CME Euro FX Future September 2007
| Trading Metrics calculated at close of trading on 17-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2007 |
17-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3873 |
1.3877 |
0.0004 |
0.0% |
1.3805 |
| High |
1.3891 |
1.3887 |
-0.0004 |
0.0% |
1.3914 |
| Low |
1.3850 |
1.3875 |
0.0025 |
0.2% |
1.3788 |
| Close |
1.3875 |
1.3875 |
0.0000 |
0.0% |
1.3875 |
| Range |
0.0041 |
0.0012 |
-0.0029 |
-70.7% |
0.0126 |
| ATR |
0.0065 |
0.0062 |
-0.0004 |
-5.8% |
0.0000 |
| Volume |
97,454 |
60,237 |
-37,217 |
-38.2% |
664,135 |
|
| Daily Pivots for day following 17-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3915 |
1.3907 |
1.3882 |
|
| R3 |
1.3903 |
1.3895 |
1.3878 |
|
| R2 |
1.3891 |
1.3891 |
1.3877 |
|
| R1 |
1.3883 |
1.3883 |
1.3876 |
1.3881 |
| PP |
1.3879 |
1.3879 |
1.3879 |
1.3878 |
| S1 |
1.3871 |
1.3871 |
1.3874 |
1.3869 |
| S2 |
1.3867 |
1.3867 |
1.3873 |
|
| S3 |
1.3855 |
1.3859 |
1.3872 |
|
| S4 |
1.3843 |
1.3847 |
1.3868 |
|
|
| Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4237 |
1.4182 |
1.3944 |
|
| R3 |
1.4111 |
1.4056 |
1.3910 |
|
| R2 |
1.3985 |
1.3985 |
1.3898 |
|
| R1 |
1.3930 |
1.3930 |
1.3887 |
1.3958 |
| PP |
1.3859 |
1.3859 |
1.3859 |
1.3873 |
| S1 |
1.3804 |
1.3804 |
1.3863 |
1.3832 |
| S2 |
1.3733 |
1.3733 |
1.3852 |
|
| S3 |
1.3607 |
1.3678 |
1.3840 |
|
| S4 |
1.3481 |
1.3552 |
1.3806 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3914 |
1.3820 |
0.0094 |
0.7% |
0.0031 |
0.2% |
59% |
False |
False |
106,396 |
| 10 |
1.3914 |
1.3557 |
0.0357 |
2.6% |
0.0052 |
0.4% |
89% |
False |
False |
142,909 |
| 20 |
1.3914 |
1.3473 |
0.0441 |
3.2% |
0.0052 |
0.4% |
91% |
False |
False |
149,054 |
| 40 |
1.3914 |
1.3396 |
0.0518 |
3.7% |
0.0052 |
0.4% |
92% |
False |
False |
168,271 |
| 60 |
1.3914 |
1.3396 |
0.0518 |
3.7% |
0.0048 |
0.3% |
92% |
False |
False |
164,590 |
| 80 |
1.3914 |
1.3313 |
0.0601 |
4.3% |
0.0045 |
0.3% |
94% |
False |
False |
136,371 |
| 100 |
1.3914 |
1.3313 |
0.0601 |
4.3% |
0.0041 |
0.3% |
94% |
False |
False |
109,168 |
| 120 |
1.3914 |
1.3313 |
0.0601 |
4.3% |
0.0037 |
0.3% |
94% |
False |
False |
91,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3938 |
|
2.618 |
1.3918 |
|
1.618 |
1.3906 |
|
1.000 |
1.3899 |
|
0.618 |
1.3894 |
|
HIGH |
1.3887 |
|
0.618 |
1.3882 |
|
0.500 |
1.3881 |
|
0.382 |
1.3880 |
|
LOW |
1.3875 |
|
0.618 |
1.3868 |
|
1.000 |
1.3863 |
|
1.618 |
1.3856 |
|
2.618 |
1.3844 |
|
4.250 |
1.3824 |
|
|
| Fisher Pivots for day following 17-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3881 |
1.3876 |
| PP |
1.3879 |
1.3875 |
| S1 |
1.3877 |
1.3875 |
|