CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 24-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2007 |
24-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3862 |
1.3880 |
0.0018 |
0.1% |
1.3844 |
| High |
1.3856 |
1.3905 |
0.0049 |
0.4% |
1.3890 |
| Low |
1.3856 |
1.3872 |
0.0016 |
0.1% |
1.3825 |
| Close |
1.3862 |
1.3886 |
0.0024 |
0.2% |
1.3880 |
| Range |
0.0000 |
0.0033 |
0.0033 |
|
0.0065 |
| ATR |
0.0035 |
0.0035 |
0.0001 |
1.7% |
0.0000 |
| Volume |
272 |
181 |
-91 |
-33.5% |
1,100 |
|
| Daily Pivots for day following 24-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3987 |
1.3969 |
1.3904 |
|
| R3 |
1.3954 |
1.3936 |
1.3895 |
|
| R2 |
1.3921 |
1.3921 |
1.3892 |
|
| R1 |
1.3903 |
1.3903 |
1.3889 |
1.3912 |
| PP |
1.3888 |
1.3888 |
1.3888 |
1.3892 |
| S1 |
1.3870 |
1.3870 |
1.3883 |
1.3879 |
| S2 |
1.3855 |
1.3855 |
1.3880 |
|
| S3 |
1.3822 |
1.3837 |
1.3877 |
|
| S4 |
1.3789 |
1.3804 |
1.3868 |
|
|
| 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 |
1.4045 |
|
2.618 |
1.3991 |
|
1.618 |
1.3958 |
|
1.000 |
1.3938 |
|
0.618 |
1.3925 |
|
HIGH |
1.3905 |
|
0.618 |
1.3892 |
|
0.500 |
1.3889 |
|
0.382 |
1.3885 |
|
LOW |
1.3872 |
|
0.618 |
1.3852 |
|
1.000 |
1.3839 |
|
1.618 |
1.3819 |
|
2.618 |
1.3786 |
|
4.250 |
1.3732 |
|
|
| Fisher Pivots for day following 24-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3889 |
1.3884 |
| PP |
1.3888 |
1.3882 |
| S1 |
1.3887 |
1.3881 |
|