CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 16-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2007 |
16-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3518 |
1.3459 |
-0.0059 |
-0.4% |
1.3847 |
| High |
1.3540 |
1.3472 |
-0.0068 |
-0.5% |
1.3870 |
| Low |
1.3505 |
1.3430 |
-0.0075 |
-0.6% |
1.3712 |
| Close |
1.3506 |
1.3446 |
-0.0060 |
-0.4% |
1.3746 |
| Range |
0.0035 |
0.0042 |
0.0007 |
20.0% |
0.0158 |
| ATR |
0.0058 |
0.0060 |
0.0001 |
2.2% |
0.0000 |
| Volume |
961 |
1,090 |
129 |
13.4% |
4,100 |
|
| Daily Pivots for day following 16-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3575 |
1.3553 |
1.3469 |
|
| R3 |
1.3533 |
1.3511 |
1.3458 |
|
| R2 |
1.3491 |
1.3491 |
1.3454 |
|
| R1 |
1.3469 |
1.3469 |
1.3450 |
1.3459 |
| PP |
1.3449 |
1.3449 |
1.3449 |
1.3445 |
| S1 |
1.3427 |
1.3427 |
1.3442 |
1.3417 |
| S2 |
1.3407 |
1.3407 |
1.3438 |
|
| S3 |
1.3365 |
1.3385 |
1.3434 |
|
| S4 |
1.3323 |
1.3343 |
1.3423 |
|
|
| 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 |
1.3651 |
|
2.618 |
1.3582 |
|
1.618 |
1.3540 |
|
1.000 |
1.3514 |
|
0.618 |
1.3498 |
|
HIGH |
1.3472 |
|
0.618 |
1.3456 |
|
0.500 |
1.3451 |
|
0.382 |
1.3446 |
|
LOW |
1.3430 |
|
0.618 |
1.3404 |
|
1.000 |
1.3388 |
|
1.618 |
1.3362 |
|
2.618 |
1.3320 |
|
4.250 |
1.3252 |
|
|
| Fisher Pivots for day following 16-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3451 |
1.3528 |
| PP |
1.3449 |
1.3500 |
| S1 |
1.3448 |
1.3473 |
|