CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 05-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2007 |
05-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3615 |
1.3624 |
0.0009 |
0.1% |
1.3695 |
| High |
1.3657 |
1.3714 |
0.0057 |
0.4% |
1.3747 |
| Low |
1.3600 |
1.3621 |
0.0021 |
0.2% |
1.3647 |
| Close |
1.3656 |
1.3696 |
0.0040 |
0.3% |
1.3684 |
| Range |
0.0057 |
0.0093 |
0.0036 |
63.2% |
0.0100 |
| ATR |
0.0061 |
0.0064 |
0.0002 |
3.7% |
0.0000 |
| Volume |
4,139 |
6,231 |
2,092 |
50.5% |
10,326 |
|
| Daily Pivots for day following 05-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3956 |
1.3919 |
1.3747 |
|
| R3 |
1.3863 |
1.3826 |
1.3722 |
|
| R2 |
1.3770 |
1.3770 |
1.3713 |
|
| R1 |
1.3733 |
1.3733 |
1.3705 |
1.3752 |
| PP |
1.3677 |
1.3677 |
1.3677 |
1.3686 |
| S1 |
1.3640 |
1.3640 |
1.3687 |
1.3659 |
| S2 |
1.3584 |
1.3584 |
1.3679 |
|
| S3 |
1.3491 |
1.3547 |
1.3670 |
|
| S4 |
1.3398 |
1.3454 |
1.3645 |
|
|
| Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3993 |
1.3938 |
1.3739 |
|
| R3 |
1.3893 |
1.3838 |
1.3712 |
|
| R2 |
1.3793 |
1.3793 |
1.3702 |
|
| R1 |
1.3738 |
1.3738 |
1.3693 |
1.3716 |
| PP |
1.3693 |
1.3693 |
1.3693 |
1.3681 |
| S1 |
1.3638 |
1.3638 |
1.3675 |
1.3616 |
| S2 |
1.3593 |
1.3593 |
1.3666 |
|
| S3 |
1.3493 |
1.3538 |
1.3657 |
|
| S4 |
1.3393 |
1.3438 |
1.3629 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3747 |
1.3600 |
0.0147 |
1.1% |
0.0058 |
0.4% |
65% |
False |
False |
3,770 |
| 10 |
1.3747 |
1.3540 |
0.0207 |
1.5% |
0.0046 |
0.3% |
75% |
False |
False |
2,279 |
| 20 |
1.3870 |
1.3430 |
0.0440 |
3.2% |
0.0040 |
0.3% |
60% |
False |
False |
1,638 |
| 40 |
1.3905 |
1.3430 |
0.0475 |
3.5% |
0.0032 |
0.2% |
56% |
False |
False |
1,015 |
| 60 |
1.3905 |
1.3382 |
0.0523 |
3.8% |
0.0027 |
0.2% |
60% |
False |
False |
722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4109 |
|
2.618 |
1.3957 |
|
1.618 |
1.3864 |
|
1.000 |
1.3807 |
|
0.618 |
1.3771 |
|
HIGH |
1.3714 |
|
0.618 |
1.3678 |
|
0.500 |
1.3668 |
|
0.382 |
1.3657 |
|
LOW |
1.3621 |
|
0.618 |
1.3564 |
|
1.000 |
1.3528 |
|
1.618 |
1.3471 |
|
2.618 |
1.3378 |
|
4.250 |
1.3226 |
|
|
| Fisher Pivots for day following 05-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3687 |
1.3689 |
| PP |
1.3677 |
1.3681 |
| S1 |
1.3668 |
1.3674 |
|