CME Euro FX Future December 2007
| Trading Metrics calculated at close of trading on 28-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2007 |
28-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4209 |
1.4201 |
-0.0008 |
-0.1% |
1.4126 |
| High |
1.4210 |
1.4298 |
0.0088 |
0.6% |
1.4298 |
| Low |
1.4154 |
1.4199 |
0.0045 |
0.3% |
1.4088 |
| Close |
1.4182 |
1.4293 |
0.0111 |
0.8% |
1.4293 |
| Range |
0.0056 |
0.0099 |
0.0043 |
76.8% |
0.0210 |
| ATR |
0.0062 |
0.0066 |
0.0004 |
6.2% |
0.0000 |
| Volume |
115,731 |
155,508 |
39,777 |
34.4% |
616,698 |
|
| Daily Pivots for day following 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4560 |
1.4526 |
1.4347 |
|
| R3 |
1.4461 |
1.4427 |
1.4320 |
|
| R2 |
1.4362 |
1.4362 |
1.4311 |
|
| R1 |
1.4328 |
1.4328 |
1.4302 |
1.4345 |
| PP |
1.4263 |
1.4263 |
1.4263 |
1.4272 |
| S1 |
1.4229 |
1.4229 |
1.4284 |
1.4246 |
| S2 |
1.4164 |
1.4164 |
1.4275 |
|
| S3 |
1.4065 |
1.4130 |
1.4266 |
|
| S4 |
1.3966 |
1.4031 |
1.4239 |
|
|
| Weekly Pivots for week ending 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4856 |
1.4785 |
1.4409 |
|
| R3 |
1.4646 |
1.4575 |
1.4351 |
|
| R2 |
1.4436 |
1.4436 |
1.4332 |
|
| R1 |
1.4365 |
1.4365 |
1.4312 |
1.4401 |
| PP |
1.4226 |
1.4226 |
1.4226 |
1.4244 |
| S1 |
1.4155 |
1.4155 |
1.4274 |
1.4191 |
| S2 |
1.4016 |
1.4016 |
1.4255 |
|
| S3 |
1.3806 |
1.3945 |
1.4235 |
|
| S4 |
1.3596 |
1.3735 |
1.4178 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4298 |
1.4088 |
0.0210 |
1.5% |
0.0053 |
0.4% |
98% |
True |
False |
123,339 |
| 10 |
1.4298 |
1.3883 |
0.0415 |
2.9% |
0.0059 |
0.4% |
99% |
True |
False |
140,653 |
| 20 |
1.4298 |
1.3600 |
0.0698 |
4.9% |
0.0058 |
0.4% |
99% |
True |
False |
93,127 |
| 40 |
1.4298 |
1.3430 |
0.0868 |
6.1% |
0.0046 |
0.3% |
99% |
True |
False |
47,001 |
| 60 |
1.4298 |
1.3430 |
0.0868 |
6.1% |
0.0039 |
0.3% |
99% |
True |
False |
31,445 |
| 80 |
1.4298 |
1.3382 |
0.0916 |
6.4% |
0.0033 |
0.2% |
99% |
True |
False |
23,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4719 |
|
2.618 |
1.4557 |
|
1.618 |
1.4458 |
|
1.000 |
1.4397 |
|
0.618 |
1.4359 |
|
HIGH |
1.4298 |
|
0.618 |
1.4260 |
|
0.500 |
1.4249 |
|
0.382 |
1.4237 |
|
LOW |
1.4199 |
|
0.618 |
1.4138 |
|
1.000 |
1.4100 |
|
1.618 |
1.4039 |
|
2.618 |
1.3940 |
|
4.250 |
1.3778 |
|
|
| Fisher Pivots for day following 28-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4278 |
1.4268 |
| PP |
1.4263 |
1.4243 |
| S1 |
1.4249 |
1.4218 |
|