CME Euro FX Future December 2007
Trading Metrics calculated at close of trading on 21-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2007 |
21-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1.3504 |
1.3517 |
0.0013 |
0.1% |
1.3673 |
High |
1.3532 |
1.3528 |
-0.0004 |
0.0% |
1.3673 |
Low |
1.3500 |
1.3500 |
0.0000 |
0.0% |
1.3430 |
Close |
1.3517 |
1.3503 |
-0.0014 |
-0.1% |
1.3513 |
Range |
0.0032 |
0.0028 |
-0.0004 |
-12.5% |
0.0243 |
ATR |
0.0063 |
0.0060 |
-0.0002 |
-4.0% |
0.0000 |
Volume |
1,312 |
1,052 |
-260 |
-19.8% |
4,805 |
|
Daily Pivots for day following 21-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3594 |
1.3577 |
1.3518 |
|
R3 |
1.3566 |
1.3549 |
1.3511 |
|
R2 |
1.3538 |
1.3538 |
1.3508 |
|
R1 |
1.3521 |
1.3521 |
1.3506 |
1.3516 |
PP |
1.3510 |
1.3510 |
1.3510 |
1.3508 |
S1 |
1.3493 |
1.3493 |
1.3500 |
1.3488 |
S2 |
1.3482 |
1.3482 |
1.3498 |
|
S3 |
1.3454 |
1.3465 |
1.3495 |
|
S4 |
1.3426 |
1.3437 |
1.3488 |
|
|
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 |
1.3647 |
2.618 |
1.3601 |
1.618 |
1.3573 |
1.000 |
1.3556 |
0.618 |
1.3545 |
HIGH |
1.3528 |
0.618 |
1.3517 |
0.500 |
1.3514 |
0.382 |
1.3511 |
LOW |
1.3500 |
0.618 |
1.3483 |
1.000 |
1.3472 |
1.618 |
1.3455 |
2.618 |
1.3427 |
4.250 |
1.3381 |
|
|
Fisher Pivots for day following 21-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1.3514 |
1.3541 |
PP |
1.3510 |
1.3528 |
S1 |
1.3507 |
1.3516 |
|