CME Euro FX Future March 2008
Trading Metrics calculated at close of trading on 13-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2007 |
13-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
1.3871 |
1.3875 |
0.0004 |
0.0% |
1.3712 |
High |
1.3871 |
1.3875 |
0.0004 |
0.0% |
1.3875 |
Low |
1.3871 |
1.3875 |
0.0004 |
0.0% |
1.3712 |
Close |
1.3871 |
1.3875 |
0.0004 |
0.0% |
1.3875 |
Range |
|
|
|
|
|
ATR |
0.0033 |
0.0031 |
-0.0002 |
-6.3% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3875 |
1.3875 |
1.3875 |
|
R3 |
1.3875 |
1.3875 |
1.3875 |
|
R2 |
1.3875 |
1.3875 |
1.3875 |
|
R1 |
1.3875 |
1.3875 |
1.3875 |
1.3875 |
PP |
1.3875 |
1.3875 |
1.3875 |
1.3875 |
S1 |
1.3875 |
1.3875 |
1.3875 |
1.3875 |
S2 |
1.3875 |
1.3875 |
1.3875 |
|
S3 |
1.3875 |
1.3875 |
1.3875 |
|
S4 |
1.3875 |
1.3875 |
1.3875 |
|
|
Weekly Pivots for week ending 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4310 |
1.4255 |
1.3965 |
|
R3 |
1.4147 |
1.4092 |
1.3920 |
|
R2 |
1.3984 |
1.3984 |
1.3905 |
|
R1 |
1.3929 |
1.3929 |
1.3890 |
1.3957 |
PP |
1.3821 |
1.3821 |
1.3821 |
1.3834 |
S1 |
1.3766 |
1.3766 |
1.3860 |
1.3794 |
S2 |
1.3658 |
1.3658 |
1.3845 |
|
S3 |
1.3495 |
1.3603 |
1.3830 |
|
S4 |
1.3332 |
1.3440 |
1.3785 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3875 |
2.618 |
1.3875 |
1.618 |
1.3875 |
1.000 |
1.3875 |
0.618 |
1.3875 |
HIGH |
1.3875 |
0.618 |
1.3875 |
0.500 |
1.3875 |
0.382 |
1.3875 |
LOW |
1.3875 |
0.618 |
1.3875 |
1.000 |
1.3875 |
1.618 |
1.3875 |
2.618 |
1.3875 |
4.250 |
1.3875 |
|
|
Fisher Pivots for day following 13-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
1.3875 |
1.3871 |
PP |
1.3875 |
1.3867 |
S1 |
1.3875 |
1.3863 |
|