% |
0.0285 |
| ATR |
0.0072 |
0.0069 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
302,914 |
124,404 |
-178,510 |
-58.9% |
986,615 |
|
| Daily Pivots for day following 21-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3603 |
1.3579 |
1.3501 |
|
| R3 |
1.3565 |
1.3541 |
1.3490 |
|
| R2 |
1.3527 |
1.3527 |
1.3487 |
|
| R1 |
1.3503 |
1.3503 |
1.3483 |
1.3496 |
| PP |
1.3489 |
1.3489 |
1.3489 |
1.3485 |
| S1 |
1.3465 |
1.3465 |
1.3477 |
1.3458 |
| S2 |
1.3451 |
1.3451 |
1.3473 |
|
| S3 |
1.3413 |
1.3427 |
1.3470 |
|
| S4 |
1.3375 |
1.3389 |
1.3459 |
|
|
| 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 |
1.3559 |
1.3396 |
0.0163 |
1.2% |
0.0051 |
0.4% |
52% |
False |
False |
215,969 |
| 10 |
1.3844 |
1.3396 |
0.0448 |
3.3% |
0.0052 |
0.4% |
19% |
False |
False |
202,274 |
| 20 |
1.3844 |
1.3396 |
0.0448 |
3.3% |
0.0054 |
0.4% |
19% |
False |
False |
195,305 |
| 40 |
1.3877 |
1.3396 |
0.0481 |
3.6% |
0.0047 |
0.3% |
17% |
False |
False |
175,103 |
| 60 |
1.3877 |
1.3313 |
0.0564 |
4.2% |
0.0043 |
0.3% |
30% |
False |
False |
139,243 |
| 80 |
1.3877 |
1.3313 |
0.0564 |
4.2% |
0.0039 |
0.3% |
30% |
False |
False |
104,529 |
| 100 |
1.3877 |
1.3313 |
0.0564 |
4.2% |
0.0034 |
0.3% |
30% |
False |
False |
83,669 |
| 120 |
1.3877 |
1.3175 |
0.0702 |
5.2% |
0.0032 |
0.2% |
43% |
False |
False |
69,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3674 |
|
2.618 |
1.3611 |
|
1.618 |
1.3573 |
|
1.000 |
1.3550 |
|
0.618 |
1.3535 |
|
HIGH |
1.3512 |
|
0.618 |
1.3497 |
|
0.500 |
1.3493 |
|
0.382 |
1.3489 |
|
LOW |
1.3474 |
|
0.618 |
1.3451 |
|
1.000 |
1.3436 |
|
1.618 |
1.3413 |
|
2.618 |
1.3375 |
|
4.250 |
1.3313 |
|
|
| Fisher Pivots for day following 21-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3493 |
1.3516 |
| PP |
1.3489 |
1.3504 |
| S1 |
1.3484 |
1.3492 |
|