CME Euro FX Future March 2008
Trading Metrics calculated at close of trading on 23-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2007 |
23-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
1.3905 |
1.3887 |
-0.0018 |
-0.1% |
1.3869 |
High |
1.3905 |
1.3887 |
-0.0018 |
-0.1% |
1.3905 |
Low |
1.3905 |
1.3887 |
-0.0018 |
-0.1% |
1.3869 |
Close |
1.3905 |
1.3887 |
-0.0018 |
-0.1% |
1.3905 |
Range |
|
|
|
|
|
ATR |
0.0024 |
0.0024 |
0.0000 |
-1.9% |
0.0000 |
Volume |
3 |
9 |
6 |
200.0% |
8 |
|
Daily Pivots for day following 23-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3887 |
1.3887 |
1.3887 |
|
R3 |
1.3887 |
1.3887 |
1.3887 |
|
R2 |
1.3887 |
1.3887 |
1.3887 |
|
R1 |
1.3887 |
1.3887 |
1.3887 |
1.3887 |
PP |
1.3887 |
1.3887 |
1.3887 |
1.3887 |
S1 |
1.3887 |
1.3887 |
1.3887 |
1.3887 |
S2 |
1.3887 |
1.3887 |
1.3887 |
|
S3 |
1.3887 |
1.3887 |
1.3887 |
|
S4 |
1.3887 |
1.3887 |
1.3887 |
|
|
Weekly Pivots for week ending 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4001 |
1.3989 |
1.3925 |
|
R3 |
1.3965 |
1.3953 |
1.3915 |
|
R2 |
1.3929 |
1.3929 |
1.3912 |
|
R1 |
1.3917 |
1.3917 |
1.3908 |
1.3923 |
PP |
1.3893 |
1.3893 |
1.3893 |
1.3896 |
S1 |
1.3881 |
1.3881 |
1.3902 |
1.3887 |
S2 |
1.3857 |
1.3857 |
1.3898 |
|
S3 |
1.3821 |
1.3845 |
1.3895 |
|
S4 |
1.3785 |
1.3809 |
1.3885 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3887 |
2.618 |
1.3887 |
1.618 |
1.3887 |
1.000 |
1.3887 |
0.618 |
1.3887 |
HIGH |
1.3887 |
0.618 |
1.3887 |
0.500 |
1.3887 |
0.382 |
1.3887 |
LOW |
1.3887 |
0.618 |
1.3887 |
1.000 |
1.3887 |
1.618 |
1.3887 |
2.618 |
1.3887 |
4.250 |
1.3887 |
|
|
Fisher Pivots for day following 23-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
1.3887 |
1.3896 |
PP |
1.3887 |
1.3893 |
S1 |
1.3887 |
1.3890 |
|