CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 22-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2007 |
22-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3517 |
1.3555 |
0.0038 |
0.3% |
1.3673 |
| High |
1.3528 |
1.3575 |
0.0047 |
0.3% |
1.3673 |
| Low |
1.3500 |
1.3540 |
0.0040 |
0.3% |
1.3430 |
| Close |
1.3503 |
1.3567 |
0.0064 |
0.5% |
1.3513 |
| Range |
0.0028 |
0.0035 |
0.0007 |
25.0% |
0.0243 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.4% |
0.0000 |
| Volume |
1,052 |
673 |
-379 |
-36.0% |
4,805 |
|
| Daily Pivots for day following 22-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3666 |
1.3651 |
1.3586 |
|
| R3 |
1.3631 |
1.3616 |
1.3577 |
|
| R2 |
1.3596 |
1.3596 |
1.3573 |
|
| R1 |
1.3581 |
1.3581 |
1.3570 |
1.3589 |
| PP |
1.3561 |
1.3561 |
1.3561 |
1.3564 |
| S1 |
1.3546 |
1.3546 |
1.3564 |
1.3554 |
| S2 |
1.3526 |
1.3526 |
1.3561 |
|
| S3 |
1.3491 |
1.3511 |
1.3557 |
|
| S4 |
1.3456 |
1.3476 |
1.3548 |
|
|
| 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 |
1.3724 |
|
2.618 |
1.3667 |
|
1.618 |
1.3632 |
|
1.000 |
1.3610 |
|
0.618 |
1.3597 |
|
HIGH |
1.3575 |
|
0.618 |
1.3562 |
|
0.500 |
1.3558 |
|
0.382 |
1.3553 |
|
LOW |
1.3540 |
|
0.618 |
1.3518 |
|
1.000 |
1.3505 |
|
1.618 |
1.3483 |
|
2.618 |
1.3448 |
|
4.250 |
1.3391 |
|
|
| Fisher Pivots for day following 22-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3564 |
1.3557 |
| PP |
1.3561 |
1.3547 |
| S1 |
1.3558 |
1.3538 |
|