CME Euro FX Future December 2007
Trading Metrics calculated at close of trading on 07-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2007 |
07-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1.3847 |
1.3800 |
-0.0047 |
-0.3% |
1.3741 |
High |
1.3858 |
1.3800 |
-0.0058 |
-0.4% |
1.3845 |
Low |
1.3835 |
1.3800 |
-0.0035 |
-0.3% |
1.3710 |
Close |
1.3847 |
1.3809 |
-0.0038 |
-0.3% |
1.3851 |
Range |
0.0023 |
0.0000 |
-0.0023 |
-100.0% |
0.0135 |
ATR |
0.0048 |
0.0048 |
0.0000 |
-0.1% |
0.0000 |
Volume |
411 |
885 |
474 |
115.3% |
2,276 |
|
Daily Pivots for day following 07-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3803 |
1.3806 |
1.3809 |
|
R3 |
1.3803 |
1.3806 |
1.3809 |
|
R2 |
1.3803 |
1.3803 |
1.3809 |
|
R1 |
1.3806 |
1.3806 |
1.3809 |
1.3805 |
PP |
1.3803 |
1.3803 |
1.3803 |
1.3802 |
S1 |
1.3806 |
1.3806 |
1.3809 |
1.3805 |
S2 |
1.3803 |
1.3803 |
1.3809 |
|
S3 |
1.3803 |
1.3806 |
1.3809 |
|
S4 |
1.3803 |
1.3806 |
1.3809 |
|
|
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 |
1.3800 |
2.618 |
1.3800 |
1.618 |
1.3800 |
1.000 |
1.3800 |
0.618 |
1.3800 |
HIGH |
1.3800 |
0.618 |
1.3800 |
0.500 |
1.3800 |
0.382 |
1.3800 |
LOW |
1.3800 |
0.618 |
1.3800 |
1.000 |
1.3800 |
1.618 |
1.3800 |
2.618 |
1.3800 |
4.250 |
1.3800 |
|
|
Fisher Pivots for day following 07-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1.3806 |
1.3809 |
PP |
1.3803 |
1.3809 |
S1 |
1.3800 |
1.3809 |
|