CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 03-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2007 |
03-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3743 |
1.3819 |
0.0076 |
0.6% |
1.3741 |
| High |
1.3743 |
1.3845 |
0.0102 |
0.7% |
1.3845 |
| Low |
1.3743 |
1.3760 |
0.0017 |
0.1% |
1.3710 |
| Close |
1.3743 |
1.3851 |
0.0108 |
0.8% |
1.3851 |
| Range |
0.0000 |
0.0085 |
0.0085 |
|
0.0135 |
| ATR |
0.0045 |
0.0050 |
0.0004 |
8.9% |
0.0000 |
| Volume |
477 |
263 |
-214 |
-44.9% |
2,276 |
|
| Daily Pivots for day following 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4074 |
1.4047 |
1.3898 |
|
| R3 |
1.3989 |
1.3962 |
1.3874 |
|
| R2 |
1.3904 |
1.3904 |
1.3867 |
|
| R1 |
1.3877 |
1.3877 |
1.3859 |
1.3891 |
| PP |
1.3819 |
1.3819 |
1.3819 |
1.3825 |
| S1 |
1.3792 |
1.3792 |
1.3843 |
1.3806 |
| S2 |
1.3734 |
1.3734 |
1.3835 |
|
| S3 |
1.3649 |
1.3707 |
1.3828 |
|
| S4 |
1.3564 |
1.3622 |
1.3804 |
|
|
| Weekly Pivots for week ending 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4207 |
1.4164 |
1.3925 |
|
| R3 |
1.4072 |
1.4029 |
1.3888 |
|
| R2 |
1.3937 |
1.3937 |
1.3876 |
|
| R1 |
1.3894 |
1.3894 |
1.3863 |
1.3916 |
| PP |
1.3802 |
1.3802 |
1.3802 |
1.3813 |
| S1 |
1.3759 |
1.3759 |
1.3839 |
1.3781 |
| S2 |
1.3667 |
1.3667 |
1.3826 |
|
| S3 |
1.3532 |
1.3624 |
1.3814 |
|
| S4 |
1.3397 |
1.3489 |
1.3777 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4206 |
|
2.618 |
1.4068 |
|
1.618 |
1.3983 |
|
1.000 |
1.3930 |
|
0.618 |
1.3898 |
|
HIGH |
1.3845 |
|
0.618 |
1.3813 |
|
0.500 |
1.3803 |
|
0.382 |
1.3792 |
|
LOW |
1.3760 |
|
0.618 |
1.3707 |
|
1.000 |
1.3675 |
|
1.618 |
1.3622 |
|
2.618 |
1.3537 |
|
4.250 |
1.3399 |
|
|
| Fisher Pivots for day following 03-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3835 |
1.3827 |
| PP |
1.3819 |
1.3802 |
| S1 |
1.3803 |
1.3778 |
|