CME Euro FX Future March 2008
| 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 |
1.4118 |
1.4175 |
0.0057 |
0.4% |
1.3925 |
| High |
1.4128 |
1.4182 |
0.0054 |
0.4% |
1.4122 |
| Low |
1.4105 |
1.4163 |
0.0058 |
0.4% |
1.3905 |
| Close |
1.4118 |
1.4175 |
0.0057 |
0.4% |
1.4112 |
| Range |
0.0023 |
0.0019 |
-0.0004 |
-17.4% |
0.0217 |
| ATR |
0.0045 |
0.0046 |
0.0001 |
3.1% |
0.0000 |
| Volume |
166 |
105 |
-61 |
-36.7% |
998 |
|
| Daily Pivots for day following 25-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4230 |
1.4222 |
1.4185 |
|
| R3 |
1.4211 |
1.4203 |
1.4180 |
|
| R2 |
1.4192 |
1.4192 |
1.4178 |
|
| R1 |
1.4184 |
1.4184 |
1.4177 |
1.4185 |
| PP |
1.4173 |
1.4173 |
1.4173 |
1.4174 |
| S1 |
1.4165 |
1.4165 |
1.4173 |
1.4166 |
| S2 |
1.4154 |
1.4154 |
1.4172 |
|
| S3 |
1.4135 |
1.4146 |
1.4170 |
|
| S4 |
1.4116 |
1.4127 |
1.4165 |
|
|
| 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 |
1.4182 |
1.3974 |
0.0208 |
1.5% |
0.0032 |
0.2% |
97% |
True |
False |
159 |
| 10 |
1.4182 |
1.3905 |
0.0277 |
2.0% |
0.0028 |
0.2% |
97% |
True |
False |
195 |
| 20 |
1.4182 |
1.3671 |
0.0511 |
3.6% |
0.0016 |
0.1% |
99% |
True |
False |
103 |
| 40 |
1.4182 |
1.3464 |
0.0718 |
5.1% |
0.0008 |
0.1% |
99% |
True |
False |
56 |
| 60 |
1.4182 |
1.3464 |
0.0718 |
5.1% |
0.0005 |
0.0% |
99% |
True |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4263 |
|
2.618 |
1.4232 |
|
1.618 |
1.4213 |
|
1.000 |
1.4201 |
|
0.618 |
1.4194 |
|
HIGH |
1.4182 |
|
0.618 |
1.4175 |
|
0.500 |
1.4173 |
|
0.382 |
1.4170 |
|
LOW |
1.4163 |
|
0.618 |
1.4151 |
|
1.000 |
1.4144 |
|
1.618 |
1.4132 |
|
2.618 |
1.4113 |
|
4.250 |
1.4082 |
|
|
| Fisher Pivots for day following 25-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4174 |
1.4162 |
| PP |
1.4173 |
1.4149 |
| S1 |
1.4173 |
1.4136 |
|