CME Euro FX Future March 2008
| 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 |
1.4190 |
1.4300 |
0.0110 |
0.8% |
1.4118 |
| High |
1.4215 |
1.4305 |
0.0090 |
0.6% |
1.4305 |
| Low |
1.4172 |
1.4240 |
0.0068 |
0.5% |
1.4105 |
| Close |
1.4190 |
1.4303 |
0.0113 |
0.8% |
1.4303 |
| Range |
0.0043 |
0.0065 |
0.0022 |
51.2% |
0.0200 |
| ATR |
0.0045 |
0.0050 |
0.0005 |
11.1% |
0.0000 |
| Volume |
89 |
419 |
330 |
370.8% |
980 |
|
| Daily Pivots for day following 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4478 |
1.4455 |
1.4339 |
|
| R3 |
1.4413 |
1.4390 |
1.4321 |
|
| R2 |
1.4348 |
1.4348 |
1.4315 |
|
| R1 |
1.4325 |
1.4325 |
1.4309 |
1.4337 |
| PP |
1.4283 |
1.4283 |
1.4283 |
1.4288 |
| S1 |
1.4260 |
1.4260 |
1.4297 |
1.4272 |
| S2 |
1.4218 |
1.4218 |
1.4291 |
|
| S3 |
1.4153 |
1.4195 |
1.4285 |
|
| S4 |
1.4088 |
1.4130 |
1.4267 |
|
|
| Weekly Pivots for week ending 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4838 |
1.4770 |
1.4413 |
|
| R3 |
1.4638 |
1.4570 |
1.4358 |
|
| R2 |
1.4438 |
1.4438 |
1.4340 |
|
| R1 |
1.4370 |
1.4370 |
1.4321 |
1.4404 |
| PP |
1.4238 |
1.4238 |
1.4238 |
1.4255 |
| S1 |
1.4170 |
1.4170 |
1.4285 |
1.4204 |
| S2 |
1.4038 |
1.4038 |
1.4266 |
|
| S3 |
1.3838 |
1.3970 |
1.4248 |
|
| S4 |
1.3638 |
1.3770 |
1.4193 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4305 |
1.4105 |
0.0200 |
1.4% |
0.0033 |
0.2% |
99% |
True |
False |
196 |
| 10 |
1.4305 |
1.3905 |
0.0400 |
2.8% |
0.0039 |
0.3% |
100% |
True |
False |
197 |
| 20 |
1.4305 |
1.3673 |
0.0632 |
4.4% |
0.0021 |
0.1% |
100% |
True |
False |
137 |
| 40 |
1.4305 |
1.3464 |
0.0841 |
5.9% |
0.0011 |
0.1% |
100% |
True |
False |
73 |
| 60 |
1.4305 |
1.3464 |
0.0841 |
5.9% |
0.0007 |
0.1% |
100% |
True |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4581 |
|
2.618 |
1.4475 |
|
1.618 |
1.4410 |
|
1.000 |
1.4370 |
|
0.618 |
1.4345 |
|
HIGH |
1.4305 |
|
0.618 |
1.4280 |
|
0.500 |
1.4273 |
|
0.382 |
1.4265 |
|
LOW |
1.4240 |
|
0.618 |
1.4200 |
|
1.000 |
1.4175 |
|
1.618 |
1.4135 |
|
2.618 |
1.4070 |
|
4.250 |
1.3964 |
|
|
| Fisher Pivots for day following 28-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.4293 |
1.4278 |
| PP |
1.4283 |
1.4253 |
| S1 |
1.4273 |
1.4228 |
|