CME Euro FX Future December 2007
Trading Metrics calculated at close of trading on 20-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2007 |
20-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
1.3865 |
1.3873 |
0.0008 |
0.1% |
1.3844 |
High |
1.3885 |
1.3890 |
0.0005 |
0.0% |
1.3890 |
Low |
1.3860 |
1.3873 |
0.0013 |
0.1% |
1.3825 |
Close |
1.3865 |
1.3880 |
0.0015 |
0.1% |
1.3880 |
Range |
0.0025 |
0.0017 |
-0.0008 |
-32.0% |
0.0065 |
ATR |
0.0036 |
0.0035 |
-0.0001 |
-2.2% |
0.0000 |
Volume |
202 |
145 |
-57 |
-28.2% |
1,100 |
|
Daily Pivots for day following 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3932 |
1.3923 |
1.3889 |
|
R3 |
1.3915 |
1.3906 |
1.3885 |
|
R2 |
1.3898 |
1.3898 |
1.3883 |
|
R1 |
1.3889 |
1.3889 |
1.3882 |
1.3894 |
PP |
1.3881 |
1.3881 |
1.3881 |
1.3883 |
S1 |
1.3872 |
1.3872 |
1.3878 |
1.3877 |
S2 |
1.3864 |
1.3864 |
1.3877 |
|
S3 |
1.3847 |
1.3855 |
1.3875 |
|
S4 |
1.3830 |
1.3838 |
1.3871 |
|
|
Weekly Pivots for week ending 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4060 |
1.4035 |
1.3916 |
|
R3 |
1.3995 |
1.3970 |
1.3898 |
|
R2 |
1.3930 |
1.3930 |
1.3892 |
|
R1 |
1.3905 |
1.3905 |
1.3886 |
1.3918 |
PP |
1.3865 |
1.3865 |
1.3865 |
1.3871 |
S1 |
1.3840 |
1.3840 |
1.3874 |
1.3853 |
S2 |
1.3800 |
1.3800 |
1.3868 |
|
S3 |
1.3735 |
1.3775 |
1.3862 |
|
S4 |
1.3670 |
1.3710 |
1.3844 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3962 |
2.618 |
1.3935 |
1.618 |
1.3918 |
1.000 |
1.3907 |
0.618 |
1.3901 |
HIGH |
1.3890 |
0.618 |
1.3884 |
0.500 |
1.3882 |
0.382 |
1.3879 |
LOW |
1.3873 |
0.618 |
1.3862 |
1.000 |
1.3856 |
1.618 |
1.3845 |
2.618 |
1.3828 |
4.250 |
1.3801 |
|
|
Fisher Pivots for day following 20-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
1.3882 |
1.3873 |
PP |
1.3881 |
1.3865 |
S1 |
1.3881 |
1.3858 |
|