CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 29-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2007 |
29-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3684 |
1.3696 |
0.0012 |
0.1% |
1.3504 |
| High |
1.3700 |
1.3710 |
0.0010 |
0.1% |
1.3712 |
| Low |
1.3655 |
1.3685 |
0.0030 |
0.2% |
1.3500 |
| Close |
1.3667 |
1.3696 |
0.0029 |
0.2% |
1.3707 |
| Range |
0.0045 |
0.0025 |
-0.0020 |
-44.4% |
0.0212 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
848 |
1,129 |
281 |
33.1% |
4,462 |
|
| Daily Pivots for day following 29-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3772 |
1.3759 |
1.3710 |
|
| R3 |
1.3747 |
1.3734 |
1.3703 |
|
| R2 |
1.3722 |
1.3722 |
1.3701 |
|
| R1 |
1.3709 |
1.3709 |
1.3698 |
1.3709 |
| PP |
1.3697 |
1.3697 |
1.3697 |
1.3697 |
| S1 |
1.3684 |
1.3684 |
1.3694 |
1.3684 |
| S2 |
1.3672 |
1.3672 |
1.3691 |
|
| S3 |
1.3647 |
1.3659 |
1.3689 |
|
| S4 |
1.3622 |
1.3634 |
1.3682 |
|
|
| 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 |
1.3590 |
0.0122 |
0.9% |
0.0032 |
0.2% |
87% |
False |
False |
879 |
| 10 |
1.3712 |
1.3430 |
0.0282 |
2.1% |
0.0037 |
0.3% |
94% |
False |
False |
938 |
| 20 |
1.3870 |
1.3430 |
0.0440 |
3.2% |
0.0032 |
0.2% |
60% |
False |
False |
853 |
| 40 |
1.3905 |
1.3430 |
0.0475 |
3.5% |
0.0030 |
0.2% |
56% |
False |
False |
585 |
| 60 |
1.3905 |
1.3382 |
0.0523 |
3.8% |
0.0024 |
0.2% |
60% |
False |
False |
435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3816 |
|
2.618 |
1.3775 |
|
1.618 |
1.3750 |
|
1.000 |
1.3735 |
|
0.618 |
1.3725 |
|
HIGH |
1.3710 |
|
0.618 |
1.3700 |
|
0.500 |
1.3698 |
|
0.382 |
1.3695 |
|
LOW |
1.3685 |
|
0.618 |
1.3670 |
|
1.000 |
1.3660 |
|
1.618 |
1.3645 |
|
2.618 |
1.3620 |
|
4.250 |
1.3579 |
|
|
| Fisher Pivots for day following 29-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3698 |
1.3692 |
| PP |
1.3697 |
1.3687 |
| S1 |
1.3697 |
1.3683 |
|