CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 28-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2007 |
28-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3695 |
1.3684 |
-0.0011 |
-0.1% |
1.3504 |
| High |
1.3695 |
1.3700 |
0.0005 |
0.0% |
1.3712 |
| Low |
1.3670 |
1.3655 |
-0.0015 |
-0.1% |
1.3500 |
| Close |
1.3687 |
1.3667 |
-0.0020 |
-0.1% |
1.3707 |
| Range |
0.0025 |
0.0045 |
0.0020 |
80.0% |
0.0212 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
995 |
848 |
-147 |
-14.8% |
4,462 |
|
| Daily Pivots for day following 28-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3809 |
1.3783 |
1.3692 |
|
| R3 |
1.3764 |
1.3738 |
1.3679 |
|
| R2 |
1.3719 |
1.3719 |
1.3675 |
|
| R1 |
1.3693 |
1.3693 |
1.3671 |
1.3684 |
| PP |
1.3674 |
1.3674 |
1.3674 |
1.3669 |
| S1 |
1.3648 |
1.3648 |
1.3663 |
1.3639 |
| S2 |
1.3629 |
1.3629 |
1.3659 |
|
| S3 |
1.3584 |
1.3603 |
1.3655 |
|
| S4 |
1.3539 |
1.3558 |
1.3642 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3712 |
1.3540 |
0.0172 |
1.3% |
0.0034 |
0.2% |
74% |
False |
False |
788 |
| 10 |
1.3712 |
1.3430 |
0.0282 |
2.1% |
0.0038 |
0.3% |
84% |
False |
False |
921 |
| 20 |
1.3870 |
1.3430 |
0.0440 |
3.2% |
0.0033 |
0.2% |
54% |
False |
False |
815 |
| 40 |
1.3905 |
1.3430 |
0.0475 |
3.5% |
0.0030 |
0.2% |
50% |
False |
False |
566 |
| 60 |
1.3905 |
1.3382 |
0.0523 |
3.8% |
0.0023 |
0.2% |
54% |
False |
False |
416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3891 |
|
2.618 |
1.3818 |
|
1.618 |
1.3773 |
|
1.000 |
1.3745 |
|
0.618 |
1.3728 |
|
HIGH |
1.3700 |
|
0.618 |
1.3683 |
|
0.500 |
1.3678 |
|
0.382 |
1.3672 |
|
LOW |
1.3655 |
|
0.618 |
1.3627 |
|
1.000 |
1.3610 |
|
1.618 |
1.3582 |
|
2.618 |
1.3537 |
|
4.250 |
1.3464 |
|
|
| Fisher Pivots for day following 28-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3678 |
1.3684 |
| PP |
1.3674 |
1.3678 |
| S1 |
1.3671 |
1.3673 |
|