CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 09-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2007 |
09-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3846 |
1.3750 |
-0.0096 |
-0.7% |
1.3741 |
| High |
1.3870 |
1.3750 |
-0.0120 |
-0.9% |
1.3845 |
| Low |
1.3848 |
1.3720 |
-0.0128 |
-0.9% |
1.3710 |
| Close |
1.3846 |
1.3733 |
-0.0113 |
-0.8% |
1.3851 |
| Range |
0.0022 |
0.0030 |
0.0008 |
36.4% |
0.0135 |
| ATR |
0.0049 |
0.0054 |
0.0006 |
11.4% |
0.0000 |
| Volume |
777 |
756 |
-21 |
-2.7% |
2,276 |
|
| Daily Pivots for day following 09-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3824 |
1.3809 |
1.3750 |
|
| R3 |
1.3794 |
1.3779 |
1.3741 |
|
| R2 |
1.3764 |
1.3764 |
1.3739 |
|
| R1 |
1.3749 |
1.3749 |
1.3736 |
1.3742 |
| PP |
1.3734 |
1.3734 |
1.3734 |
1.3731 |
| S1 |
1.3719 |
1.3719 |
1.3730 |
1.3712 |
| S2 |
1.3704 |
1.3704 |
1.3728 |
|
| S3 |
1.3674 |
1.3689 |
1.3725 |
|
| S4 |
1.3644 |
1.3659 |
1.3717 |
|
|
| 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 |
1.3878 |
|
2.618 |
1.3829 |
|
1.618 |
1.3799 |
|
1.000 |
1.3780 |
|
0.618 |
1.3769 |
|
HIGH |
1.3750 |
|
0.618 |
1.3739 |
|
0.500 |
1.3735 |
|
0.382 |
1.3731 |
|
LOW |
1.3720 |
|
0.618 |
1.3701 |
|
1.000 |
1.3690 |
|
1.618 |
1.3671 |
|
2.618 |
1.3641 |
|
4.250 |
1.3593 |
|
|
| Fisher Pivots for day following 09-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3735 |
1.3795 |
| PP |
1.3734 |
1.3774 |
| S1 |
1.3734 |
1.3754 |
|