CME Euro FX Future March 2008
Trading Metrics calculated at close of trading on 08-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2007 |
08-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1.3828 |
1.3865 |
0.0037 |
0.3% |
1.3764 |
High |
1.3828 |
1.3865 |
0.0037 |
0.3% |
1.3872 |
Low |
1.3828 |
1.3865 |
0.0037 |
0.3% |
1.3733 |
Close |
1.3828 |
1.3865 |
0.0037 |
0.3% |
1.3872 |
Range |
|
|
|
|
|
ATR |
0.0036 |
0.0036 |
0.0000 |
0.2% |
0.0000 |
Volume |
4 |
5 |
1 |
25.0% |
38 |
|
Daily Pivots for day following 08-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3865 |
1.3865 |
1.3865 |
|
R3 |
1.3865 |
1.3865 |
1.3865 |
|
R2 |
1.3865 |
1.3865 |
1.3865 |
|
R1 |
1.3865 |
1.3865 |
1.3865 |
1.3865 |
PP |
1.3865 |
1.3865 |
1.3865 |
1.3865 |
S1 |
1.3865 |
1.3865 |
1.3865 |
1.3865 |
S2 |
1.3865 |
1.3865 |
1.3865 |
|
S3 |
1.3865 |
1.3865 |
1.3865 |
|
S4 |
1.3865 |
1.3865 |
1.3865 |
|
|
Weekly Pivots for week ending 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4243 |
1.4196 |
1.3948 |
|
R3 |
1.4104 |
1.4057 |
1.3910 |
|
R2 |
1.3965 |
1.3965 |
1.3897 |
|
R1 |
1.3918 |
1.3918 |
1.3885 |
1.3942 |
PP |
1.3826 |
1.3826 |
1.3826 |
1.3837 |
S1 |
1.3779 |
1.3779 |
1.3859 |
1.3803 |
S2 |
1.3687 |
1.3687 |
1.3847 |
|
S3 |
1.3548 |
1.3640 |
1.3834 |
|
S4 |
1.3409 |
1.3501 |
1.3796 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3865 |
2.618 |
1.3865 |
1.618 |
1.3865 |
1.000 |
1.3865 |
0.618 |
1.3865 |
HIGH |
1.3865 |
0.618 |
1.3865 |
0.500 |
1.3865 |
0.382 |
1.3865 |
LOW |
1.3865 |
0.618 |
1.3865 |
1.000 |
1.3865 |
1.618 |
1.3865 |
2.618 |
1.3865 |
4.250 |
1.3865 |
|
|
Fisher Pivots for day following 08-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1.3865 |
1.3859 |
PP |
1.3865 |
1.3853 |
S1 |
1.3865 |
1.3847 |
|