CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 14-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2007 |
14-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3931 |
1.3903 |
-0.0028 |
-0.2% |
1.3838 |
| High |
1.3937 |
1.3923 |
-0.0014 |
-0.1% |
1.3954 |
| Low |
1.3899 |
1.3878 |
-0.0021 |
-0.2% |
1.3818 |
| Close |
1.3919 |
1.3907 |
-0.0012 |
-0.1% |
1.3907 |
| Range |
0.0038 |
0.0045 |
0.0007 |
18.4% |
0.0136 |
| ATR |
0.0064 |
0.0062 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
122,224 |
191,879 |
69,655 |
57.0% |
404,321 |
|
| Daily Pivots for day following 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4038 |
1.4017 |
1.3932 |
|
| R3 |
1.3993 |
1.3972 |
1.3919 |
|
| R2 |
1.3948 |
1.3948 |
1.3915 |
|
| R1 |
1.3927 |
1.3927 |
1.3911 |
1.3938 |
| PP |
1.3903 |
1.3903 |
1.3903 |
1.3908 |
| S1 |
1.3882 |
1.3882 |
1.3903 |
1.3893 |
| S2 |
1.3858 |
1.3858 |
1.3899 |
|
| S3 |
1.3813 |
1.3837 |
1.3895 |
|
| S4 |
1.3768 |
1.3792 |
1.3882 |
|
|
| Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4301 |
1.4240 |
1.3982 |
|
| R3 |
1.4165 |
1.4104 |
1.3944 |
|
| R2 |
1.4029 |
1.4029 |
1.3932 |
|
| R1 |
1.3968 |
1.3968 |
1.3919 |
1.3999 |
| PP |
1.3893 |
1.3893 |
1.3893 |
1.3908 |
| S1 |
1.3832 |
1.3832 |
1.3895 |
1.3863 |
| S2 |
1.3757 |
1.3757 |
1.3882 |
|
| S3 |
1.3621 |
1.3696 |
1.3870 |
|
| S4 |
1.3485 |
1.3560 |
1.3832 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3954 |
1.3818 |
0.0136 |
1.0% |
0.0039 |
0.3% |
65% |
False |
False |
80,864 |
| 10 |
1.3954 |
1.3600 |
0.0354 |
2.5% |
0.0057 |
0.4% |
87% |
False |
False |
45,600 |
| 20 |
1.3954 |
1.3500 |
0.0454 |
3.3% |
0.0047 |
0.3% |
90% |
False |
False |
23,261 |
| 40 |
1.3954 |
1.3430 |
0.0524 |
3.8% |
0.0038 |
0.3% |
91% |
False |
False |
11,935 |
| 60 |
1.3954 |
1.3430 |
0.0524 |
3.8% |
0.0033 |
0.2% |
91% |
False |
False |
8,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4114 |
|
2.618 |
1.4041 |
|
1.618 |
1.3996 |
|
1.000 |
1.3968 |
|
0.618 |
1.3951 |
|
HIGH |
1.3923 |
|
0.618 |
1.3906 |
|
0.500 |
1.3901 |
|
0.382 |
1.3895 |
|
LOW |
1.3878 |
|
0.618 |
1.3850 |
|
1.000 |
1.3833 |
|
1.618 |
1.3805 |
|
2.618 |
1.3760 |
|
4.250 |
1.3687 |
|
|
| Fisher Pivots for day following 14-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3905 |
1.3916 |
| PP |
1.3903 |
1.3913 |
| S1 |
1.3901 |
1.3910 |
|