CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 10-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2007 |
10-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3702 |
1.3805 |
0.0103 |
0.8% |
1.3578 |
| High |
1.3802 |
1.3817 |
0.0015 |
0.1% |
1.3802 |
| Low |
1.3700 |
1.3788 |
0.0088 |
0.6% |
1.3557 |
| Close |
1.3773 |
1.3809 |
0.0036 |
0.3% |
1.3773 |
| Range |
0.0102 |
0.0029 |
-0.0073 |
-71.6% |
0.0245 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
154,470 |
192,392 |
37,922 |
24.5% |
704,718 |
|
| Daily Pivots for day following 10-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3892 |
1.3879 |
1.3825 |
|
| R3 |
1.3863 |
1.3850 |
1.3817 |
|
| R2 |
1.3834 |
1.3834 |
1.3814 |
|
| R1 |
1.3821 |
1.3821 |
1.3812 |
1.3828 |
| PP |
1.3805 |
1.3805 |
1.3805 |
1.3808 |
| S1 |
1.3792 |
1.3792 |
1.3806 |
1.3799 |
| S2 |
1.3776 |
1.3776 |
1.3804 |
|
| S3 |
1.3747 |
1.3763 |
1.3801 |
|
| S4 |
1.3718 |
1.3734 |
1.3793 |
|
|
| 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 |
1.3817 |
1.3557 |
0.0260 |
1.9% |
0.0073 |
0.5% |
97% |
True |
False |
179,422 |
| 10 |
1.3817 |
1.3557 |
0.0260 |
1.9% |
0.0062 |
0.4% |
97% |
True |
False |
159,737 |
| 20 |
1.3817 |
1.3396 |
0.0421 |
3.0% |
0.0058 |
0.4% |
98% |
True |
False |
171,786 |
| 40 |
1.3877 |
1.3396 |
0.0481 |
3.5% |
0.0053 |
0.4% |
86% |
False |
False |
173,913 |
| 60 |
1.3877 |
1.3358 |
0.0519 |
3.8% |
0.0049 |
0.4% |
87% |
False |
False |
167,727 |
| 80 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0045 |
0.3% |
88% |
False |
False |
129,752 |
| 100 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0040 |
0.3% |
88% |
False |
False |
103,860 |
| 120 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0037 |
0.3% |
88% |
False |
False |
86,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3940 |
|
2.618 |
1.3893 |
|
1.618 |
1.3864 |
|
1.000 |
1.3846 |
|
0.618 |
1.3835 |
|
HIGH |
1.3817 |
|
0.618 |
1.3806 |
|
0.500 |
1.3803 |
|
0.382 |
1.3799 |
|
LOW |
1.3788 |
|
0.618 |
1.3770 |
|
1.000 |
1.3759 |
|
1.618 |
1.3741 |
|
2.618 |
1.3712 |
|
4.250 |
1.3665 |
|
|
| Fisher Pivots for day following 10-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3807 |
1.3784 |
| PP |
1.3805 |
1.3758 |
| S1 |
1.3803 |
1.3733 |
|