CME Euro FX Future March 2008
Trading Metrics calculated at close of trading on 10-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2007 |
10-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1.3752 |
1.3765 |
0.0013 |
0.1% |
1.3864 |
High |
1.3752 |
1.3765 |
0.0013 |
0.1% |
1.3865 |
Low |
1.3752 |
1.3765 |
0.0013 |
0.1% |
1.3752 |
Close |
1.3752 |
1.3765 |
0.0013 |
0.1% |
1.3765 |
Range |
|
|
|
|
|
ATR |
0.0042 |
0.0040 |
-0.0002 |
-4.9% |
0.0000 |
Volume |
0 |
9 |
9 |
|
19 |
|
Daily Pivots for day following 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3765 |
1.3765 |
1.3765 |
|
R3 |
1.3765 |
1.3765 |
1.3765 |
|
R2 |
1.3765 |
1.3765 |
1.3765 |
|
R1 |
1.3765 |
1.3765 |
1.3765 |
1.3765 |
PP |
1.3765 |
1.3765 |
1.3765 |
1.3765 |
S1 |
1.3765 |
1.3765 |
1.3765 |
1.3765 |
S2 |
1.3765 |
1.3765 |
1.3765 |
|
S3 |
1.3765 |
1.3765 |
1.3765 |
|
S4 |
1.3765 |
1.3765 |
1.3765 |
|
|
Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4133 |
1.4062 |
1.3827 |
|
R3 |
1.4020 |
1.3949 |
1.3796 |
|
R2 |
1.3907 |
1.3907 |
1.3786 |
|
R1 |
1.3836 |
1.3836 |
1.3775 |
1.3815 |
PP |
1.3794 |
1.3794 |
1.3794 |
1.3784 |
S1 |
1.3723 |
1.3723 |
1.3755 |
1.3702 |
S2 |
1.3681 |
1.3681 |
1.3744 |
|
S3 |
1.3568 |
1.3610 |
1.3734 |
|
S4 |
1.3455 |
1.3497 |
1.3703 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3765 |
2.618 |
1.3765 |
1.618 |
1.3765 |
1.000 |
1.3765 |
0.618 |
1.3765 |
HIGH |
1.3765 |
0.618 |
1.3765 |
0.500 |
1.3765 |
0.382 |
1.3765 |
LOW |
1.3765 |
0.618 |
1.3765 |
1.000 |
1.3765 |
1.618 |
1.3765 |
2.618 |
1.3765 |
4.250 |
1.3765 |
|
|
Fisher Pivots for day following 10-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1.3765 |
1.3809 |
PP |
1.3765 |
1.3794 |
S1 |
1.3765 |
1.3780 |
|