CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 24-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2007 |
24-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3598 |
1.3669 |
0.0071 |
0.5% |
1.3504 |
| High |
1.3607 |
1.3712 |
0.0105 |
0.8% |
1.3712 |
| Low |
1.3590 |
1.3664 |
0.0074 |
0.5% |
1.3500 |
| Close |
1.3591 |
1.3707 |
0.0116 |
0.9% |
1.3707 |
| Range |
0.0017 |
0.0048 |
0.0031 |
182.4% |
0.0212 |
| ATR |
0.0060 |
0.0064 |
0.0004 |
7.4% |
0.0000 |
| Volume |
809 |
616 |
-193 |
-23.9% |
4,462 |
|
| Daily Pivots for day following 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3838 |
1.3821 |
1.3733 |
|
| R3 |
1.3790 |
1.3773 |
1.3720 |
|
| R2 |
1.3742 |
1.3742 |
1.3716 |
|
| R1 |
1.3725 |
1.3725 |
1.3711 |
1.3734 |
| PP |
1.3694 |
1.3694 |
1.3694 |
1.3699 |
| S1 |
1.3677 |
1.3677 |
1.3703 |
1.3686 |
| S2 |
1.3646 |
1.3646 |
1.3698 |
|
| S3 |
1.3598 |
1.3629 |
1.3694 |
|
| S4 |
1.3550 |
1.3581 |
1.3681 |
|
|
| Weekly Pivots for week ending 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4276 |
1.4203 |
1.3824 |
|
| R3 |
1.4064 |
1.3991 |
1.3765 |
|
| R2 |
1.3852 |
1.3852 |
1.3746 |
|
| R1 |
1.3779 |
1.3779 |
1.3726 |
1.3816 |
| PP |
1.3640 |
1.3640 |
1.3640 |
1.3658 |
| S1 |
1.3567 |
1.3567 |
1.3688 |
1.3604 |
| S2 |
1.3428 |
1.3428 |
1.3668 |
|
| S3 |
1.3216 |
1.3355 |
1.3649 |
|
| S4 |
1.3004 |
1.3143 |
1.3590 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3916 |
|
2.618 |
1.3838 |
|
1.618 |
1.3790 |
|
1.000 |
1.3760 |
|
0.618 |
1.3742 |
|
HIGH |
1.3712 |
|
0.618 |
1.3694 |
|
0.500 |
1.3688 |
|
0.382 |
1.3682 |
|
LOW |
1.3664 |
|
0.618 |
1.3634 |
|
1.000 |
1.3616 |
|
1.618 |
1.3586 |
|
2.618 |
1.3538 |
|
4.250 |
1.3460 |
|
|
| Fisher Pivots for day following 24-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3701 |
1.3680 |
| PP |
1.3694 |
1.3653 |
| S1 |
1.3688 |
1.3626 |
|