CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 25-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2007 |
25-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3880 |
1.3802 |
-0.0078 |
-0.6% |
1.3844 |
| High |
1.3905 |
1.3802 |
-0.0103 |
-0.7% |
1.3890 |
| Low |
1.3872 |
1.3760 |
-0.0112 |
-0.8% |
1.3825 |
| Close |
1.3886 |
1.3765 |
-0.0121 |
-0.9% |
1.3880 |
| Range |
0.0033 |
0.0042 |
0.0009 |
27.3% |
0.0065 |
| ATR |
0.0035 |
0.0042 |
0.0006 |
18.4% |
0.0000 |
| Volume |
181 |
326 |
145 |
80.1% |
1,100 |
|
| Daily Pivots for day following 25-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3902 |
1.3875 |
1.3788 |
|
| R3 |
1.3860 |
1.3833 |
1.3777 |
|
| R2 |
1.3818 |
1.3818 |
1.3773 |
|
| R1 |
1.3791 |
1.3791 |
1.3769 |
1.3784 |
| PP |
1.3776 |
1.3776 |
1.3776 |
1.3772 |
| S1 |
1.3749 |
1.3749 |
1.3761 |
1.3742 |
| S2 |
1.3734 |
1.3734 |
1.3757 |
|
| S3 |
1.3692 |
1.3707 |
1.3753 |
|
| S4 |
1.3650 |
1.3665 |
1.3742 |
|
|
| 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 |
1.3981 |
|
2.618 |
1.3912 |
|
1.618 |
1.3870 |
|
1.000 |
1.3844 |
|
0.618 |
1.3828 |
|
HIGH |
1.3802 |
|
0.618 |
1.3786 |
|
0.500 |
1.3781 |
|
0.382 |
1.3776 |
|
LOW |
1.3760 |
|
0.618 |
1.3734 |
|
1.000 |
1.3718 |
|
1.618 |
1.3692 |
|
2.618 |
1.3650 |
|
4.250 |
1.3582 |
|
|
| Fisher Pivots for day following 25-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3781 |
1.3833 |
| PP |
1.3776 |
1.3810 |
| S1 |
1.3770 |
1.3788 |
|