CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 12-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2007 |
12-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3825 |
1.3882 |
0.0057 |
0.4% |
1.3578 |
| High |
1.3847 |
1.3914 |
0.0067 |
0.5% |
1.3802 |
| Low |
1.3820 |
1.3870 |
0.0050 |
0.4% |
1.3557 |
| Close |
1.3836 |
1.3911 |
0.0075 |
0.5% |
1.3773 |
| Range |
0.0027 |
0.0044 |
0.0017 |
63.0% |
0.0245 |
| ATR |
0.0069 |
0.0069 |
0.0001 |
1.0% |
0.0000 |
| Volume |
107,238 |
125,226 |
17,988 |
16.8% |
704,718 |
|
| Daily Pivots for day following 12-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4030 |
1.4015 |
1.3935 |
|
| R3 |
1.3986 |
1.3971 |
1.3923 |
|
| R2 |
1.3942 |
1.3942 |
1.3919 |
|
| R1 |
1.3927 |
1.3927 |
1.3915 |
1.3935 |
| PP |
1.3898 |
1.3898 |
1.3898 |
1.3902 |
| S1 |
1.3883 |
1.3883 |
1.3907 |
1.3891 |
| S2 |
1.3854 |
1.3854 |
1.3903 |
|
| S3 |
1.3810 |
1.3839 |
1.3899 |
|
| S4 |
1.3766 |
1.3795 |
1.3887 |
|
|
| 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 |
1.3914 |
1.3648 |
0.0266 |
1.9% |
0.0054 |
0.4% |
99% |
True |
False |
149,514 |
| 10 |
1.3914 |
1.3557 |
0.0357 |
2.6% |
0.0062 |
0.4% |
99% |
True |
False |
159,753 |
| 20 |
1.3914 |
1.3396 |
0.0518 |
3.7% |
0.0056 |
0.4% |
99% |
True |
False |
166,705 |
| 40 |
1.3914 |
1.3396 |
0.0518 |
3.7% |
0.0054 |
0.4% |
99% |
True |
False |
172,132 |
| 60 |
1.3914 |
1.3396 |
0.0518 |
3.7% |
0.0048 |
0.3% |
99% |
True |
False |
165,663 |
| 80 |
1.3914 |
1.3313 |
0.0601 |
4.3% |
0.0045 |
0.3% |
100% |
True |
False |
132,649 |
| 100 |
1.3914 |
1.3313 |
0.0601 |
4.3% |
0.0041 |
0.3% |
100% |
True |
False |
106,179 |
| 120 |
1.3914 |
1.3313 |
0.0601 |
4.3% |
0.0038 |
0.3% |
100% |
True |
False |
88,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4101 |
|
2.618 |
1.4029 |
|
1.618 |
1.3985 |
|
1.000 |
1.3958 |
|
0.618 |
1.3941 |
|
HIGH |
1.3914 |
|
0.618 |
1.3897 |
|
0.500 |
1.3892 |
|
0.382 |
1.3887 |
|
LOW |
1.3870 |
|
0.618 |
1.3843 |
|
1.000 |
1.3826 |
|
1.618 |
1.3799 |
|
2.618 |
1.3755 |
|
4.250 |
1.3683 |
|
|
| Fisher Pivots for day following 12-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3905 |
1.3891 |
| PP |
1.3898 |
1.3871 |
| S1 |
1.3892 |
1.3851 |
|