CME Euro FX Future December 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 |
1.3860 |
1.3923 |
0.0063 |
0.5% |
1.3615 |
| High |
1.3884 |
1.3954 |
0.0070 |
0.5% |
1.3835 |
| Low |
1.3852 |
1.3905 |
0.0053 |
0.4% |
1.3600 |
| Close |
1.3870 |
1.3947 |
0.0077 |
0.6% |
1.3805 |
| Range |
0.0032 |
0.0049 |
0.0017 |
53.1% |
0.0235 |
| ATR |
0.0063 |
0.0065 |
0.0001 |
2.3% |
0.0000 |
| Volume |
29,531 |
41,007 |
11,476 |
38.9% |
45,257 |
|
| Daily Pivots for day following 12-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4082 |
1.4064 |
1.3974 |
|
| R3 |
1.4033 |
1.4015 |
1.3960 |
|
| R2 |
1.3984 |
1.3984 |
1.3956 |
|
| R1 |
1.3966 |
1.3966 |
1.3951 |
1.3975 |
| PP |
1.3935 |
1.3935 |
1.3935 |
1.3940 |
| S1 |
1.3917 |
1.3917 |
1.3943 |
1.3926 |
| S2 |
1.3886 |
1.3886 |
1.3938 |
|
| S3 |
1.3837 |
1.3868 |
1.3934 |
|
| S4 |
1.3788 |
1.3819 |
1.3920 |
|
|
| 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 |
1.3954 |
1.3690 |
0.0264 |
1.9% |
0.0054 |
0.4% |
97% |
True |
False |
25,021 |
| 10 |
1.3954 |
1.3600 |
0.0354 |
2.5% |
0.0056 |
0.4% |
98% |
True |
False |
14,395 |
| 20 |
1.3954 |
1.3430 |
0.0524 |
3.8% |
0.0047 |
0.3% |
99% |
True |
False |
7,658 |
| 40 |
1.3954 |
1.3430 |
0.0524 |
3.8% |
0.0038 |
0.3% |
99% |
True |
False |
4,092 |
| 60 |
1.3954 |
1.3430 |
0.0524 |
3.8% |
0.0031 |
0.2% |
99% |
True |
False |
2,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4162 |
|
2.618 |
1.4082 |
|
1.618 |
1.4033 |
|
1.000 |
1.4003 |
|
0.618 |
1.3984 |
|
HIGH |
1.3954 |
|
0.618 |
1.3935 |
|
0.500 |
1.3930 |
|
0.382 |
1.3924 |
|
LOW |
1.3905 |
|
0.618 |
1.3875 |
|
1.000 |
1.3856 |
|
1.618 |
1.3826 |
|
2.618 |
1.3777 |
|
4.250 |
1.3697 |
|
|
| Fisher Pivots for day following 12-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3941 |
1.3927 |
| PP |
1.3935 |
1.3906 |
| S1 |
1.3930 |
1.3886 |
|