CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 07-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2007 |
07-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3713 |
1.3739 |
0.0026 |
0.2% |
1.3615 |
| High |
1.3750 |
1.3835 |
0.0085 |
0.6% |
1.3835 |
| Low |
1.3690 |
1.3739 |
0.0049 |
0.4% |
1.3600 |
| Close |
1.3727 |
1.3805 |
0.0078 |
0.6% |
1.3805 |
| Range |
0.0060 |
0.0096 |
0.0036 |
60.0% |
0.0235 |
| ATR |
0.0063 |
0.0067 |
0.0003 |
5.0% |
0.0000 |
| Volume |
17,743 |
17,144 |
-599 |
-3.4% |
45,257 |
|
| Daily Pivots for day following 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4081 |
1.4039 |
1.3858 |
|
| R3 |
1.3985 |
1.3943 |
1.3831 |
|
| R2 |
1.3889 |
1.3889 |
1.3823 |
|
| R1 |
1.3847 |
1.3847 |
1.3814 |
1.3868 |
| PP |
1.3793 |
1.3793 |
1.3793 |
1.3804 |
| S1 |
1.3751 |
1.3751 |
1.3796 |
1.3772 |
| S2 |
1.3697 |
1.3697 |
1.3787 |
|
| S3 |
1.3601 |
1.3655 |
1.3779 |
|
| S4 |
1.3505 |
1.3559 |
1.3752 |
|
|
| Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4452 |
1.4363 |
1.3934 |
|
| R3 |
1.4217 |
1.4128 |
1.3870 |
|
| R2 |
1.3982 |
1.3982 |
1.3848 |
|
| R1 |
1.3893 |
1.3893 |
1.3827 |
1.3938 |
| PP |
1.3747 |
1.3747 |
1.3747 |
1.3769 |
| S1 |
1.3658 |
1.3658 |
1.3783 |
1.3703 |
| S2 |
1.3512 |
1.3512 |
1.3762 |
|
| S3 |
1.3277 |
1.3423 |
1.3740 |
|
| S4 |
1.3042 |
1.3188 |
1.3676 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3835 |
1.3600 |
0.0235 |
1.7% |
0.0075 |
0.5% |
87% |
True |
False |
10,337 |
| 10 |
1.3835 |
1.3600 |
0.0235 |
1.7% |
0.0056 |
0.4% |
87% |
True |
False |
5,619 |
| 20 |
1.3835 |
1.3430 |
0.0405 |
2.9% |
0.0045 |
0.3% |
93% |
True |
False |
3,306 |
| 40 |
1.3905 |
1.3430 |
0.0475 |
3.4% |
0.0035 |
0.3% |
79% |
False |
False |
1,861 |
| 60 |
1.3905 |
1.3385 |
0.0520 |
3.8% |
0.0030 |
0.2% |
81% |
False |
False |
1,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4243 |
|
2.618 |
1.4086 |
|
1.618 |
1.3990 |
|
1.000 |
1.3931 |
|
0.618 |
1.3894 |
|
HIGH |
1.3835 |
|
0.618 |
1.3798 |
|
0.500 |
1.3787 |
|
0.382 |
1.3776 |
|
LOW |
1.3739 |
|
0.618 |
1.3680 |
|
1.000 |
1.3643 |
|
1.618 |
1.3584 |
|
2.618 |
1.3488 |
|
4.250 |
1.3331 |
|
|
| Fisher Pivots for day following 07-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3799 |
1.3779 |
| PP |
1.3793 |
1.3754 |
| S1 |
1.3787 |
1.3728 |
|