CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 11-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2007 |
11-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3805 |
1.3825 |
0.0020 |
0.1% |
1.3578 |
| High |
1.3817 |
1.3847 |
0.0030 |
0.2% |
1.3802 |
| Low |
1.3788 |
1.3820 |
0.0032 |
0.2% |
1.3557 |
| Close |
1.3809 |
1.3836 |
0.0027 |
0.2% |
1.3773 |
| Range |
0.0029 |
0.0027 |
-0.0002 |
-6.9% |
0.0245 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
192,392 |
107,238 |
-85,154 |
-44.3% |
704,718 |
|
| Daily Pivots for day following 11-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3915 |
1.3903 |
1.3851 |
|
| R3 |
1.3888 |
1.3876 |
1.3843 |
|
| R2 |
1.3861 |
1.3861 |
1.3841 |
|
| R1 |
1.3849 |
1.3849 |
1.3838 |
1.3855 |
| PP |
1.3834 |
1.3834 |
1.3834 |
1.3838 |
| S1 |
1.3822 |
1.3822 |
1.3834 |
1.3828 |
| S2 |
1.3807 |
1.3807 |
1.3831 |
|
| S3 |
1.3780 |
1.3795 |
1.3829 |
|
| S4 |
1.3753 |
1.3768 |
1.3821 |
|
|
| 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 |
1.3847 |
1.3579 |
0.0268 |
1.9% |
0.0065 |
0.5% |
96% |
True |
False |
162,906 |
| 10 |
1.3847 |
1.3557 |
0.0290 |
2.1% |
0.0062 |
0.4% |
96% |
True |
False |
155,573 |
| 20 |
1.3847 |
1.3396 |
0.0451 |
3.3% |
0.0057 |
0.4% |
98% |
True |
False |
168,156 |
| 40 |
1.3877 |
1.3396 |
0.0481 |
3.5% |
0.0053 |
0.4% |
91% |
False |
False |
171,963 |
| 60 |
1.3877 |
1.3396 |
0.0481 |
3.5% |
0.0048 |
0.3% |
91% |
False |
False |
167,026 |
| 80 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0045 |
0.3% |
93% |
False |
False |
131,088 |
| 100 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0040 |
0.3% |
93% |
False |
False |
104,930 |
| 120 |
1.3877 |
1.3313 |
0.0564 |
4.1% |
0.0037 |
0.3% |
93% |
False |
False |
87,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3962 |
|
2.618 |
1.3918 |
|
1.618 |
1.3891 |
|
1.000 |
1.3874 |
|
0.618 |
1.3864 |
|
HIGH |
1.3847 |
|
0.618 |
1.3837 |
|
0.500 |
1.3834 |
|
0.382 |
1.3830 |
|
LOW |
1.3820 |
|
0.618 |
1.3803 |
|
1.000 |
1.3793 |
|
1.618 |
1.3776 |
|
2.618 |
1.3749 |
|
4.250 |
1.3705 |
|
|
| Fisher Pivots for day following 11-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3835 |
1.3815 |
| PP |
1.3834 |
1.3794 |
| S1 |
1.3834 |
1.3774 |
|