CME Euro FX Future March 2008
| Trading Metrics calculated at close of trading on 24-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2007 |
24-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1.4112 |
1.4118 |
0.0006 |
0.0% |
1.3925 |
| High |
1.4120 |
1.4128 |
0.0008 |
0.1% |
1.4122 |
| Low |
1.4090 |
1.4105 |
0.0015 |
0.1% |
1.3905 |
| Close |
1.4112 |
1.4118 |
0.0006 |
0.0% |
1.4112 |
| Range |
0.0030 |
0.0023 |
-0.0007 |
-23.3% |
0.0217 |
| ATR |
0.0046 |
0.0045 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
363 |
166 |
-197 |
-54.3% |
998 |
|
| Daily Pivots for day following 24-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4186 |
1.4175 |
1.4131 |
|
| R3 |
1.4163 |
1.4152 |
1.4124 |
|
| R2 |
1.4140 |
1.4140 |
1.4122 |
|
| R1 |
1.4129 |
1.4129 |
1.4120 |
1.4130 |
| PP |
1.4117 |
1.4117 |
1.4117 |
1.4117 |
| S1 |
1.4106 |
1.4106 |
1.4116 |
1.4107 |
| S2 |
1.4094 |
1.4094 |
1.4114 |
|
| S3 |
1.4071 |
1.4083 |
1.4112 |
|
| S4 |
1.4048 |
1.4060 |
1.4105 |
|
|
| Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4697 |
1.4622 |
1.4231 |
|
| R3 |
1.4480 |
1.4405 |
1.4172 |
|
| R2 |
1.4263 |
1.4263 |
1.4152 |
|
| R1 |
1.4188 |
1.4188 |
1.4132 |
1.4226 |
| PP |
1.4046 |
1.4046 |
1.4046 |
1.4065 |
| S1 |
1.3971 |
1.3971 |
1.4092 |
1.4009 |
| S2 |
1.3829 |
1.3829 |
1.4072 |
|
| S3 |
1.3612 |
1.3754 |
1.4052 |
|
| S4 |
1.3395 |
1.3537 |
1.3993 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4128 |
1.3920 |
0.0208 |
1.5% |
0.0045 |
0.3% |
95% |
True |
False |
171 |
| 10 |
1.4128 |
1.3882 |
0.0246 |
1.7% |
0.0026 |
0.2% |
96% |
True |
False |
185 |
| 20 |
1.4128 |
1.3671 |
0.0457 |
3.2% |
0.0015 |
0.1% |
98% |
True |
False |
98 |
| 40 |
1.4128 |
1.3464 |
0.0664 |
4.7% |
0.0008 |
0.1% |
98% |
True |
False |
53 |
| 60 |
1.4128 |
1.3464 |
0.0664 |
4.7% |
0.0005 |
0.0% |
98% |
True |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4226 |
|
2.618 |
1.4188 |
|
1.618 |
1.4165 |
|
1.000 |
1.4151 |
|
0.618 |
1.4142 |
|
HIGH |
1.4128 |
|
0.618 |
1.4119 |
|
0.500 |
1.4117 |
|
0.382 |
1.4114 |
|
LOW |
1.4105 |
|
0.618 |
1.4091 |
|
1.000 |
1.4082 |
|
1.618 |
1.4068 |
|
2.618 |
1.4045 |
|
4.250 |
1.4007 |
|
|
| Fisher Pivots for day following 24-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4118 |
1.4110 |
| PP |
1.4117 |
1.4102 |
| S1 |
1.4117 |
1.4094 |
|