CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 31-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2007 |
31-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3741 |
1.3737 |
-0.0004 |
0.0% |
1.3862 |
| High |
1.3741 |
1.3772 |
0.0031 |
0.2% |
1.3905 |
| Low |
1.3732 |
1.3736 |
0.0004 |
0.0% |
1.3690 |
| Close |
1.3741 |
1.3742 |
0.0001 |
0.0% |
1.3701 |
| Range |
0.0009 |
0.0036 |
0.0027 |
300.0% |
0.0215 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
716 |
458 |
-258 |
-36.0% |
1,733 |
|
| Daily Pivots for day following 31-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3858 |
1.3836 |
1.3762 |
|
| R3 |
1.3822 |
1.3800 |
1.3752 |
|
| R2 |
1.3786 |
1.3786 |
1.3749 |
|
| R1 |
1.3764 |
1.3764 |
1.3745 |
1.3775 |
| PP |
1.3750 |
1.3750 |
1.3750 |
1.3756 |
| S1 |
1.3728 |
1.3728 |
1.3739 |
1.3739 |
| S2 |
1.3714 |
1.3714 |
1.3735 |
|
| S3 |
1.3678 |
1.3692 |
1.3732 |
|
| S4 |
1.3642 |
1.3656 |
1.3722 |
|
|
| 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 |
1.3925 |
|
2.618 |
1.3866 |
|
1.618 |
1.3830 |
|
1.000 |
1.3808 |
|
0.618 |
1.3794 |
|
HIGH |
1.3772 |
|
0.618 |
1.3758 |
|
0.500 |
1.3754 |
|
0.382 |
1.3750 |
|
LOW |
1.3736 |
|
0.618 |
1.3714 |
|
1.000 |
1.3700 |
|
1.618 |
1.3678 |
|
2.618 |
1.3642 |
|
4.250 |
1.3583 |
|
|
| Fisher Pivots for day following 31-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3754 |
1.3738 |
| PP |
1.3750 |
1.3735 |
| S1 |
1.3746 |
1.3731 |
|