CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 17-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2007 |
17-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3903 |
1.3909 |
0.0006 |
0.0% |
1.3838 |
| High |
1.3923 |
1.3921 |
-0.0002 |
0.0% |
1.3954 |
| Low |
1.3878 |
1.3883 |
0.0005 |
0.0% |
1.3818 |
| Close |
1.3907 |
1.3899 |
-0.0008 |
-0.1% |
1.3907 |
| Range |
0.0045 |
0.0038 |
-0.0007 |
-15.6% |
0.0136 |
| ATR |
0.0062 |
0.0061 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
191,879 |
179,607 |
-12,272 |
-6.4% |
404,321 |
|
| Daily Pivots for day following 17-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4015 |
1.3995 |
1.3920 |
|
| R3 |
1.3977 |
1.3957 |
1.3909 |
|
| R2 |
1.3939 |
1.3939 |
1.3906 |
|
| R1 |
1.3919 |
1.3919 |
1.3902 |
1.3910 |
| PP |
1.3901 |
1.3901 |
1.3901 |
1.3897 |
| S1 |
1.3881 |
1.3881 |
1.3896 |
1.3872 |
| S2 |
1.3863 |
1.3863 |
1.3892 |
|
| S3 |
1.3825 |
1.3843 |
1.3889 |
|
| S4 |
1.3787 |
1.3805 |
1.3878 |
|
|
| 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 |
1.3852 |
0.0102 |
0.7% |
0.0040 |
0.3% |
46% |
False |
False |
112,849 |
| 10 |
1.3954 |
1.3600 |
0.0354 |
2.5% |
0.0054 |
0.4% |
84% |
False |
False |
62,918 |
| 20 |
1.3954 |
1.3500 |
0.0454 |
3.3% |
0.0045 |
0.3% |
88% |
False |
False |
32,198 |
| 40 |
1.3954 |
1.3430 |
0.0524 |
3.8% |
0.0039 |
0.3% |
90% |
False |
False |
16,422 |
| 60 |
1.3954 |
1.3430 |
0.0524 |
3.8% |
0.0033 |
0.2% |
90% |
False |
False |
11,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4083 |
|
2.618 |
1.4020 |
|
1.618 |
1.3982 |
|
1.000 |
1.3959 |
|
0.618 |
1.3944 |
|
HIGH |
1.3921 |
|
0.618 |
1.3906 |
|
0.500 |
1.3902 |
|
0.382 |
1.3898 |
|
LOW |
1.3883 |
|
0.618 |
1.3860 |
|
1.000 |
1.3845 |
|
1.618 |
1.3822 |
|
2.618 |
1.3784 |
|
4.250 |
1.3722 |
|
|
| Fisher Pivots for day following 17-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3902 |
1.3908 |
| PP |
1.3901 |
1.3905 |
| S1 |
1.3900 |
1.3902 |
|