CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 27-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2007 |
27-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3629 |
1.3668 |
0.0039 |
0.3% |
1.3496 |
| High |
1.3690 |
1.3668 |
-0.0022 |
-0.2% |
1.3690 |
| Low |
1.3615 |
1.3646 |
0.0031 |
0.2% |
1.3473 |
| Close |
1.3682 |
1.3662 |
-0.0020 |
-0.1% |
1.3682 |
| Range |
0.0075 |
0.0022 |
-0.0053 |
-70.7% |
0.0217 |
| ATR |
0.0072 |
0.0069 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
128,231 |
148,872 |
20,641 |
16.1% |
851,741 |
|
| Daily Pivots for day following 27-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3725 |
1.3715 |
1.3674 |
|
| R3 |
1.3703 |
1.3693 |
1.3668 |
|
| R2 |
1.3681 |
1.3681 |
1.3666 |
|
| R1 |
1.3671 |
1.3671 |
1.3664 |
1.3665 |
| PP |
1.3659 |
1.3659 |
1.3659 |
1.3656 |
| S1 |
1.3649 |
1.3649 |
1.3660 |
1.3643 |
| S2 |
1.3637 |
1.3637 |
1.3658 |
|
| S3 |
1.3615 |
1.3627 |
1.3656 |
|
| S4 |
1.3593 |
1.3605 |
1.3650 |
|
|
| Weekly Pivots for week ending 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4266 |
1.4191 |
1.3801 |
|
| R3 |
1.4049 |
1.3974 |
1.3742 |
|
| R2 |
1.3832 |
1.3832 |
1.3722 |
|
| R1 |
1.3757 |
1.3757 |
1.3702 |
1.3795 |
| PP |
1.3615 |
1.3615 |
1.3615 |
1.3634 |
| S1 |
1.3540 |
1.3540 |
1.3662 |
1.3578 |
| S2 |
1.3398 |
1.3398 |
1.3642 |
|
| S3 |
1.3181 |
1.3323 |
1.3622 |
|
| S4 |
1.2964 |
1.3106 |
1.3563 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3690 |
1.3474 |
0.0216 |
1.6% |
0.0049 |
0.4% |
87% |
False |
False |
139,539 |
| 10 |
1.3690 |
1.3396 |
0.0294 |
2.2% |
0.0052 |
0.4% |
90% |
False |
False |
180,739 |
| 20 |
1.3844 |
1.3396 |
0.0448 |
3.3% |
0.0055 |
0.4% |
59% |
False |
False |
180,498 |
| 40 |
1.3877 |
1.3396 |
0.0481 |
3.5% |
0.0049 |
0.4% |
55% |
False |
False |
175,807 |
| 60 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0044 |
0.3% |
62% |
False |
False |
148,742 |
| 80 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0040 |
0.3% |
62% |
False |
False |
111,676 |
| 100 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0036 |
0.3% |
62% |
False |
False |
89,395 |
| 120 |
1.3877 |
1.3190 |
0.0687 |
5.0% |
0.0034 |
0.2% |
69% |
False |
False |
74,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3762 |
|
2.618 |
1.3726 |
|
1.618 |
1.3704 |
|
1.000 |
1.3690 |
|
0.618 |
1.3682 |
|
HIGH |
1.3668 |
|
0.618 |
1.3660 |
|
0.500 |
1.3657 |
|
0.382 |
1.3654 |
|
LOW |
1.3646 |
|
0.618 |
1.3632 |
|
1.000 |
1.3624 |
|
1.618 |
1.3610 |
|
2.618 |
1.3588 |
|
4.250 |
1.3553 |
|
|
| Fisher Pivots for day following 27-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3660 |
1.3649 |
| PP |
1.3659 |
1.3636 |
| S1 |
1.3657 |
1.3624 |
|