CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 28-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2007 |
28-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3668 |
1.3674 |
0.0006 |
0.0% |
1.3496 |
| High |
1.3668 |
1.3677 |
0.0009 |
0.1% |
1.3690 |
| Low |
1.3646 |
1.3628 |
-0.0018 |
-0.1% |
1.3473 |
| Close |
1.3662 |
1.3642 |
-0.0020 |
-0.1% |
1.3682 |
| Range |
0.0022 |
0.0049 |
0.0027 |
122.7% |
0.0217 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
148,872 |
83,428 |
-65,444 |
-44.0% |
851,741 |
|
| Daily Pivots for day following 28-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3796 |
1.3768 |
1.3669 |
|
| R3 |
1.3747 |
1.3719 |
1.3655 |
|
| R2 |
1.3698 |
1.3698 |
1.3651 |
|
| R1 |
1.3670 |
1.3670 |
1.3646 |
1.3660 |
| PP |
1.3649 |
1.3649 |
1.3649 |
1.3644 |
| S1 |
1.3621 |
1.3621 |
1.3638 |
1.3611 |
| S2 |
1.3600 |
1.3600 |
1.3633 |
|
| S3 |
1.3551 |
1.3572 |
1.3629 |
|
| S4 |
1.3502 |
1.3523 |
1.3615 |
|
|
| 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 |
1.3478 |
0.0212 |
1.6% |
0.0051 |
0.4% |
77% |
False |
False |
131,344 |
| 10 |
1.3690 |
1.3396 |
0.0294 |
2.2% |
0.0051 |
0.4% |
84% |
False |
False |
173,657 |
| 20 |
1.3844 |
1.3396 |
0.0448 |
3.3% |
0.0055 |
0.4% |
55% |
False |
False |
177,468 |
| 40 |
1.3877 |
1.3396 |
0.0481 |
3.5% |
0.0049 |
0.4% |
51% |
False |
False |
173,530 |
| 60 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0044 |
0.3% |
58% |
False |
False |
150,103 |
| 80 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0040 |
0.3% |
58% |
False |
False |
112,714 |
| 100 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0036 |
0.3% |
58% |
False |
False |
90,227 |
| 120 |
1.3877 |
1.3277 |
0.0600 |
4.4% |
0.0034 |
0.2% |
61% |
False |
False |
75,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3885 |
|
2.618 |
1.3805 |
|
1.618 |
1.3756 |
|
1.000 |
1.3726 |
|
0.618 |
1.3707 |
|
HIGH |
1.3677 |
|
0.618 |
1.3658 |
|
0.500 |
1.3653 |
|
0.382 |
1.3647 |
|
LOW |
1.3628 |
|
0.618 |
1.3598 |
|
1.000 |
1.3579 |
|
1.618 |
1.3549 |
|
2.618 |
1.3500 |
|
4.250 |
1.3420 |
|
|
| Fisher Pivots for day following 28-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3653 |
1.3653 |
| PP |
1.3649 |
1.3649 |
| S1 |
1.3646 |
1.3646 |
|