CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 25-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2007 |
25-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4126 |
1.4129 |
0.0003 |
0.0% |
1.3909 |
| High |
1.4127 |
1.4175 |
0.0048 |
0.3% |
1.4120 |
| Low |
1.4088 |
1.4128 |
0.0040 |
0.3% |
1.3883 |
| Close |
1.4107 |
1.4164 |
0.0057 |
0.4% |
1.4102 |
| Range |
0.0039 |
0.0047 |
0.0008 |
20.5% |
0.0237 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.3% |
0.0000 |
| Volume |
114,373 |
97,456 |
-16,917 |
-14.8% |
789,838 |
|
| Daily Pivots for day following 25-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4297 |
1.4277 |
1.4190 |
|
| R3 |
1.4250 |
1.4230 |
1.4177 |
|
| R2 |
1.4203 |
1.4203 |
1.4173 |
|
| R1 |
1.4183 |
1.4183 |
1.4168 |
1.4193 |
| PP |
1.4156 |
1.4156 |
1.4156 |
1.4161 |
| S1 |
1.4136 |
1.4136 |
1.4160 |
1.4146 |
| S2 |
1.4109 |
1.4109 |
1.4155 |
|
| S3 |
1.4062 |
1.4089 |
1.4151 |
|
| S4 |
1.4015 |
1.4042 |
1.4138 |
|
|
| 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 |
1.4175 |
1.3959 |
0.0216 |
1.5% |
0.0052 |
0.4% |
95% |
True |
False |
142,076 |
| 10 |
1.4175 |
1.3878 |
0.0297 |
2.1% |
0.0054 |
0.4% |
96% |
True |
False |
135,677 |
| 20 |
1.4175 |
1.3600 |
0.0575 |
4.1% |
0.0055 |
0.4% |
98% |
True |
False |
73,028 |
| 40 |
1.4175 |
1.3430 |
0.0745 |
5.3% |
0.0044 |
0.3% |
99% |
True |
False |
36,912 |
| 60 |
1.4175 |
1.3430 |
0.0745 |
5.3% |
0.0037 |
0.3% |
99% |
True |
False |
24,710 |
| 80 |
1.4175 |
1.3382 |
0.0793 |
5.6% |
0.0031 |
0.2% |
99% |
True |
False |
18,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4375 |
|
2.618 |
1.4298 |
|
1.618 |
1.4251 |
|
1.000 |
1.4222 |
|
0.618 |
1.4204 |
|
HIGH |
1.4175 |
|
0.618 |
1.4157 |
|
0.500 |
1.4152 |
|
0.382 |
1.4146 |
|
LOW |
1.4128 |
|
0.618 |
1.4099 |
|
1.000 |
1.4081 |
|
1.618 |
1.4052 |
|
2.618 |
1.4005 |
|
4.250 |
1.3928 |
|
|
| Fisher Pivots for day following 25-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4160 |
1.4149 |
| PP |
1.4156 |
1.4134 |
| S1 |
1.4152 |
1.4120 |
|