CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 13-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2007 |
13-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3882 |
1.3891 |
0.0009 |
0.1% |
1.3578 |
| High |
1.3914 |
1.3901 |
-0.0013 |
-0.1% |
1.3802 |
| Low |
1.3870 |
1.3870 |
0.0000 |
0.0% |
1.3557 |
| Close |
1.3911 |
1.3886 |
-0.0025 |
-0.2% |
1.3773 |
| Range |
0.0044 |
0.0031 |
-0.0013 |
-29.5% |
0.0245 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
125,226 |
141,825 |
16,599 |
13.3% |
704,718 |
|
| Daily Pivots for day following 13-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3979 |
1.3963 |
1.3903 |
|
| R3 |
1.3948 |
1.3932 |
1.3895 |
|
| R2 |
1.3917 |
1.3917 |
1.3892 |
|
| R1 |
1.3901 |
1.3901 |
1.3889 |
1.3894 |
| PP |
1.3886 |
1.3886 |
1.3886 |
1.3882 |
| S1 |
1.3870 |
1.3870 |
1.3883 |
1.3863 |
| S2 |
1.3855 |
1.3855 |
1.3880 |
|
| S3 |
1.3824 |
1.3839 |
1.3877 |
|
| S4 |
1.3793 |
1.3808 |
1.3869 |
|
|
| 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 |
1.3700 |
0.0214 |
1.5% |
0.0047 |
0.3% |
87% |
False |
False |
144,230 |
| 10 |
1.3914 |
1.3557 |
0.0357 |
2.6% |
0.0060 |
0.4% |
92% |
False |
False |
161,004 |
| 20 |
1.3914 |
1.3396 |
0.0518 |
3.7% |
0.0056 |
0.4% |
95% |
False |
False |
164,879 |
| 40 |
1.3914 |
1.3396 |
0.0518 |
3.7% |
0.0053 |
0.4% |
95% |
False |
False |
172,356 |
| 60 |
1.3914 |
1.3396 |
0.0518 |
3.7% |
0.0048 |
0.3% |
95% |
False |
False |
165,892 |
| 80 |
1.3914 |
1.3313 |
0.0601 |
4.3% |
0.0045 |
0.3% |
95% |
False |
False |
134,414 |
| 100 |
1.3914 |
1.3313 |
0.0601 |
4.3% |
0.0041 |
0.3% |
95% |
False |
False |
107,596 |
| 120 |
1.3914 |
1.3313 |
0.0601 |
4.3% |
0.0037 |
0.3% |
95% |
False |
False |
89,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4033 |
|
2.618 |
1.3982 |
|
1.618 |
1.3951 |
|
1.000 |
1.3932 |
|
0.618 |
1.3920 |
|
HIGH |
1.3901 |
|
0.618 |
1.3889 |
|
0.500 |
1.3886 |
|
0.382 |
1.3882 |
|
LOW |
1.3870 |
|
0.618 |
1.3851 |
|
1.000 |
1.3839 |
|
1.618 |
1.3820 |
|
2.618 |
1.3789 |
|
4.250 |
1.3738 |
|
|
| Fisher Pivots for day following 13-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3886 |
1.3880 |
| PP |
1.3886 |
1.3873 |
| S1 |
1.3886 |
1.3867 |
|