CME Euro FX Future December 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 |
1.3923 |
1.3931 |
0.0008 |
0.1% |
1.3615 |
| High |
1.3954 |
1.3937 |
-0.0017 |
-0.1% |
1.3835 |
| Low |
1.3905 |
1.3899 |
-0.0006 |
0.0% |
1.3600 |
| Close |
1.3947 |
1.3919 |
-0.0028 |
-0.2% |
1.3805 |
| Range |
0.0049 |
0.0038 |
-0.0011 |
-22.4% |
0.0235 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
41,007 |
122,224 |
81,217 |
198.1% |
45,257 |
|
| Daily Pivots for day following 13-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4032 |
1.4014 |
1.3940 |
|
| R3 |
1.3994 |
1.3976 |
1.3929 |
|
| R2 |
1.3956 |
1.3956 |
1.3926 |
|
| R1 |
1.3938 |
1.3938 |
1.3922 |
1.3928 |
| PP |
1.3918 |
1.3918 |
1.3918 |
1.3914 |
| S1 |
1.3900 |
1.3900 |
1.3916 |
1.3890 |
| S2 |
1.3880 |
1.3880 |
1.3912 |
|
| S3 |
1.3842 |
1.3862 |
1.3909 |
|
| S4 |
1.3804 |
1.3824 |
1.3898 |
|
|
| 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 |
1.3739 |
0.0215 |
1.5% |
0.0049 |
0.4% |
84% |
False |
False |
45,917 |
| 10 |
1.3954 |
1.3600 |
0.0354 |
2.5% |
0.0057 |
0.4% |
90% |
False |
False |
26,505 |
| 20 |
1.3954 |
1.3430 |
0.0524 |
3.8% |
0.0047 |
0.3% |
93% |
False |
False |
13,721 |
| 40 |
1.3954 |
1.3430 |
0.0524 |
3.8% |
0.0037 |
0.3% |
93% |
False |
False |
7,143 |
| 60 |
1.3954 |
1.3430 |
0.0524 |
3.8% |
0.0032 |
0.2% |
93% |
False |
False |
4,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4099 |
|
2.618 |
1.4036 |
|
1.618 |
1.3998 |
|
1.000 |
1.3975 |
|
0.618 |
1.3960 |
|
HIGH |
1.3937 |
|
0.618 |
1.3922 |
|
0.500 |
1.3918 |
|
0.382 |
1.3914 |
|
LOW |
1.3899 |
|
0.618 |
1.3876 |
|
1.000 |
1.3861 |
|
1.618 |
1.3838 |
|
2.618 |
1.3800 |
|
4.250 |
1.3738 |
|
|
| Fisher Pivots for day following 13-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3919 |
1.3914 |
| PP |
1.3918 |
1.3908 |
| S1 |
1.3918 |
1.3903 |
|