CME Euro FX Future December 2007
Trading Metrics calculated at close of trading on 30-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2007 |
30-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
1.3700 |
1.3741 |
0.0041 |
0.3% |
1.3862 |
High |
1.3715 |
1.3741 |
0.0026 |
0.2% |
1.3905 |
Low |
1.3690 |
1.3732 |
0.0042 |
0.3% |
1.3690 |
Close |
1.3701 |
1.3741 |
0.0040 |
0.3% |
1.3701 |
Range |
0.0025 |
0.0009 |
-0.0016 |
-64.0% |
0.0215 |
ATR |
0.0047 |
0.0047 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
465 |
716 |
251 |
54.0% |
1,733 |
|
Daily Pivots for day following 30-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3765 |
1.3762 |
1.3746 |
|
R3 |
1.3756 |
1.3753 |
1.3743 |
|
R2 |
1.3747 |
1.3747 |
1.3743 |
|
R1 |
1.3744 |
1.3744 |
1.3742 |
1.3746 |
PP |
1.3738 |
1.3738 |
1.3738 |
1.3739 |
S1 |
1.3735 |
1.3735 |
1.3740 |
1.3737 |
S2 |
1.3729 |
1.3729 |
1.3739 |
|
S3 |
1.3720 |
1.3726 |
1.3739 |
|
S4 |
1.3711 |
1.3717 |
1.3736 |
|
|
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 |
1.3779 |
2.618 |
1.3765 |
1.618 |
1.3756 |
1.000 |
1.3750 |
0.618 |
1.3747 |
HIGH |
1.3741 |
0.618 |
1.3738 |
0.500 |
1.3737 |
0.382 |
1.3735 |
LOW |
1.3732 |
0.618 |
1.3726 |
1.000 |
1.3723 |
1.618 |
1.3717 |
2.618 |
1.3708 |
4.250 |
1.3694 |
|
|
Fisher Pivots for day following 30-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
1.3740 |
1.3758 |
PP |
1.3738 |
1.3752 |
S1 |
1.3737 |
1.3747 |
|