CME Euro FX Future December 2007
Trading Metrics calculated at close of trading on 20-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2007 |
20-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1.3548 |
1.3504 |
-0.0044 |
-0.3% |
1.3673 |
High |
1.3582 |
1.3532 |
-0.0050 |
-0.4% |
1.3673 |
Low |
1.3510 |
1.3500 |
-0.0010 |
-0.1% |
1.3430 |
Close |
1.3513 |
1.3517 |
0.0004 |
0.0% |
1.3513 |
Range |
0.0072 |
0.0032 |
-0.0040 |
-55.6% |
0.0243 |
ATR |
0.0065 |
0.0063 |
-0.0002 |
-3.6% |
0.0000 |
Volume |
859 |
1,312 |
453 |
52.7% |
4,805 |
|
Daily Pivots for day following 20-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3612 |
1.3597 |
1.3535 |
|
R3 |
1.3580 |
1.3565 |
1.3526 |
|
R2 |
1.3548 |
1.3548 |
1.3523 |
|
R1 |
1.3533 |
1.3533 |
1.3520 |
1.3541 |
PP |
1.3516 |
1.3516 |
1.3516 |
1.3520 |
S1 |
1.3501 |
1.3501 |
1.3514 |
1.3509 |
S2 |
1.3484 |
1.3484 |
1.3511 |
|
S3 |
1.3452 |
1.3469 |
1.3508 |
|
S4 |
1.3420 |
1.3437 |
1.3499 |
|
|
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 |
1.3668 |
2.618 |
1.3616 |
1.618 |
1.3584 |
1.000 |
1.3564 |
0.618 |
1.3552 |
HIGH |
1.3532 |
0.618 |
1.3520 |
0.500 |
1.3516 |
0.382 |
1.3512 |
LOW |
1.3500 |
0.618 |
1.3480 |
1.000 |
1.3468 |
1.618 |
1.3448 |
2.618 |
1.3416 |
4.250 |
1.3364 |
|
|
Fisher Pivots for day following 20-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1.3517 |
1.3513 |
PP |
1.3516 |
1.3510 |
S1 |
1.3516 |
1.3506 |
|