CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 14-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2007 |
14-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3673 |
1.3604 |
-0.0069 |
-0.5% |
1.3847 |
| High |
1.3673 |
1.3625 |
-0.0048 |
-0.4% |
1.3870 |
| Low |
1.3660 |
1.3588 |
-0.0072 |
-0.5% |
1.3712 |
| Close |
1.3668 |
1.3588 |
-0.0080 |
-0.6% |
1.3746 |
| Range |
0.0013 |
0.0037 |
0.0024 |
184.6% |
0.0158 |
| ATR |
0.0055 |
0.0056 |
0.0002 |
3.3% |
0.0000 |
| Volume |
891 |
1,004 |
113 |
12.7% |
4,100 |
|
| Daily Pivots for day following 14-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3711 |
1.3687 |
1.3608 |
|
| R3 |
1.3674 |
1.3650 |
1.3598 |
|
| R2 |
1.3637 |
1.3637 |
1.3595 |
|
| R1 |
1.3613 |
1.3613 |
1.3591 |
1.3607 |
| PP |
1.3600 |
1.3600 |
1.3600 |
1.3597 |
| S1 |
1.3576 |
1.3576 |
1.3585 |
1.3570 |
| S2 |
1.3563 |
1.3563 |
1.3581 |
|
| S3 |
1.3526 |
1.3539 |
1.3578 |
|
| S4 |
1.3489 |
1.3502 |
1.3568 |
|
|
| 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 |
1.3782 |
|
2.618 |
1.3722 |
|
1.618 |
1.3685 |
|
1.000 |
1.3662 |
|
0.618 |
1.3648 |
|
HIGH |
1.3625 |
|
0.618 |
1.3611 |
|
0.500 |
1.3607 |
|
0.382 |
1.3602 |
|
LOW |
1.3588 |
|
0.618 |
1.3565 |
|
1.000 |
1.3551 |
|
1.618 |
1.3528 |
|
2.618 |
1.3491 |
|
4.250 |
1.3431 |
|
|
| Fisher Pivots for day following 14-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3607 |
1.3664 |
| PP |
1.3600 |
1.3639 |
| S1 |
1.3594 |
1.3613 |
|