CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 20-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2007 |
20-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3991 |
1.4045 |
0.0054 |
0.4% |
1.3838 |
| High |
1.4006 |
1.4120 |
0.0114 |
0.8% |
1.3954 |
| Low |
1.3959 |
1.4044 |
0.0085 |
0.6% |
1.3818 |
| Close |
1.3982 |
1.4097 |
0.0115 |
0.8% |
1.3907 |
| Range |
0.0047 |
0.0076 |
0.0029 |
61.7% |
0.0136 |
| ATR |
0.0063 |
0.0068 |
0.0005 |
8.5% |
0.0000 |
| Volume |
164,059 |
141,168 |
-22,891 |
-14.0% |
404,321 |
|
| Daily Pivots for day following 20-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4315 |
1.4282 |
1.4139 |
|
| R3 |
1.4239 |
1.4206 |
1.4118 |
|
| R2 |
1.4163 |
1.4163 |
1.4111 |
|
| R1 |
1.4130 |
1.4130 |
1.4104 |
1.4147 |
| PP |
1.4087 |
1.4087 |
1.4087 |
1.4095 |
| S1 |
1.4054 |
1.4054 |
1.4090 |
1.4071 |
| S2 |
1.4011 |
1.4011 |
1.4083 |
|
| S3 |
1.3935 |
1.3978 |
1.4076 |
|
| S4 |
1.3859 |
1.3902 |
1.4055 |
|
|
| 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 |
1.4120 |
1.3878 |
0.0242 |
1.7% |
0.0063 |
0.4% |
90% |
True |
False |
157,678 |
| 10 |
1.4120 |
1.3739 |
0.0381 |
2.7% |
0.0056 |
0.4% |
94% |
True |
False |
101,797 |
| 20 |
1.4120 |
1.3590 |
0.0530 |
3.8% |
0.0052 |
0.4% |
96% |
True |
False |
52,892 |
| 40 |
1.4120 |
1.3430 |
0.0690 |
4.9% |
0.0042 |
0.3% |
97% |
True |
False |
26,825 |
| 60 |
1.4120 |
1.3430 |
0.0690 |
4.9% |
0.0036 |
0.3% |
97% |
True |
False |
17,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4443 |
|
2.618 |
1.4319 |
|
1.618 |
1.4243 |
|
1.000 |
1.4196 |
|
0.618 |
1.4167 |
|
HIGH |
1.4120 |
|
0.618 |
1.4091 |
|
0.500 |
1.4082 |
|
0.382 |
1.4073 |
|
LOW |
1.4044 |
|
0.618 |
1.3997 |
|
1.000 |
1.3968 |
|
1.618 |
1.3921 |
|
2.618 |
1.3845 |
|
4.250 |
1.3721 |
|
|
| Fisher Pivots for day following 20-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4092 |
1.4067 |
| PP |
1.4087 |
1.4037 |
| S1 |
1.4082 |
1.4007 |
|