CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 01-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2007 |
01-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3737 |
1.3744 |
0.0007 |
0.1% |
1.3862 |
| High |
1.3772 |
1.3760 |
-0.0012 |
-0.1% |
1.3905 |
| Low |
1.3736 |
1.3710 |
-0.0026 |
-0.2% |
1.3690 |
| Close |
1.3742 |
1.3710 |
-0.0032 |
-0.2% |
1.3701 |
| Range |
0.0036 |
0.0050 |
0.0014 |
38.9% |
0.0215 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
0.6% |
0.0000 |
| Volume |
458 |
362 |
-96 |
-21.0% |
1,733 |
|
| Daily Pivots for day following 01-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3877 |
1.3843 |
1.3738 |
|
| R3 |
1.3827 |
1.3793 |
1.3724 |
|
| R2 |
1.3777 |
1.3777 |
1.3719 |
|
| R1 |
1.3743 |
1.3743 |
1.3715 |
1.3735 |
| PP |
1.3727 |
1.3727 |
1.3727 |
1.3723 |
| S1 |
1.3693 |
1.3693 |
1.3705 |
1.3685 |
| S2 |
1.3677 |
1.3677 |
1.3701 |
|
| S3 |
1.3627 |
1.3643 |
1.3696 |
|
| S4 |
1.3577 |
1.3593 |
1.3683 |
|
|
| 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 |
1.3973 |
|
2.618 |
1.3891 |
|
1.618 |
1.3841 |
|
1.000 |
1.3810 |
|
0.618 |
1.3791 |
|
HIGH |
1.3760 |
|
0.618 |
1.3741 |
|
0.500 |
1.3735 |
|
0.382 |
1.3729 |
|
LOW |
1.3710 |
|
0.618 |
1.3679 |
|
1.000 |
1.3660 |
|
1.618 |
1.3629 |
|
2.618 |
1.3579 |
|
4.250 |
1.3498 |
|
|
| Fisher Pivots for day following 01-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3735 |
1.3741 |
| PP |
1.3727 |
1.3731 |
| S1 |
1.3718 |
1.3720 |
|