CME Euro FX Future December 2007
Trading Metrics calculated at close of trading on 06-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2007 |
06-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1.3819 |
1.3847 |
0.0028 |
0.2% |
1.3741 |
High |
1.3845 |
1.3858 |
0.0013 |
0.1% |
1.3845 |
Low |
1.3760 |
1.3835 |
0.0075 |
0.5% |
1.3710 |
Close |
1.3851 |
1.3847 |
-0.0004 |
0.0% |
1.3851 |
Range |
0.0085 |
0.0023 |
-0.0062 |
-72.9% |
0.0135 |
ATR |
0.0050 |
0.0048 |
-0.0002 |
-3.8% |
0.0000 |
Volume |
263 |
411 |
148 |
56.3% |
2,276 |
|
Daily Pivots for day following 06-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3916 |
1.3904 |
1.3860 |
|
R3 |
1.3893 |
1.3881 |
1.3853 |
|
R2 |
1.3870 |
1.3870 |
1.3851 |
|
R1 |
1.3858 |
1.3858 |
1.3849 |
1.3859 |
PP |
1.3847 |
1.3847 |
1.3847 |
1.3847 |
S1 |
1.3835 |
1.3835 |
1.3845 |
1.3836 |
S2 |
1.3824 |
1.3824 |
1.3843 |
|
S3 |
1.3801 |
1.3812 |
1.3841 |
|
S4 |
1.3778 |
1.3789 |
1.3834 |
|
|
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 |
1.3956 |
2.618 |
1.3918 |
1.618 |
1.3895 |
1.000 |
1.3881 |
0.618 |
1.3872 |
HIGH |
1.3858 |
0.618 |
1.3849 |
0.500 |
1.3847 |
0.382 |
1.3844 |
LOW |
1.3835 |
0.618 |
1.3821 |
1.000 |
1.3812 |
1.618 |
1.3798 |
2.618 |
1.3775 |
4.250 |
1.3737 |
|
|
Fisher Pivots for day following 06-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1.3847 |
1.3832 |
PP |
1.3847 |
1.3816 |
S1 |
1.3847 |
1.3801 |
|