CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 31-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2007 |
31-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3617 |
1.3710 |
0.0093 |
0.7% |
1.3668 |
| High |
1.3670 |
1.3717 |
0.0047 |
0.3% |
1.3717 |
| Low |
1.3617 |
1.3635 |
0.0018 |
0.1% |
1.3617 |
| Close |
1.3647 |
1.3647 |
0.0000 |
0.0% |
1.3647 |
| Range |
0.0053 |
0.0082 |
0.0029 |
54.7% |
0.0100 |
| ATR |
0.0065 |
0.0067 |
0.0001 |
1.8% |
0.0000 |
| Volume |
168,740 |
169,905 |
1,165 |
0.7% |
700,263 |
|
| Daily Pivots for day following 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3912 |
1.3862 |
1.3692 |
|
| R3 |
1.3830 |
1.3780 |
1.3670 |
|
| R2 |
1.3748 |
1.3748 |
1.3662 |
|
| R1 |
1.3698 |
1.3698 |
1.3655 |
1.3682 |
| PP |
1.3666 |
1.3666 |
1.3666 |
1.3659 |
| S1 |
1.3616 |
1.3616 |
1.3639 |
1.3600 |
| S2 |
1.3584 |
1.3584 |
1.3632 |
|
| S3 |
1.3502 |
1.3534 |
1.3624 |
|
| S4 |
1.3420 |
1.3452 |
1.3602 |
|
|
| Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3960 |
1.3904 |
1.3702 |
|
| R3 |
1.3860 |
1.3804 |
1.3675 |
|
| R2 |
1.3760 |
1.3760 |
1.3665 |
|
| R1 |
1.3704 |
1.3704 |
1.3656 |
1.3682 |
| PP |
1.3660 |
1.3660 |
1.3660 |
1.3650 |
| S1 |
1.3604 |
1.3604 |
1.3638 |
1.3582 |
| S2 |
1.3560 |
1.3560 |
1.3629 |
|
| S3 |
1.3460 |
1.3504 |
1.3620 |
|
| S4 |
1.3360 |
1.3404 |
1.3592 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3717 |
1.3617 |
0.0100 |
0.7% |
0.0050 |
0.4% |
30% |
True |
False |
140,052 |
| 10 |
1.3717 |
1.3473 |
0.0244 |
1.8% |
0.0051 |
0.4% |
71% |
True |
False |
155,200 |
| 20 |
1.3844 |
1.3396 |
0.0448 |
3.3% |
0.0053 |
0.4% |
56% |
False |
False |
176,183 |
| 40 |
1.3877 |
1.3396 |
0.0481 |
3.5% |
0.0049 |
0.4% |
52% |
False |
False |
172,214 |
| 60 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0045 |
0.3% |
59% |
False |
False |
157,688 |
| 80 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0042 |
0.3% |
59% |
False |
False |
118,556 |
| 100 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0037 |
0.3% |
59% |
False |
False |
94,902 |
| 120 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0035 |
0.3% |
59% |
False |
False |
79,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4066 |
|
2.618 |
1.3932 |
|
1.618 |
1.3850 |
|
1.000 |
1.3799 |
|
0.618 |
1.3768 |
|
HIGH |
1.3717 |
|
0.618 |
1.3686 |
|
0.500 |
1.3676 |
|
0.382 |
1.3666 |
|
LOW |
1.3635 |
|
0.618 |
1.3584 |
|
1.000 |
1.3553 |
|
1.618 |
1.3502 |
|
2.618 |
1.3420 |
|
4.250 |
1.3287 |
|
|
| Fisher Pivots for day following 31-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3676 |
1.3667 |
| PP |
1.3666 |
1.3660 |
| S1 |
1.3657 |
1.3654 |
|