CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 04-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2007 |
04-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3710 |
1.3578 |
-0.0132 |
-1.0% |
1.3668 |
| High |
1.3717 |
1.3625 |
-0.0092 |
-0.7% |
1.3717 |
| Low |
1.3635 |
1.3557 |
-0.0078 |
-0.6% |
1.3617 |
| Close |
1.3647 |
1.3619 |
-0.0028 |
-0.2% |
1.3647 |
| Range |
0.0082 |
0.0068 |
-0.0014 |
-17.1% |
0.0100 |
| ATR |
0.0067 |
0.0068 |
0.0002 |
2.5% |
0.0000 |
| Volume |
169,905 |
189,816 |
19,911 |
11.7% |
700,263 |
|
| Daily Pivots for day following 04-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3804 |
1.3780 |
1.3656 |
|
| R3 |
1.3736 |
1.3712 |
1.3638 |
|
| R2 |
1.3668 |
1.3668 |
1.3631 |
|
| R1 |
1.3644 |
1.3644 |
1.3625 |
1.3656 |
| PP |
1.3600 |
1.3600 |
1.3600 |
1.3607 |
| S1 |
1.3576 |
1.3576 |
1.3613 |
1.3588 |
| S2 |
1.3532 |
1.3532 |
1.3607 |
|
| S3 |
1.3464 |
1.3508 |
1.3600 |
|
| S4 |
1.3396 |
1.3440 |
1.3582 |
|
|
| 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 |
1.3557 |
0.0160 |
1.2% |
0.0060 |
0.4% |
39% |
False |
True |
148,241 |
| 10 |
1.3717 |
1.3474 |
0.0243 |
1.8% |
0.0054 |
0.4% |
60% |
False |
False |
143,890 |
| 20 |
1.3844 |
1.3396 |
0.0448 |
3.3% |
0.0054 |
0.4% |
50% |
False |
False |
175,745 |
| 40 |
1.3877 |
1.3396 |
0.0481 |
3.5% |
0.0050 |
0.4% |
46% |
False |
False |
173,159 |
| 60 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0046 |
0.3% |
54% |
False |
False |
160,373 |
| 80 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0042 |
0.3% |
54% |
False |
False |
120,926 |
| 100 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0038 |
0.3% |
54% |
False |
False |
96,799 |
| 120 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0036 |
0.3% |
54% |
False |
False |
80,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3914 |
|
2.618 |
1.3803 |
|
1.618 |
1.3735 |
|
1.000 |
1.3693 |
|
0.618 |
1.3667 |
|
HIGH |
1.3625 |
|
0.618 |
1.3599 |
|
0.500 |
1.3591 |
|
0.382 |
1.3583 |
|
LOW |
1.3557 |
|
0.618 |
1.3515 |
|
1.000 |
1.3489 |
|
1.618 |
1.3447 |
|
2.618 |
1.3379 |
|
4.250 |
1.3268 |
|
|
| Fisher Pivots for day following 04-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3610 |
1.3637 |
| PP |
1.3600 |
1.3631 |
| S1 |
1.3591 |
1.3625 |
|