CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 05-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2007 |
05-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3578 |
1.3585 |
0.0007 |
0.1% |
1.3668 |
| High |
1.3625 |
1.3677 |
0.0052 |
0.4% |
1.3717 |
| Low |
1.3557 |
1.3579 |
0.0022 |
0.2% |
1.3617 |
| Close |
1.3619 |
1.3660 |
0.0041 |
0.3% |
1.3647 |
| Range |
0.0068 |
0.0098 |
0.0030 |
44.1% |
0.0100 |
| ATR |
0.0068 |
0.0070 |
0.0002 |
3.1% |
0.0000 |
| Volume |
189,816 |
192,186 |
2,370 |
1.2% |
700,263 |
|
| Daily Pivots for day following 05-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3933 |
1.3894 |
1.3714 |
|
| R3 |
1.3835 |
1.3796 |
1.3687 |
|
| R2 |
1.3737 |
1.3737 |
1.3678 |
|
| R1 |
1.3698 |
1.3698 |
1.3669 |
1.3718 |
| PP |
1.3639 |
1.3639 |
1.3639 |
1.3648 |
| S1 |
1.3600 |
1.3600 |
1.3651 |
1.3620 |
| S2 |
1.3541 |
1.3541 |
1.3642 |
|
| S3 |
1.3443 |
1.3502 |
1.3633 |
|
| S4 |
1.3345 |
1.3404 |
1.3606 |
|
|
| 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% |
0.0069 |
0.5% |
64% |
False |
False |
169,993 |
| 10 |
1.3717 |
1.3478 |
0.0239 |
1.7% |
0.0060 |
0.4% |
76% |
False |
False |
150,668 |
| 20 |
1.3844 |
1.3396 |
0.0448 |
3.3% |
0.0056 |
0.4% |
59% |
False |
False |
176,471 |
| 40 |
1.3877 |
1.3396 |
0.0481 |
3.5% |
0.0051 |
0.4% |
55% |
False |
False |
175,790 |
| 60 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0047 |
0.3% |
62% |
False |
False |
163,000 |
| 80 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0043 |
0.3% |
62% |
False |
False |
123,324 |
| 100 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0039 |
0.3% |
62% |
False |
False |
98,717 |
| 120 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0037 |
0.3% |
62% |
False |
False |
82,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4094 |
|
2.618 |
1.3934 |
|
1.618 |
1.3836 |
|
1.000 |
1.3775 |
|
0.618 |
1.3738 |
|
HIGH |
1.3677 |
|
0.618 |
1.3640 |
|
0.500 |
1.3628 |
|
0.382 |
1.3616 |
|
LOW |
1.3579 |
|
0.618 |
1.3518 |
|
1.000 |
1.3481 |
|
1.618 |
1.3420 |
|
2.618 |
1.3322 |
|
4.250 |
1.3163 |
|
|
| Fisher Pivots for day following 05-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3649 |
1.3652 |
| PP |
1.3639 |
1.3645 |
| S1 |
1.3628 |
1.3637 |
|