CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 18-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2007 |
18-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3909 |
1.3897 |
-0.0012 |
-0.1% |
1.3838 |
| High |
1.3921 |
1.4004 |
0.0083 |
0.6% |
1.3954 |
| Low |
1.3883 |
1.3893 |
0.0010 |
0.1% |
1.3818 |
| Close |
1.3899 |
1.3998 |
0.0099 |
0.7% |
1.3907 |
| Range |
0.0038 |
0.0111 |
0.0073 |
192.1% |
0.0136 |
| ATR |
0.0061 |
0.0064 |
0.0004 |
6.0% |
0.0000 |
| Volume |
179,607 |
111,679 |
-67,928 |
-37.8% |
404,321 |
|
| Daily Pivots for day following 18-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4298 |
1.4259 |
1.4059 |
|
| R3 |
1.4187 |
1.4148 |
1.4029 |
|
| R2 |
1.4076 |
1.4076 |
1.4018 |
|
| R1 |
1.4037 |
1.4037 |
1.4008 |
1.4057 |
| PP |
1.3965 |
1.3965 |
1.3965 |
1.3975 |
| S1 |
1.3926 |
1.3926 |
1.3988 |
1.3946 |
| S2 |
1.3854 |
1.3854 |
1.3978 |
|
| S3 |
1.3743 |
1.3815 |
1.3967 |
|
| S4 |
1.3632 |
1.3704 |
1.3937 |
|
|
| 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 |
1.4004 |
1.3878 |
0.0126 |
0.9% |
0.0056 |
0.4% |
95% |
True |
False |
129,279 |
| 10 |
1.4004 |
1.3621 |
0.0383 |
2.7% |
0.0059 |
0.4% |
98% |
True |
False |
73,672 |
| 20 |
1.4004 |
1.3500 |
0.0504 |
3.6% |
0.0049 |
0.4% |
99% |
True |
False |
37,717 |
| 40 |
1.4004 |
1.3430 |
0.0574 |
4.1% |
0.0041 |
0.3% |
99% |
True |
False |
19,207 |
| 60 |
1.4004 |
1.3430 |
0.0574 |
4.1% |
0.0035 |
0.2% |
99% |
True |
False |
12,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4476 |
|
2.618 |
1.4295 |
|
1.618 |
1.4184 |
|
1.000 |
1.4115 |
|
0.618 |
1.4073 |
|
HIGH |
1.4004 |
|
0.618 |
1.3962 |
|
0.500 |
1.3949 |
|
0.382 |
1.3935 |
|
LOW |
1.3893 |
|
0.618 |
1.3824 |
|
1.000 |
1.3782 |
|
1.618 |
1.3713 |
|
2.618 |
1.3602 |
|
4.250 |
1.3421 |
|
|
| Fisher Pivots for day following 18-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3982 |
1.3979 |
| PP |
1.3965 |
1.3960 |
| S1 |
1.3949 |
1.3941 |
|