CME Euro FX Future March 2008
Trading Metrics calculated at close of trading on 12-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2007 |
12-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
1.3851 |
1.3871 |
0.0020 |
0.1% |
1.3717 |
High |
1.3851 |
1.3871 |
0.0020 |
0.1% |
1.3717 |
Low |
1.3851 |
1.3871 |
0.0020 |
0.1% |
1.3690 |
Close |
1.3851 |
1.3871 |
0.0020 |
0.1% |
1.3711 |
Range |
|
|
|
|
|
ATR |
0.0034 |
0.0033 |
-0.0001 |
-3.0% |
0.0000 |
Volume |
1 |
0 |
-1 |
-100.0% |
17 |
|
Daily Pivots for day following 12-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3871 |
1.3871 |
1.3871 |
|
R3 |
1.3871 |
1.3871 |
1.3871 |
|
R2 |
1.3871 |
1.3871 |
1.3871 |
|
R1 |
1.3871 |
1.3871 |
1.3871 |
1.3871 |
PP |
1.3871 |
1.3871 |
1.3871 |
1.3871 |
S1 |
1.3871 |
1.3871 |
1.3871 |
1.3871 |
S2 |
1.3871 |
1.3871 |
1.3871 |
|
S3 |
1.3871 |
1.3871 |
1.3871 |
|
S4 |
1.3871 |
1.3871 |
1.3871 |
|
|
Weekly Pivots for week ending 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3787 |
1.3776 |
1.3726 |
|
R3 |
1.3760 |
1.3749 |
1.3718 |
|
R2 |
1.3733 |
1.3733 |
1.3716 |
|
R1 |
1.3722 |
1.3722 |
1.3713 |
1.3714 |
PP |
1.3706 |
1.3706 |
1.3706 |
1.3702 |
S1 |
1.3695 |
1.3695 |
1.3709 |
1.3687 |
S2 |
1.3679 |
1.3679 |
1.3706 |
|
S3 |
1.3652 |
1.3668 |
1.3704 |
|
S4 |
1.3625 |
1.3641 |
1.3696 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3871 |
2.618 |
1.3871 |
1.618 |
1.3871 |
1.000 |
1.3871 |
0.618 |
1.3871 |
HIGH |
1.3871 |
0.618 |
1.3871 |
0.500 |
1.3871 |
0.382 |
1.3871 |
LOW |
1.3871 |
0.618 |
1.3871 |
1.000 |
1.3871 |
1.618 |
1.3871 |
2.618 |
1.3871 |
4.250 |
1.3871 |
|
|
Fisher Pivots for day following 12-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
1.3871 |
1.3862 |
PP |
1.3871 |
1.3854 |
S1 |
1.3871 |
1.3845 |
|