CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 08-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2007 |
08-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3800 |
1.3846 |
0.0046 |
0.3% |
1.3741 |
| High |
1.3800 |
1.3870 |
0.0070 |
0.5% |
1.3845 |
| Low |
1.3800 |
1.3848 |
0.0048 |
0.3% |
1.3710 |
| Close |
1.3809 |
1.3846 |
0.0037 |
0.3% |
1.3851 |
| Range |
0.0000 |
0.0022 |
0.0022 |
|
0.0135 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
2.0% |
0.0000 |
| Volume |
885 |
777 |
-108 |
-12.2% |
2,276 |
|
| Daily Pivots for day following 08-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3921 |
1.3905 |
1.3858 |
|
| R3 |
1.3899 |
1.3883 |
1.3852 |
|
| R2 |
1.3877 |
1.3877 |
1.3850 |
|
| R1 |
1.3861 |
1.3861 |
1.3848 |
1.3857 |
| PP |
1.3855 |
1.3855 |
1.3855 |
1.3853 |
| S1 |
1.3839 |
1.3839 |
1.3844 |
1.3835 |
| S2 |
1.3833 |
1.3833 |
1.3842 |
|
| S3 |
1.3811 |
1.3817 |
1.3840 |
|
| S4 |
1.3789 |
1.3795 |
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 |
1.3964 |
|
2.618 |
1.3928 |
|
1.618 |
1.3906 |
|
1.000 |
1.3892 |
|
0.618 |
1.3884 |
|
HIGH |
1.3870 |
|
0.618 |
1.3862 |
|
0.500 |
1.3859 |
|
0.382 |
1.3856 |
|
LOW |
1.3848 |
|
0.618 |
1.3834 |
|
1.000 |
1.3826 |
|
1.618 |
1.3812 |
|
2.618 |
1.3790 |
|
4.250 |
1.3755 |
|
|
| Fisher Pivots for day following 08-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3859 |
1.3842 |
| PP |
1.3855 |
1.3839 |
| S1 |
1.3850 |
1.3835 |
|