CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 07-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2007 |
07-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3675 |
1.3702 |
0.0027 |
0.2% |
1.3578 |
| High |
1.3716 |
1.3802 |
0.0086 |
0.6% |
1.3802 |
| Low |
1.3648 |
1.3700 |
0.0052 |
0.4% |
1.3557 |
| Close |
1.3691 |
1.3773 |
0.0082 |
0.6% |
1.3773 |
| Range |
0.0068 |
0.0102 |
0.0034 |
50.0% |
0.0245 |
| ATR |
0.0070 |
0.0073 |
0.0003 |
4.1% |
0.0000 |
| Volume |
168,246 |
154,470 |
-13,776 |
-8.2% |
704,718 |
|
| Daily Pivots for day following 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4064 |
1.4021 |
1.3829 |
|
| R3 |
1.3962 |
1.3919 |
1.3801 |
|
| R2 |
1.3860 |
1.3860 |
1.3792 |
|
| R1 |
1.3817 |
1.3817 |
1.3782 |
1.3839 |
| PP |
1.3758 |
1.3758 |
1.3758 |
1.3769 |
| S1 |
1.3715 |
1.3715 |
1.3764 |
1.3737 |
| S2 |
1.3656 |
1.3656 |
1.3754 |
|
| S3 |
1.3554 |
1.3613 |
1.3745 |
|
| S4 |
1.3452 |
1.3511 |
1.3717 |
|
|
| Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4446 |
1.4354 |
1.3908 |
|
| R3 |
1.4201 |
1.4109 |
1.3840 |
|
| R2 |
1.3956 |
1.3956 |
1.3818 |
|
| R1 |
1.3864 |
1.3864 |
1.3795 |
1.3910 |
| PP |
1.3711 |
1.3711 |
1.3711 |
1.3734 |
| S1 |
1.3619 |
1.3619 |
1.3751 |
1.3665 |
| S2 |
1.3466 |
1.3466 |
1.3728 |
|
| S3 |
1.3221 |
1.3374 |
1.3706 |
|
| S4 |
1.2976 |
1.3129 |
1.3638 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3802 |
1.3557 |
0.0245 |
1.8% |
0.0084 |
0.6% |
88% |
True |
False |
174,924 |
| 10 |
1.3802 |
1.3557 |
0.0245 |
1.8% |
0.0066 |
0.5% |
88% |
True |
False |
153,321 |
| 20 |
1.3802 |
1.3396 |
0.0406 |
2.9% |
0.0059 |
0.4% |
93% |
True |
False |
176,089 |
| 40 |
1.3877 |
1.3396 |
0.0481 |
3.5% |
0.0053 |
0.4% |
78% |
False |
False |
172,697 |
| 60 |
1.3877 |
1.3321 |
0.0556 |
4.0% |
0.0049 |
0.4% |
81% |
False |
False |
166,905 |
| 80 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0045 |
0.3% |
82% |
False |
False |
127,354 |
| 100 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0040 |
0.3% |
82% |
False |
False |
101,939 |
| 120 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0038 |
0.3% |
82% |
False |
False |
84,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4236 |
|
2.618 |
1.4069 |
|
1.618 |
1.3967 |
|
1.000 |
1.3904 |
|
0.618 |
1.3865 |
|
HIGH |
1.3802 |
|
0.618 |
1.3763 |
|
0.500 |
1.3751 |
|
0.382 |
1.3739 |
|
LOW |
1.3700 |
|
0.618 |
1.3637 |
|
1.000 |
1.3598 |
|
1.618 |
1.3535 |
|
2.618 |
1.3433 |
|
4.250 |
1.3267 |
|
|
| Fisher Pivots for day following 07-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3766 |
1.3746 |
| PP |
1.3758 |
1.3718 |
| S1 |
1.3751 |
1.3691 |
|