CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 17-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2007 |
17-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3459 |
1.3548 |
0.0089 |
0.7% |
1.3673 |
| High |
1.3472 |
1.3582 |
0.0110 |
0.8% |
1.3673 |
| Low |
1.3430 |
1.3510 |
0.0080 |
0.6% |
1.3430 |
| Close |
1.3446 |
1.3513 |
0.0067 |
0.5% |
1.3513 |
| Range |
0.0042 |
0.0072 |
0.0030 |
71.4% |
0.0243 |
| ATR |
0.0060 |
0.0065 |
0.0005 |
9.2% |
0.0000 |
| Volume |
1,090 |
859 |
-231 |
-21.2% |
4,805 |
|
| Daily Pivots for day following 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3751 |
1.3704 |
1.3553 |
|
| R3 |
1.3679 |
1.3632 |
1.3533 |
|
| R2 |
1.3607 |
1.3607 |
1.3526 |
|
| R1 |
1.3560 |
1.3560 |
1.3520 |
1.3548 |
| PP |
1.3535 |
1.3535 |
1.3535 |
1.3529 |
| S1 |
1.3488 |
1.3488 |
1.3506 |
1.3476 |
| S2 |
1.3463 |
1.3463 |
1.3500 |
|
| S3 |
1.3391 |
1.3416 |
1.3493 |
|
| S4 |
1.3319 |
1.3344 |
1.3473 |
|
|
| Weekly Pivots for week ending 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4268 |
1.4133 |
1.3647 |
|
| R3 |
1.4025 |
1.3890 |
1.3580 |
|
| R2 |
1.3782 |
1.3782 |
1.3558 |
|
| R1 |
1.3647 |
1.3647 |
1.3535 |
1.3593 |
| PP |
1.3539 |
1.3539 |
1.3539 |
1.3512 |
| S1 |
1.3404 |
1.3404 |
1.3491 |
1.3350 |
| S2 |
1.3296 |
1.3296 |
1.3468 |
|
| S3 |
1.3053 |
1.3161 |
1.3446 |
|
| S4 |
1.2810 |
1.2918 |
1.3379 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3888 |
|
2.618 |
1.3770 |
|
1.618 |
1.3698 |
|
1.000 |
1.3654 |
|
0.618 |
1.3626 |
|
HIGH |
1.3582 |
|
0.618 |
1.3554 |
|
0.500 |
1.3546 |
|
0.382 |
1.3538 |
|
LOW |
1.3510 |
|
0.618 |
1.3466 |
|
1.000 |
1.3438 |
|
1.618 |
1.3394 |
|
2.618 |
1.3322 |
|
4.250 |
1.3204 |
|
|
| Fisher Pivots for day following 17-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3546 |
1.3511 |
| PP |
1.3535 |
1.3508 |
| S1 |
1.3524 |
1.3506 |
|