CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 23-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2007 |
23-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3503 |
1.3581 |
0.0078 |
0.6% |
1.3670 |
| High |
1.3560 |
1.3586 |
0.0026 |
0.2% |
1.3681 |
| Low |
1.3478 |
1.3557 |
0.0079 |
0.6% |
1.3396 |
| Close |
1.3544 |
1.3568 |
0.0024 |
0.2% |
1.3488 |
| Range |
0.0082 |
0.0029 |
-0.0053 |
-64.6% |
0.0285 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
144,729 |
151,463 |
6,734 |
4.7% |
986,615 |
|
| Daily Pivots for day following 23-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3657 |
1.3642 |
1.3584 |
|
| R3 |
1.3628 |
1.3613 |
1.3576 |
|
| R2 |
1.3599 |
1.3599 |
1.3573 |
|
| R1 |
1.3584 |
1.3584 |
1.3571 |
1.3577 |
| PP |
1.3570 |
1.3570 |
1.3570 |
1.3567 |
| S1 |
1.3555 |
1.3555 |
1.3565 |
1.3548 |
| S2 |
1.3541 |
1.3541 |
1.3563 |
|
| S3 |
1.3512 |
1.3526 |
1.3560 |
|
| S4 |
1.3483 |
1.3497 |
1.3552 |
|
|
| 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 |
1.3586 |
1.3473 |
0.0113 |
0.8% |
0.0053 |
0.4% |
84% |
True |
False |
196,785 |
| 10 |
1.3726 |
1.3396 |
0.0330 |
2.4% |
0.0052 |
0.4% |
52% |
False |
False |
198,856 |
| 20 |
1.3844 |
1.3396 |
0.0448 |
3.3% |
0.0054 |
0.4% |
38% |
False |
False |
190,690 |
| 40 |
1.3877 |
1.3396 |
0.0481 |
3.5% |
0.0048 |
0.4% |
36% |
False |
False |
175,660 |
| 60 |
1.3877 |
1.3313 |
0.0564 |
4.2% |
0.0043 |
0.3% |
45% |
False |
False |
144,154 |
| 80 |
1.3877 |
1.3313 |
0.0564 |
4.2% |
0.0039 |
0.3% |
45% |
False |
False |
108,222 |
| 100 |
1.3877 |
1.3313 |
0.0564 |
4.2% |
0.0035 |
0.3% |
45% |
False |
False |
86,626 |
| 120 |
1.3877 |
1.3190 |
0.0687 |
5.1% |
0.0033 |
0.2% |
55% |
False |
False |
72,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3709 |
|
2.618 |
1.3662 |
|
1.618 |
1.3633 |
|
1.000 |
1.3615 |
|
0.618 |
1.3604 |
|
HIGH |
1.3586 |
|
0.618 |
1.3575 |
|
0.500 |
1.3572 |
|
0.382 |
1.3568 |
|
LOW |
1.3557 |
|
0.618 |
1.3539 |
|
1.000 |
1.3528 |
|
1.618 |
1.3510 |
|
2.618 |
1.3481 |
|
4.250 |
1.3434 |
|
|
| Fisher Pivots for day following 23-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3572 |
1.3555 |
| PP |
1.3570 |
1.3543 |
| S1 |
1.3569 |
1.3530 |
|