CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 21-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2007 |
21-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4045 |
1.4065 |
0.0020 |
0.1% |
1.3909 |
| High |
1.4120 |
1.4116 |
-0.0004 |
0.0% |
1.4120 |
| Low |
1.4044 |
1.4064 |
0.0020 |
0.1% |
1.3883 |
| Close |
1.4097 |
1.4102 |
0.0005 |
0.0% |
1.4102 |
| Range |
0.0076 |
0.0052 |
-0.0024 |
-31.6% |
0.0237 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
141,168 |
193,325 |
52,157 |
36.9% |
789,838 |
|
| Daily Pivots for day following 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4250 |
1.4228 |
1.4131 |
|
| R3 |
1.4198 |
1.4176 |
1.4116 |
|
| R2 |
1.4146 |
1.4146 |
1.4112 |
|
| R1 |
1.4124 |
1.4124 |
1.4107 |
1.4135 |
| PP |
1.4094 |
1.4094 |
1.4094 |
1.4100 |
| S1 |
1.4072 |
1.4072 |
1.4097 |
1.4083 |
| S2 |
1.4042 |
1.4042 |
1.4092 |
|
| S3 |
1.3990 |
1.4020 |
1.4088 |
|
| S4 |
1.3938 |
1.3968 |
1.4073 |
|
|
| Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4746 |
1.4661 |
1.4232 |
|
| R3 |
1.4509 |
1.4424 |
1.4167 |
|
| R2 |
1.4272 |
1.4272 |
1.4145 |
|
| R1 |
1.4187 |
1.4187 |
1.4124 |
1.4230 |
| PP |
1.4035 |
1.4035 |
1.4035 |
1.4056 |
| S1 |
1.3950 |
1.3950 |
1.4080 |
1.3993 |
| S2 |
1.3798 |
1.3798 |
1.4059 |
|
| S3 |
1.3561 |
1.3713 |
1.4037 |
|
| S4 |
1.3324 |
1.3476 |
1.3972 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4120 |
1.3883 |
0.0237 |
1.7% |
0.0065 |
0.5% |
92% |
False |
False |
157,967 |
| 10 |
1.4120 |
1.3818 |
0.0302 |
2.1% |
0.0052 |
0.4% |
94% |
False |
False |
119,415 |
| 20 |
1.4120 |
1.3600 |
0.0520 |
3.7% |
0.0054 |
0.4% |
97% |
False |
False |
62,517 |
| 40 |
1.4120 |
1.3430 |
0.0690 |
4.9% |
0.0043 |
0.3% |
97% |
False |
False |
31,646 |
| 60 |
1.4120 |
1.3430 |
0.0690 |
4.9% |
0.0037 |
0.3% |
97% |
False |
False |
21,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4337 |
|
2.618 |
1.4252 |
|
1.618 |
1.4200 |
|
1.000 |
1.4168 |
|
0.618 |
1.4148 |
|
HIGH |
1.4116 |
|
0.618 |
1.4096 |
|
0.500 |
1.4090 |
|
0.382 |
1.4084 |
|
LOW |
1.4064 |
|
0.618 |
1.4032 |
|
1.000 |
1.4012 |
|
1.618 |
1.3980 |
|
2.618 |
1.3928 |
|
4.250 |
1.3843 |
|
|
| Fisher Pivots for day following 21-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4098 |
1.4081 |
| PP |
1.4094 |
1.4060 |
| S1 |
1.4090 |
1.4040 |
|