CME Euro FX Future December 2007
Trading Metrics calculated at close of trading on 10-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2007 |
10-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1.3750 |
1.3730 |
-0.0020 |
-0.1% |
1.3847 |
High |
1.3750 |
1.3740 |
-0.0010 |
-0.1% |
1.3870 |
Low |
1.3720 |
1.3712 |
-0.0008 |
-0.1% |
1.3712 |
Close |
1.3733 |
1.3746 |
0.0013 |
0.1% |
1.3746 |
Range |
0.0030 |
0.0028 |
-0.0002 |
-6.7% |
0.0158 |
ATR |
0.0054 |
0.0052 |
-0.0002 |
-3.4% |
0.0000 |
Volume |
756 |
1,271 |
515 |
68.1% |
4,100 |
|
Daily Pivots for day following 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3817 |
1.3809 |
1.3761 |
|
R3 |
1.3789 |
1.3781 |
1.3754 |
|
R2 |
1.3761 |
1.3761 |
1.3751 |
|
R1 |
1.3753 |
1.3753 |
1.3749 |
1.3757 |
PP |
1.3733 |
1.3733 |
1.3733 |
1.3735 |
S1 |
1.3725 |
1.3725 |
1.3743 |
1.3729 |
S2 |
1.3705 |
1.3705 |
1.3741 |
|
S3 |
1.3677 |
1.3697 |
1.3738 |
|
S4 |
1.3649 |
1.3669 |
1.3731 |
|
|
Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4250 |
1.4156 |
1.3833 |
|
R3 |
1.4092 |
1.3998 |
1.3789 |
|
R2 |
1.3934 |
1.3934 |
1.3775 |
|
R1 |
1.3840 |
1.3840 |
1.3760 |
1.3808 |
PP |
1.3776 |
1.3776 |
1.3776 |
1.3760 |
S1 |
1.3682 |
1.3682 |
1.3732 |
1.3650 |
S2 |
1.3618 |
1.3618 |
1.3717 |
|
S3 |
1.3460 |
1.3524 |
1.3703 |
|
S4 |
1.3302 |
1.3366 |
1.3659 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3859 |
2.618 |
1.3813 |
1.618 |
1.3785 |
1.000 |
1.3768 |
0.618 |
1.3757 |
HIGH |
1.3740 |
0.618 |
1.3729 |
0.500 |
1.3726 |
0.382 |
1.3723 |
LOW |
1.3712 |
0.618 |
1.3695 |
1.000 |
1.3684 |
1.618 |
1.3667 |
2.618 |
1.3639 |
4.250 |
1.3593 |
|
|
Fisher Pivots for day following 10-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1.3739 |
1.3791 |
PP |
1.3733 |
1.3776 |
S1 |
1.3726 |
1.3761 |
|