CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 27-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2007 |
27-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3795 |
1.3700 |
-0.0095 |
-0.7% |
1.3862 |
| High |
1.3825 |
1.3715 |
-0.0110 |
-0.8% |
1.3905 |
| Low |
1.3775 |
1.3690 |
-0.0085 |
-0.6% |
1.3690 |
| Close |
1.3795 |
1.3701 |
-0.0094 |
-0.7% |
1.3701 |
| Range |
0.0050 |
0.0025 |
-0.0025 |
-50.0% |
0.0215 |
| ATR |
0.0043 |
0.0047 |
0.0004 |
10.3% |
0.0000 |
| Volume |
489 |
465 |
-24 |
-4.9% |
1,733 |
|
| Daily Pivots for day following 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3777 |
1.3764 |
1.3715 |
|
| R3 |
1.3752 |
1.3739 |
1.3708 |
|
| R2 |
1.3727 |
1.3727 |
1.3706 |
|
| R1 |
1.3714 |
1.3714 |
1.3703 |
1.3721 |
| PP |
1.3702 |
1.3702 |
1.3702 |
1.3705 |
| S1 |
1.3689 |
1.3689 |
1.3699 |
1.3696 |
| S2 |
1.3677 |
1.3677 |
1.3696 |
|
| S3 |
1.3652 |
1.3664 |
1.3694 |
|
| S4 |
1.3627 |
1.3639 |
1.3687 |
|
|
| Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4410 |
1.4271 |
1.3819 |
|
| R3 |
1.4195 |
1.4056 |
1.3760 |
|
| R2 |
1.3980 |
1.3980 |
1.3740 |
|
| R1 |
1.3841 |
1.3841 |
1.3721 |
1.3803 |
| PP |
1.3765 |
1.3765 |
1.3765 |
1.3747 |
| S1 |
1.3626 |
1.3626 |
1.3681 |
1.3588 |
| S2 |
1.3550 |
1.3550 |
1.3662 |
|
| S3 |
1.3335 |
1.3411 |
1.3642 |
|
| S4 |
1.3120 |
1.3196 |
1.3583 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3821 |
|
2.618 |
1.3780 |
|
1.618 |
1.3755 |
|
1.000 |
1.3740 |
|
0.618 |
1.3730 |
|
HIGH |
1.3715 |
|
0.618 |
1.3705 |
|
0.500 |
1.3703 |
|
0.382 |
1.3700 |
|
LOW |
1.3690 |
|
0.618 |
1.3675 |
|
1.000 |
1.3665 |
|
1.618 |
1.3650 |
|
2.618 |
1.3625 |
|
4.250 |
1.3584 |
|
|
| Fisher Pivots for day following 27-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3703 |
1.3758 |
| PP |
1.3702 |
1.3739 |
| S1 |
1.3702 |
1.3720 |
|