CME Euro FX Future December 2007
Trading Metrics calculated at close of trading on 15-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2007 |
15-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1.3604 |
1.3518 |
-0.0086 |
-0.6% |
1.3847 |
High |
1.3625 |
1.3540 |
-0.0085 |
-0.6% |
1.3870 |
Low |
1.3588 |
1.3505 |
-0.0083 |
-0.6% |
1.3712 |
Close |
1.3588 |
1.3506 |
-0.0082 |
-0.6% |
1.3746 |
Range |
0.0037 |
0.0035 |
-0.0002 |
-5.4% |
0.0158 |
ATR |
0.0056 |
0.0058 |
0.0002 |
3.4% |
0.0000 |
Volume |
1,004 |
961 |
-43 |
-4.3% |
4,100 |
|
Daily Pivots for day following 15-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3622 |
1.3599 |
1.3525 |
|
R3 |
1.3587 |
1.3564 |
1.3516 |
|
R2 |
1.3552 |
1.3552 |
1.3512 |
|
R1 |
1.3529 |
1.3529 |
1.3509 |
1.3523 |
PP |
1.3517 |
1.3517 |
1.3517 |
1.3514 |
S1 |
1.3494 |
1.3494 |
1.3503 |
1.3488 |
S2 |
1.3482 |
1.3482 |
1.3500 |
|
S3 |
1.3447 |
1.3459 |
1.3496 |
|
S4 |
1.3412 |
1.3424 |
1.3487 |
|
|
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 |
1.3689 |
2.618 |
1.3632 |
1.618 |
1.3597 |
1.000 |
1.3575 |
0.618 |
1.3562 |
HIGH |
1.3540 |
0.618 |
1.3527 |
0.500 |
1.3523 |
0.382 |
1.3518 |
LOW |
1.3505 |
0.618 |
1.3483 |
1.000 |
1.3470 |
1.618 |
1.3448 |
2.618 |
1.3413 |
4.250 |
1.3356 |
|
|
Fisher Pivots for day following 15-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1.3523 |
1.3589 |
PP |
1.3517 |
1.3561 |
S1 |
1.3512 |
1.3534 |
|